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Stochastic diffusion equations are crucial for modeling a range of physical phenomena influenced by uncertainties. We introduce the generalized finite difference method for solving these equations. Then, we examine its consistency,…

Numerical Analysis · Mathematics 2024-11-22 Faezeh Nassajian Mojarrad

We investigate the well-posedness of a class of stochastic second-order in time damped evolution equations in Hilbert spaces, subject to the constraint that the solution lie within the unitary sphere. Then, we focus on a specific example,…

Probability · Mathematics 2025-07-01 Sandra Cerrai , Zdzislaw Brzeźniak

We study coupled non-linear parabolic equations for a fluid described by a material density and a temperature, both functions of space and time. In one dimension, we find some stationary solutions corresponding to fixing the temperature on…

Mathematical Physics · Physics 2007-05-23 R. F. Streater

We study diffusion processes corresponding to infinite dimensional semilinear stochastic differential equations with local Lipschitz drift term and an arbitrary Lipschitz diffusion coefficient. We prove tightness and the Feller property of…

Analysis of PDEs · Mathematics 2021-05-28 A. Es-Sarhir , M. Scheutzow , J. M. Tölle , O. van Gaans

A quantum kinetic equation is obtained for an inhomogeneous solid having arbitrary gradient concentration and chemical potential. We find, starting from nonequilibrium statistical operator, a new equation to describe atom migration in solid…

Statistical Mechanics · Physics 2017-03-31 Y. Bilotsky , M. Gasik , B. Lev

Well posedness is established for a family of equations modelling particle populations undergoing delocalised coagulation, advection, inflow and outflow in a externally specified velocity field. Very general particle types are allowed while…

Analysis of PDEs · Mathematics 2018-02-08 Robert I. A. Patterson

We study a coupled thermo-diffusion system that accounts for the dynamics of hot colloids in periodically heterogeneous media. Our model describes the joint evolution of temperature and colloidal concentrations in a saturated porous…

Analysis of PDEs · Mathematics 2017-04-07 Vo Anh Khoa , Adrian Muntean

Characterization of composite materials, whose properties vary in space over microscopic scales, has become a problem of broad interdisciplinary interest. In particular, estimation of the inhomogeneous transport coefficients, e.g. the…

Statistical Mechanics · Physics 2022-07-20 Roman Belousov , Ali Hassanali , Édgar Roldán

We give a method for finding the exact analytical solution for the problem of a particle undergoing diffusive motion in a flat potential in the presence of a new localized sink. The Diffusive motion is described using the Smoluchowski…

Statistical Mechanics · Physics 2018-04-25 Hemani Chhabra , Aniruddha Chakraborty

We consider the averaging principle for stochastic reaction-diffusion equations. Under some assumptions providing existence of a unique invariant measure of the fast motion with the frozen slow component, we calculate limiting slow motion.…

Probability · Mathematics 2008-05-05 Sandra Cerrai , Mark Freidlin

We study the long-time behaviour of the solutions to Smoluchowski coagulation equations with a source term of small clusters. The source drives the system out-of-equilibrium, leading to a rich range of different possible long-time…

Mathematical Physics · Physics 2023-05-29 Marina A. Ferreira , Eugenia Franco , Jani Lukkarinen , Alessia Nota , Juan J. L. Velázquez

In the paper we study a measure version of the evolutionary nonlinear Boltzmann-type equation in which we admit a random number of collisions of particles. We consider first a stationary model and use two methods to find its fixed points:…

Analysis of PDEs · Mathematics 2022-05-31 H. Gacki , Ł. Stettner

We study a finite system of diffusions on the half-line, absorbed when they hit zero, with a correlation effect that is controlled by the proportion of the processes that have been absorbed. As the number of processes in the system becomes…

Probability · Mathematics 2018-02-02 Ben Hambly , Sean Ledger

Existence of mass-conserving weak solutions to the coagulation-fragmentation equation is established when the fragmentation mechanism produces an infinite number of fragments after splitting. The coagulation kernel is assumed to increase at…

Analysis of PDEs · Mathematics 2018-04-25 Philippe Laurençot

During a continuous measurement, quantum systems can be described by a stochastic Schr\"odinger equation which, in the appropriate limit, reproduces the von Neumann wave-function collapse. The average behavior on the ensemble of all…

Condensed Matter · Physics 2009-10-30 Carlo Presilla , Ubaldo Tanbini

The homogeneous Boltzmann equation for inelastic Maxwell mixtures is considered to study the dynamics of tracer particles or impurities (solvent) immersed in a uniform granular gas (solute). The analysis is based on exact results derived…

Statistical Mechanics · Physics 2013-01-21 V. Garzó , E. Trizac

An explicit solution to the Christoffel-Minkowski problem for convex bodies of revolution is presented. The conditions on the prescribed measure involve only first moments over spherical caps, and the support function of the resulting…

Metric Geometry · Mathematics 2026-05-21 Fabian Mussnig , Jacopo Ulivelli

The Benjamin-Ono equation describes the propagation of internal waves in a stratified fluid. In the present work, we study large time dynamics of its regular solutions via some probabilistic point of view. We prove the existence of an…

Analysis of PDEs · Mathematics 2021-08-20 Mouhamadou Sy

We consider an ideal gas of active Brownian particles that undergo self-propelled motion and both translational and rotational diffusion under the influence of gravity. We solve analytically the corresponding Smoluchowski equation in two…

Soft Condensed Matter · Physics 2018-03-02 Sophie Hermann , Matthias Schmidt

We consider the inverse problem of determining different type of information about a diffusion process, described by ordinary or fractional diffusion equations stated on a bounded domain, like the density of the medium or the velocity field…

Analysis of PDEs · Mathematics 2019-07-05 Yavar Kian , Zhiyuan Li , Yikan Liu , Masahiro Yamamoto