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The temporal Fokker-Plank equation [{\it J. Stat. Phys.}, {\bf 3/4}, 527 (2003)] or propagation-dispersion equation was derived to describe diffusive processes with temporal dispersion rather than spatial dispersion as in classical…

Statistical Mechanics · Physics 2016-02-01 Jean Pierre Boon , James F. Lutsko

Models of diffusion in white dwarfs universally rely on the coefficients calculated by Paquette et al. (1986). We present new calculations of diffusion coefficients based on an advanced microscopic theory of dense plasmas and a numerical…

Solar and Stellar Astrophysics · Physics 2014-10-29 D. Saumon , C. E. Starrett , J. Daligault

We consider in this paper a solvable model for the motion of molecular motors. Based on the averaging principle, we reduce the problem to a diffusion process on a graph. We then calculate the effective speed of transportation of these…

Probability · Mathematics 2013-06-11 Mark Freidlin , Wenqing Hu

We propose a new method for calculating reflection and transmission coefficients for an arbitrarily polarized electromagnetic plane wave incident on a one-dimensional dielectric medium of finite thickness and with dielectric permittivity…

Optics · Physics 2022-04-27 N. A. Vanyushkin , A. H. Gevorgyan , S. S. Golik

We present the idea of intertwining of two diffusions by Feynman-Kac operators. We present some variations and implications of the method and give examples of its applications. Among others, it turns out to be a very useful tool for finding…

Probability · Mathematics 2014-10-21 Maciej Wiśniewolski , Jacek Jakubowski

Continuous time random walks are non-Markovian stochastic processes, which are only partly characterized by single-time probability distributions. We derive a closed evolution equation for joint two-point probability density functions of a…

Statistical Mechanics · Physics 2009-11-13 A. Baule , R. Friedrich

Many normalizing flow architectures impose regularity constraints, yet their distributional approximation properties are not fully characterized. We study the expressivity of bi-Lipschitz normalizing flows through the lens of score-based…

Machine Learning · Statistics 2026-05-08 Meira Iske , Carola-Bibiane Schönlieb

We will give some regularity results about fractional diffusion-wave equations.

Analysis of PDEs · Mathematics 2021-08-10 Paola Loreti , Daniela Sforza

Diffusion through tubular networks with variable radius arises in a wide range of biological, engineering, and physical applications. The Fick-Jacobs equation is the standard one-dimensional reduction of this problem, briefly derived nearly…

Numerical Analysis · Mathematics 2026-04-16 Zachary M. Miksis , Gillian Queisser

The diffusion forecasting is a nonparametric approach that provably solves the Fokker-Planck PDE corresponding to It\^o diffusion without knowing the underlying equation. The key idea of this method is to approximate the solution of the…

Numerical Analysis · Mathematics 2018-01-17 John Harlim , Haizhao Yang

We derive a coarse-grained equation of motion of a number density by applying the projection operator method to a non-relativistic model. The derived equation is an integrodifferential equation and contains the memory effect. The equation…

Statistical Mechanics · Physics 2009-11-11 T. Koide

The paper investigates solutions of the fractional hyperbolic diffusion equation in its most general form with two fractional derivatives of distinct orders. The solutions are given as spatial-temporal homogeneous and isotropic random…

Probability · Mathematics 2023-10-09 Nikolai Leonenko , Andriy Olenko , Jayme Vaz

In this short note we investigate the numerical performance of the method of artificial diffusion for second-order fully nonlinear Hamilton-Jacobi-Bellman equations. The method was proposed in (M. Jensen and I. Smears, arxiv:1111.5423);…

Numerical Analysis · Mathematics 2013-02-25 Max Jensen , Iain Smears

We advance an exact, explicit form for the solutions to the fractional diffusion-advection equation. Numerical analysis of this equation shows that its solutions resemble power-laws.

Solar and Stellar Astrophysics · Physics 2015-04-14 M. C. Rocca , A. R. Plastino , A. L. Plastino , G. L. Ferri , A. L. De Paoli

In a previous paper [Phys. Rev. A 105, 042205 (2022)], the distribution of resonance poles in the complex plane of the wavenumber $k$ associated to the multiple scattering of a quantum particle in a random point field was numerically…

Quantum Physics · Physics 2024-06-14 David Gaspard , Jean-Marc Sparenberg

What is the optimal way to approximate a high-dimensional diffusion process by one in which the coordinates are independent? This paper presents a construction, called the \emph{independent projection}, which is optimal for two natural…

Probability · Mathematics 2024-10-10 Daniel Lacker

The description of surface-diffusion controlled dynamics via the phase-field method is less trivial than it appears at first sight. A seemingly straightforward approach from the literature is shown to fail to produce the correct…

Computational Physics · Physics 2017-03-13 Clemens Mueller-Gugenberger , Robert Spatschek , Klaus Kassner

The diffusion of particles in confining walls forming a tube is discussed. Such a transport phenomenon is observed in biological cells and porous media. We consider the case in which the tube is winding with curvature and torsion, and the…

Mathematical Physics · Physics 2015-05-30 Naohisa Ogawa

We consider the effective surface motion of a particle that intermittently unbinds from a planar surface and performs bulk excursions. Based on a random walk approach we derive the diffusion equations for surface and bulk diffusion…

Statistical Mechanics · Physics 2015-06-05 Aleksei V. Chechkin , Irwin M. Zaid , Michael A. Lomholt , Igor M. Sokolov , Ralf Metzler

Diffusion processes with boundaries are models of transport phenomena with wide applicability across many fields. These processes are described by their probability density functions (PDFs), which often obey Fokker-Planck equations (FPEs).…

Probability · Mathematics 2019-09-25 Haozhe Shan , Rubén Moreno-Bote , Jan Drugowitsch
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