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We study the coupled rotational diffusion in a two-particle chain on the basis of a Smoluchowski equation and calculate time-correlation functions that are measurable in an experiment. This might be used to explore hydrodynamic interactions…

Soft Condensed Matter · Physics 2009-11-11 Holger Stark , Michael Reichert , Jerome Bibette

We consider an overdamped run-and-tumble particle in two dimensions, with self propulsion in an orientation that stochastically rotates by 90 degrees at a constant rate, clockwise or counter-clockwise with equal probabilities. In addition,…

Statistical Mechanics · Physics 2022-11-18 Naftali R. Smith , Pierre Le Doussal , Satya N. Majumdar , Gregory Schehr

We discuss the identification of a time-dependent potential in a time-fractional diffusion model from a boundary measurement taken at a single point. Theoretically, we establish a conditional Lipschitz stability for this inverse problem.…

Numerical Analysis · Mathematics 2024-07-23 Siyu Cen , Kwancheol Shin , Zhi Zhou

Analytical solutions to the time-dependent Shr\"{o}dinger equation in one dimension are developed for time-independent potentials, one consisting of an infinite wall and a repulsive delta function. An exact solution is obtained by means of…

Quantum Physics · Physics 2007-05-23 Athanasios N. Petridis , Lawrence P. Staunton , Jon Vermedahl , Marshall Luban

In this work, we consider the solvability of the Fokker-Planck equation with both time-dependent drift and diffusion coefficients by means of the similarity method. By the introduction of the similarity variable, the Fokker-Planck equation…

Mathematical Physics · Physics 2015-05-28 Wen-Tsan Lin , Choon-Lin Ho

We study the existence of weak solutions of a generalized Gross-Pitaewskii equation, with time and space dependent coefficients that could blow up or vanish asymptotically in time, with initial data not necessarily segregated. We also study…

Analysis of PDEs · Mathematics 2025-11-10 Federico Lai

The Smoluchowski equation is a system of partial differential equations modelling the diffusion and binary coagulation of a large collection of tiny particles. The mass parameter may be indexed either by positive integers, or by positive…

Probability · Mathematics 2008-12-01 Mohammad Reza Yaghouti , Fraydoun Rezakhanlou , Alan Hammond

The late-time distribution function P(x,t) of a particle diffusing in a one-dimensional logarithmic potential is calculated for arbitrary initial conditions. We find a scaling solution with three surprising features: (i) the solution is…

Statistical Mechanics · Physics 2011-12-15 Ori Hirschberg , David Mukamel , Gunter M. Schütz

A new solution to the mono-dimensional diffusion equation for time-variable first kind boundary condition is presented where the time-variable function at the surface is derived proposing a surface saturation model. This solution may be…

Materials Science · Physics 2022-12-08 Guglielmo Macrelli

In this paper we consider a telegraph equation with time-dependent coefficients, governing the persistent random walk of a particle moving on the line with a time-varying velocity $c(t)$ and changing direction at instants distributed…

Probability · Mathematics 2020-01-09 Luca Angelani , Roberto Garra

The paper examines stochastic diffusion within an expanding space-time framework. It starts with providing a rationale for the considered model and its motivation from cosmology where the expansion of space-time is used in modelling various…

Probability · Mathematics 2023-12-22 Philip Broadbridge , Illia Donhauzer , Andriy Olenko

We consider fractional diffusion equations and study the stability of the inverse problem of determining the time-dependent parameter in a source term or a coefficient of zero-th order term from observations of the solution at one point in…

Analysis of PDEs · Mathematics 2015-01-09 Kenichi Fujishiro , Yavar Kian

We calculate the probability distribution function (PDF) of an overdamped Brownian particle moving in a periodic potential energy landscape $U(x)$. The PDF is found by solving the corresponding Smoluchowski diffusion equation. We derive the…

Statistical Mechanics · Physics 2018-11-21 Matan Sivan , Oded Farago

We consider the solvability of the Fokker-Planck equation with both time-dependent drift and diffusion coefficients by means of the similarity method. By the introduction of the similarity variable, the Fokker-Planck equation is reduced to…

Mathematical Physics · Physics 2016-12-28 C. -L. Ho

We construct the formal solution of the Cauchy problem for the dispersionless Kadomtsev - Petviashvili equation as application of the Inverse Scattering Transform for the vector field corresponding to a Newtonian particle in a…

Exactly Solvable and Integrable Systems · Physics 2022-06-01 S. V. Manakov , P. M. Santini

The time fractional diffusion equation is obtained from the standard diffusion equation by replacing the first-order time derivative with a fractional derivative of order $\beta \in (0,1)$. The fundamental solution for the Cauchy problem is…

Mathematical Physics · Physics 2008-05-27 Francesco Mainardi , Gianni Pagnini , Rudolf Gorenflo

In this work, an inverse problem in the fractional diffusion equation with random source is considered. Statistical moments are used of the realizations of single point observation $u(x_0,t,\omega).$ We build the representation of the…

Analysis of PDEs · Mathematics 2019-11-04 Chan Liu , Jin Wen , Zhidong Zhang

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…

Disordered Systems and Neural Networks · Physics 2009-10-31 S. Anantha Ramakrishna , N. Kumar

In this work we present a general derivation of the non-Fickian behavior for the self-diffusion of identically interacting particle systems with excluded mutual passage. We show that the conditional probability distribution of finding a…

Statistical Mechanics · Physics 2009-11-07 Markus Kollmann

We present and analyze a space-time Petrov-Galerkin finite element method for a time-fractional diffusion equation involving a Riemann-Liouville fractional derivative of order $\alpha\in(0,1)$ in time and zero initial data. We derive a…

Numerical Analysis · Mathematics 2017-07-26 Beiping Duan , Bangti Jin , Raytcho Lazarov , Joseph Pasciak , Zhi Zhou