Related papers: Absolute Continuity of the Laws of Perturbed Diffu…
The invariance for the equation of fast diffusion in the 2D coordinate space has been proved, and its reduction to the 1D (with respect to the spatial variable) analog is demonstrated. On the basis of these results, new exact…
We present analytical results for the biased diffusion of particles moving under a constant force in a randomly layered medium. The influence of this medium on the particle dynamics is modeled by a piecewise constant random force. The…
We derive general properties of anomalous diffusion and nonexponential relaxation from the theory of tempered \alpha-stable processes. Its most important application is to overcome the infinite-moment difficulty for the \alpha-stable random…
In this article we develop Poincar\'e ideas about a heat balance of ideal gas considered as a collisionless continuous medium. We obtain the theorems on diffusion in nondegenerate completely integrable systems. As a corollary we show that…
We prove the convergence of the law of grid-valued random walks, which can be seen as time-space Markov chains, to the law of a general diffusion process. This includes processes with sticky features, reflecting or absorbing boundaries and…
We consider conservative ergodic measure preserving transformations on infinite measure spaces and investigate the asymptotic behaviour of distorted return time processes with respect to sets satisfying a type of Darling-Kac condition. We…
The dispersion laws of Langmuir and transverse waves are calculated in the relativistic non-magnetized formalism for several isotropic particle distributions: thermal, power-law, relativistic Lorentzian $\kappa,$ and hybrid $\beta$. For…
We are concerned with fully-discrete schemes for the numerical approximation of diffusive-dispersive hyperbolic conservation laws with a discontinuous flux function in one-space dimension. More precisely, we show the convergence of…
In this paper, we study additive coalescents. Using their representation as fragmentation processes, we prove that the law of a large class of eternal additive coalescents is absolutely continuous with respect to the law of the standard…
We consider a continuum percolation built over stationary ergodic point processes. Assuming that the occupied region has a unique unbounded cluster and the cluster satisfies volume regularity and isoperimetric condition, we prove a quenched…
We revisit an absolutely-continuous version of the stochastic control problem driven by a L\'evy process. A strategy must be absolutely continuous with respect to the Lebesgue measure and the running cost function is assumed to be convex.…
The diffraction pattern of a single non-periodic compact object, such as a molecule, is continuous and is proportional to the square modulus of the Fourier transform of that object. When arrayed in a crystal, the coherent sum of the…
We provide, in a general setting, explicit solutions for optimal stopping problems that involve a diffusion process and its running maximum. Besides, a new feature includes absorbing boundaries that vary with the value of the running…
In the last few years there has been renewed interest in the classical control problem of de Finetti for the case that underlying source of randomness is a spectrally negative Levy process. In particular a significant step forward is made…
Using a microfluidics device filled with a colloidal suspension of microspheres, we test the laws of diffusion in the limit of small particle numbers. Our focus is not just on average properties such as the mean flux, but rather on the…
In this article we review classical and recent results in anomalous diffusion and provide mechanisms useful for the study of the fundamentals of certain processes, mainly in condensed matter physics, chemistry and biology. Emphasis will be…
We study the generalized Langevin equation approach to anomalous diffusion for a harmonic oscillator and a free particle driven by different forms of internal noises, such as power-law-correlated and distributed-order noises that fulfil…
Time-inhomogeneous controlled diffusion processes in both cylindrical and noncylindrical domains are considered. Bellman's principle and its applications to proving the continuity of value functions are investigated.
We consider a macroscopic model for the dynamics of living tissues incorporating pressure-driven dispersal and pressure-modulated proliferation. Given a power-law constitutive relation between the pressure and cell density, the model can be…
We develop an effective theory of pulse propagation in a nonlinear {\it and} disordered medium. The theory is formulated in terms of a nonlinear diffusion equation. Despite its apparent simplicity this equation describes novel phenomena…