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The time-fractional diffusion-wave equation is revisited, where the time derivative is of order $2 \nu$ and $0 < \nu \le 1$. The behaviour of the equation is "diffusion-like" (respectively, "wave-like") when $0 < \nu \le \frac{1}{2}$…

Analysis of PDEs · Mathematics 2021-10-25 Marianito R. Rodrigo

The problem of diffusion in a time-dependent (and generally inhomogeneous) external field is considered on the basis of a generalized master equation with two times, introduced in [1,2]. We consider the case of the quasi Fokker-Planck…

Statistical Mechanics · Physics 2015-05-18 S. A. Trigger , G. J. F. van Heijst , O. F. Petrov , P. P. J. M. Schram

A version of fractional diffusion on bounded domains, subject to 'homogeneous Dirichlet boundary conditions' is derived from a kinetic transport model with homogeneous inflow boundary conditions. For nonconvex domains, the result differs…

Analysis of PDEs · Mathematics 2016-07-05 Pedro Aceves-Sanchez , Christian Schmeiser

In order to improve the advantages and the reliability of the second derivative method in tracking the position of extrema from experimental curves, we develop a novel analysis method based on the mathematical concept of curvature. We…

Data Analysis, Statistics and Probability · Physics 2011-05-04 P. Zhang , P. Richard , T. Qian , Y. -M. Xu , X. Dai , H. Ding

The present paper discusses the diffusion approximation of the linear Boltzmann equation in cases where the collision frequency is not uniformly large in the spatial domain. Our results apply for instance to the case of radiative transfer…

Analysis of PDEs · Mathematics 2015-03-23 Claude Bardos , Etienne Bernard , François Golse , Rémi Sentis

We study diffusion processes in anomalous spacetimes regarded as models of quantum geometry. Several types of diffusion equation and their solutions are presented and the associated stochastic processes are identified. These results are…

High Energy Physics - Theory · Physics 2015-03-20 Gianluca Calcagni

Often, the unknown diffusivity in diffusive processes is structured by piecewise constant patches. This paper is devoted to efficient methods for the determination of such structured diffusion parameters by exploiting shape calculus. A…

Optimization and Control · Mathematics 2021-04-12 Volker Schulz , Martin Siebenborn , Kathrin Welker

Colloidal particles at fluid interfaces can enhance the stability of drops and bubbles. Yet, their effect on mass transfer in these multiphase systems remains ambiguous, with some experiments reporting strongly hindered diffusion, while…

Soft Condensed Matter · Physics 2025-11-25 T. J. J. M. van Overveld , V. Garbin

An analytic solution for a Fokker-Planck equation that describes propagation of energetic particles through a scattering medium is obtained. The solution is found in terms of an infinite series of mixed moments of particle distribution. The…

High Energy Astrophysical Phenomena · Physics 2017-02-01 M. A. Malkov

In this work, we present an effective discrete Edwards-Wilkinson equation aimed to describe the single-file diffusion process. The key physical properties of the system are captured defining an effective elasticity, which is proportional to…

Statistical Mechanics · Physics 2010-06-04 P. M. Centres , S. Bustingorry

In inhomogeneous environments, the correct expression of the diffusive flux is often not given by the Fick's law $\Gamma = - D \nabla n $. The most general hydrodynamic equation modelling diffusion is indeed the Fokker-Planck Equation…

Plasma Physics · Physics 2009-03-18 F. Sattin

Starting from a Langevin description of active particles that move with constant speed in infinite two-dimensional space and its corresponding Fokker-Planck equation, we develop a systematic method that allows us to obtain the…

Statistical Mechanics · Physics 2014-05-06 Francisco J. Sevilla , Luis A. Gomez Nava

The object of this paper is the uniqueness for a $d$-dimensional Fokker-Planck type equation with non-homogeneous (possibly degenerated) measurable not necessarily bounded coefficients. We provide an application to the probabilistic…

Probability · Mathematics 2012-09-19 Nadia Belaribi , Francesco Russo

The aim of this article is to provide a scheme for simulating diffusion processes evolving in one-dimensional discontinuous media. This scheme does not rely on smoothing the coefficients that appear in the infinitesimal generator of the…

Probability · Mathematics 2007-05-23 Antoine Lejay , Miguel Martinez

This paper presents a new method for determining the diffusive properties of diffuse body waves, specifically diffusivity and dissipation, in concrete with multiple planar boundaries. Instead of relying on the analytical solution to the…

Classical Physics · Physics 2025-04-02 Hao Cheng , Katrin Löer , Max A. N. Hendriks , Yuguang Yang

Diffusive transport properties of a quantum Brownian particle moving in a tilted spatially periodic potential and strongly interacting with a thermostat are explored. Apart from the average stationary velocity, we foremost investigate the…

Statistical Mechanics · Physics 2009-11-11 L. Machura , M. Kostur , P. Talkner , J. Luczka , P. Hänggi

The behaviour of many dynamic real phenomena shows different phases, with each one following a sigmoidal type pattern. This requires studying sigmoidal curves with more than one inflection point. In this work, a diffusion process is…

Statistics Theory · Mathematics 2024-01-31 Patricia Román-Román , Juan José Serrano-Pérez , Francisco Torres-Ruiz

Diffusion models are recent state-of-the-art methods for image generation and likelihood estimation. In this work, we generalize continuous-time diffusion models to arbitrary Riemannian manifolds and derive a variational framework for…

Machine Learning · Computer Science 2022-08-18 Chin-Wei Huang , Milad Aghajohari , Avishek Joey Bose , Prakash Panangaden , Aaron Courville

The influence of crowding on the diffusion of tagged particles in a dense medium is investigated in the framework of a mean-field model, derived in the continuum limit from a microscopic stochastic process with exclusion. The probability…

Statistical Mechanics · Physics 2015-06-19 Marta Galanti , Duccio Fanelli , Amos Maritan , Francesco Piazza

We derive a diffusion approximation for the kinetic Vlasov-Fokker-Planck equation in bounded spatial domains with specular reflection type boundary conditions. The method of proof involves the construction of a particular class of test…

Analysis of PDEs · Mathematics 2017-01-06 Ludovic Cesbron , Harsha Hutridurga