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A fully discrete finite element method, based on a new weak formulation and a new time-stepping scheme, is proposed for the surface diffusion flow of closed curves in the two-dimensional plane. It is proved that the proposed method can…
An outline of theoretical estimates is given regarding the dependence of the value of the diffusion coefficient $D$ on the size $R$ of the remainder of the normal form in doubly or simply resonant domains of the action space of 3dof…
In this paper, after a brief review of the general theory concerning regularized derivatives and integrals of a function with respect to another function, we provide a peculiar fractional generalization of the $(1+1)$-dimensional Dodson's…
We consider the road-field reaction-diffusion model introduced by Berestycki, Roquejoffre, and Rossi. By performing a "thin-front limit," we are able to deduce a Hamilton-Jacobi equation with a suitable effective Hamiltonian on the road…
Cross-diffusion systems arise as hydrodynamic limits of lattice multi-species interacting particle models. The objective of this work is to provide a numerical scheme for the simulation of the cross-diffusion system identified in [J.…
Fractional generalized Langevin equation with external force is used to model single-file diffusion. It is found that for external force that varies with power law the solution for such a fractional Langevin equation gives the correct short…
With a view to statistical inference for discretely observed diffusion models, we propose simple methods of simulating diffusion bridges, approximately and exactly. Diffusion bridge simulation plays a fundamental role in likelihood and…
In this article we consider the estimation of static parameters for partially observed diffusion processes with discrete-time observations over a fixed time interval. In particular, when one only has access to time-discretized solutions of…
The propagation of light in a scattering medium is described as the motion of a special kind of a Brownian particle on which the fluctuating forces act only perpendicular to its velocity. This enforces strictly and dynamically the…
A general analytic solution to the fractional advection diffusion equation is obtained in plane parallel geometry. The result is an infinite series of spatial Fourier modes which decay according to the Mittag-Leffler function, which is cast…
Explicit analytical expressions for the drag and diffusion coefficients of a spherical particle attached to the interface between two immiscible fluids are constructed for the case of a small viscosity ratio between the fluid phases. The…
In this paper we study the diffusion approximation of a swarming model given by a system of interacting Langevin equations with nonlinear friction. The diffusion approximation requires the calculation of the drift and diffusion coefficients…
In the present work, we investigate the potential of fractional derivatives to model atmospheric dispersion of pollutants. We propose simple fractional differential equation models for the steady state spatial distribution of concentration…
A {\em propagation-dispersion equation} is derived for the first passage distribution function of a particle moving on a substrate with time delays. The equation is obtained as the continuous limit of the {\em first visit equation}, an…
It is found a relation between conformal quantum mechanics and Fick-Jacobs equation, which describes diffusion in channels. This relation is given between a family of channels and a family of conformal Hamiltonians. In addition, it is shown…
The linear intensity profile of multiply scattered light in a slab geometry extrapolates to zero at a certain distance beyond the boundary. The diffusion equation with this "extrapolated boundary condition" has been used in the literature…
Diffusion coefficients are essential microphysics input for modeling white dwarf evolution, as they impact phase separation at crystallization and sedimentary heat sources. Present schemes for computing diffusion coefficients are accurate…
Collective diffusion coefficient in a two-dimensional lattice gas on a nonhomogeneous substrate is investigated using variational approach. Particles reside at adsorption sites with different well depths potentials and jump randomly between…
For the concrete model of Brownian particles dynamics in non-uniform environment, the time interval estimation is constructed, on which phenomenological Fick laws for diffusion phenomenon description can be used. The knowledge of these…
We study the Fokker-Planck diffusion equation with diffusion coefficient depending periodically on the space variable. Inside a periodic array of inclusions the diffusion coefficient is reduced by a factor called the diffusion magnitude. We…