Related papers: Exact results on diffusion in a piecewise linear p…
We propose and analyze a time-stepping discontinuous Petrov-Galerkin method combined with the continuous conforming finite element method in space for the numerical solution of time-fractional subdiffusion problems. We prove the existence,…
Usually Fokker-Planck type partial differential equations (PDEs) are well-posed if the initial condition is specified. In this paper, alternatively, we consider the inverse problem which consists in prescribing final data: in particular we…
We study the Cauchy problem for a system of semi-linear coupled fractional-diffusion equations with polynomial nonlinearities posed in $% \mathbb{R}_{+}\times \mathbb{R}^{N}$. Under appropriate conditions on the exponents and the orders of…
If the rates, $K(x,y)$, at which particles of size $x$ coalesce with particles of size $y$ is known, then the mean-field evolution of the particle-size distribution of an ensemble of irreversibly coalescing particles is described by the…
We consider the $d=1$ nonlinear Fokker-Planck-like equation with fractional derivatives $\frac{\partial}{\partial t}P(x,t)=D \frac{\partial^{\gamma}}{\partial x^{\gamma}}[P(x,t) ]^{\nu}$. Exact time-dependent solutions are found for $ \nu =…
Diffusion of a tagged particle near a constraining biological surface is examined numerically by modeling the surface-water interaction by an effective potential. The effective potential is assumed to be given by an asymmetric double well…
We obtain the exact solution for the Burgers equation with a time dependent forcing, which depends linearly on the spatial coordinate. For the case of a stochastic time dependence an exact expression for the joint probability distribution…
Master equations are common descriptions of mesoscopic systems. Analytical solutions to these equations can rarely be obtained. We here derive an analytical approximation of the time-dependent probability distribution of the master equation…
The direct and inverse scattering problems on the full line are analyzed for a first-order system of ordinary linear differential equations associated with the derivative nonlinear Schr\"odinger equation and related equations. The system…
We consider prediction theory for stationary stochastic processes in continuous time. We discuss prediction using the whole (infinite) past, and using only a finite section of the past. The solutions to both these classical problems have…
Reflected diffusions naturally arise in many problems from applications ranging from economics and mathematical biology to queueing theory. In this paper we consider a class of infinite time-horizon singular stochastic control problems for…
The probabilistic approach to turbulence is applied to investigate density fluctuations in supersonic turbulence. We derive kinetic equations for the probability distribution function (PDF) of the logarithm of the density field, $s$, in…
The sensitivity of trajectories over finite time intervals t to perturbations of the initial conditions can be associated with a finite-time Lyapunov exponent lambda, obtained from the elements M_{ij} of the stability matrix M. For globally…
We analyze the dynamics of concentrated polymer solutions modeled by a 2D Smoluchowski equation. We describe the long time behavior of the polymer suspensions in a fluid. When the flow influence is neglected the equation has a gradient…
Similarity reductions and new exact solutions are obtained for a nonlinear diffusion equation. These are obtained by using the classical symmetry group and reducing the partial differential equation to various ordinary differential…
We discuss a relativistic diffusion in the proper time in an approach of Schay and Dudley. We derive (Langevin) stochastic differential equations in various coordinates.We show that in some coordinates the stochastic differential equations…
A general formula in closed form to obtain exact similarity solutions of the Fokker-Planck equation with both time-dependent drift and diffusion coefficients was recently presented by Lin and Ho [ Ann. Phys. \textbf{327}, 386 (2012); J.…
We investigate diffusion equations with time-fractional derivatives of space-dependent variable order. We examine the well-posedness issue and prove that the space-dependent variable order coefficient is uniquely determined among other…
The phenomenon of finite time extinction of bounded and non-negative solutions to the diffusion equation with strong absorption $$\partial_t u-\Delta u^m+|x|^{\sigma}u^q=0, \qquad (t,x)\in(0,\infty)\times\mathbb{R}^N,$$ with $m\geq1$,…
A pointlike particle of finite mass m, moving in a one-dimensional viscous environment and biased by a spatially dependent force, is considered. We present a rigorous mapping of the Fokker-Planck equation, which determines evolution of the…