Related papers: Fractional diffusion limit for a stochastic kineti…
A system of stochastic differential equations describing diffusive phenomena, which has arbitrary friction depending on both state and distribution is investigated. The Smoluchowski-Kramers approximation is seen to describe dynamics in the…
We model chaotic diffusion, in a symplectic 4D map by using the result of a theorem that was developed for stochastically perturbed integrable Hamiltonian systems. We explicitly consider a map defined by a free rotator (FR) coupled to a…
We consider the motion of a particle governed by a weakly random Hamiltonian flow. We identify temporal and spatial scales on which the particle trajectory converges to a spatial Brownian motion. The main technical issue in the proof is to…
A kind of nonlocal reaction-diffusion equations on an unbounded domain containing fractional Laplacian operator is analyzed. To be precise, we prove the convergence of solutions of the equation governed by the fractional Laplacian to the…
This paper is devoted to the anomalous diffusion limit of kinetic equations with a fractional Fokker-Planck collision operator in a spatially bounded domain. We consider two boundary conditions at the kinetic scale: absorption and specular…
Fractional, anomalous diffusion in space-periodic potentials is investigated. The analytical solution for the effective, fractional diffusion coefficient in an arbitrary periodic potential is obtained in closed form in terms of two…
We prove a limit theorem for an integral functional of a Markov process. The Markovian dynamics is characterized by a linear Boltzmann equation modeling a one-dimensional test particle of mass $\lambda^{-1}\gg 1$ in an external periodic…
Consider the linear Boltzmann equation of radiative transfer in a half-space, with constant scattering coefficient $\sigma$. Assume that, on the boundary of the half-space, the radiation intensity satisfies the Lambert (i.e. diffuse)…
We study the small-mass limit, also known as the Smoluchowski-Kramers diffusion approximation (see \cite{kra} and \cite{smolu}), for a system of stochastic damped wave equations, whose solution is constrained to live in the unitary sphere…
Diffusion theory establishes a fundamental connection between stochastic differential equations and partial differential equations. The solution of a partial differential equation known as the Fokker-Planck equation describes the…
We consider the problem of approximation of the solution of the backward stochastic differential equation in the Markovian case. We suppose that the trend coefficient of the diffusion process depends on some unknown parameter and the…
In this work, the effect of fluctuations in a disordered square lattice on diffusion of a test particle is studied using kinetic Monte Carlo simulations. Diffusion is relevant to a wide variety of problems, both within physics and outside…
In this article, we investigate the asymptotic behavior of the solution to a one-dimensional stochastic heat equation with random nonlinear term generated by a stationary, ergodic random field. We extend the well-known central limit theorem…
Using a numerical library for arbitrary precision arithmetic I study the irregular dependence of the diffusion coefficient on the slope of a piecewise linear map defining a dynamical system. I find that the graph of the diffusion…
Deterministic diffusion in temporally oscillating convection is studied for particles with finite mass. The particles are assumed to obey a simple dissipative dynamical system and the particle diffusion is induced by the strange attractor.…
The aim of this paper is the rigorous derivation of a stochastic non-linear diffusion equation from a radiative transfer equation perturbed with a random noise. The proof of the convergence relies on a formal Hilbert expansion and the…
We consider a system of multiscale stochastic differential equations whose slow component is drivenby a fractional Brownian motion with Hurst parameter H greater than 1/2. Under ergodic assumptions ensuring the applicability of the…
This paper discusses the fractional diffusion equation forced by a tempered fractional Gaussian noise. The fractional diffusion equation governs the probability density function of the subordinated killed Brownian motion. The tempered…
We study a porous medium equation, with nonlocal diffusion effects given by an inverse fractional Laplacian operator. We pose the problem in n-dimensional space for all t>0 with bounded and compactly supported initial data, and prove…
We study a quite general family of nonlinear evolution equations of diffusive type with nonlocal effects. More precisely, we study porous medium equations with a fractional Laplacian pressure, and the problem is posed on a bounded space…