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We study the one-dimensional diffusion process which takes place between two reflecting boundaries and which is acted upon by a time-dependent and spatially-constant force. The assumed force possesses both the harmonically oscillating and…

Other Condensed Matter · Physics 2007-05-23 Evzen Subrt , Petr Chvosta

The study of pattern-forming instabilities in reaction-diffusion systems on growing or otherwise time-dependent domains arises in a variety of settings, including applications in developmental biology, spatial ecology, and experimental…

Pattern Formation and Solitons · Physics 2022-07-11 Robert A. Van Gorder , Václav Klika , Andrew L. Krause

General equilibrium is the dominant theoretical framework for economic policy analysis at the level of the whole economy. In practice, general equilibrium treats economies as being always in equilibrium, albeit in a sequence of equilibria…

General Finance · Quantitative Finance 2012-09-11 Eric Kemp-Benedict

We consider the general problem of determining the steady state of stochastic nonequilibrium systems such as those that have been used to model (among other things) biological transport and traffic flow. We begin with a broad overview of…

Statistical Mechanics · Physics 2009-11-13 R. A. Blythe , M. R. Evans

Control problems not admitting the dynamic programming principle are known as time-inconsistent. The game-theoretic approach is to interpret such problems as intrapersonal dynamic games and look for subgame perfect Nash equilibria. A…

Optimization and Control · Mathematics 2020-05-04 Kristoffer Lindensjö

We develop a formalism to study linearized perturbations around the equilibria of a pure exchange economy. With the use of mean field theory techniques, we derive equations for the flow of products in an economy driven by heterogeneous…

Trading and Market Microstructure · Quantitative Finance 2015-05-13 Samuel E. Vazquez , Simone Severini

In this paper, we explore the solvability and the optimal control problem for a compartmental model based on reaction-diffusion partial differential equations describing a transmissible disease. The nonlinear model takes into account the…

Optimization and Control · Mathematics 2023-08-25 Pierluigi Colli , Gianni Gilardi , Gabriela Marinoschi

We justify rigorously the non-equilibrium-diffusion limit of the compressible Euler model coupled with a radiative transfer equation arising in radiation hydrodynamics. For general initial data, we establish the uniform existence of the…

Analysis of PDEs · Mathematics 2023-12-27 Qiangchang Ju , Lei Li , Zhengce Zhang

We study how the Einstein relation between spontaneous fluctuations and the response to an external perturbation holds in the absence of currents, for the comb model and the elastic single-file, which are examples of systems with…

Statistical Mechanics · Physics 2015-05-27 D Villamaina , A Sarracino , G Gradenigo , A Puglisi , A Vulpiani

We study diffusion-controlled processes in nonequilibrium steady states, where standard rate theory assumptions break down. Using transition path theory, we generalize the relations between reactive probability fluxes and measures of the…

Chemical Physics · Physics 2025-06-02 Seokjin Moon , David T. Limmer

We show that a non-equilibrium diffusive dynamics in a finite-dimensional space takes in the Lagrangian frame of its mean local velocity an equilibrium form with the detailed balance property. This explains the equilibrium nature of the…

Statistical Mechanics · Physics 2015-05-13 Raphael Chetrite , Krzysztof Gawedzki

In this paper a concentration inequality is proved for the deviation in the ergodic theorem in the case of discrete time observations of diffusion processes. The proof is based on the geometric ergodicity property for diffusion processes.…

Probability · Mathematics 2011-09-16 Leonid Galtchouk , Serguei Pergamenchtchikov

We consider a cross-diffusion system for which the diffusion of each species is governed solely by the aggregate density through a pressure law of logarithmic or fast diffusion type. The model is set over a one dimensional bounded interval,…

Analysis of PDEs · Mathematics 2026-03-20 Alpár R. Mészáros , Guy Parker

A general system of several ordinary differential equations coupled with a reaction-diffusion equation in a bounded domain with zero-flux boundary condition is studied in the context of pattern formation. These initial-boundary value…

Analysis of PDEs · Mathematics 2021-10-29 Szymon Cygan , Anna Marciniak-Czochra , Grzegorz Karch , Kanako Suzuki

In this paper, we present a flux-based formulation of the hybridizable discontinuous Galerkin (HDG) method for steady-state diffusion problems and propose a new method derived by letting a stabilization parameter tend to infinity. Assuming…

Numerical Analysis · Mathematics 2022-12-13 Issei Oikawa

We consider one-dimensional diffusions, with polynomial drift and diffusion coefficients, so that in particular the motion can be space-inhomogeneous, interacting via one-sided reflections. The prototypical example is the well-known model…

Probability · Mathematics 2023-07-05 Theodoros Assiotis

Consider a particle diffusing in a confined volume which is divided into two equal regions. In one region the diffusion coefficient is twice the value of the diffusion coefficient in the other region. Will the particle spend equal…

Dynamical Systems · Mathematics 2015-06-04 P. F. Tupper , Xin Yang

A general reaction-diffusion equation with spatiotemporal delay and homogeneous Dirichlet boundary condition is considered. The existence and stability of positive steady state solutions are proved via studying an equivalent…

Analysis of PDEs · Mathematics 2021-02-24 Wenjie Zuo , Junping Shi

The nonexponential relaxation ocurring in complex dynamics manifested in a wide variety of systems is analyzed through a simple model of diffusion in phase space. It is found that the inability of the system to find its equilibrium state in…

Statistical Mechanics · Physics 2009-11-10 A. Perez-Madrid

Large time dynamics of reaction-diffusion systems modeling some irreversible reaction networks are investigated. Depending on initial masses, these networks possibly possess boundary equilibria, where some of the chemical concentrations are…

Analysis of PDEs · Mathematics 2024-11-04 Thi Lien Nguyen , Bao Quoc Tang