Related papers: Exit time distribution in spherically symmetric tw…
We investigate the escape behavior of systems governed by the one-dimensional nonlinear diffusion equation $\partial_t \rho = \partial_x[\partial_x U\rho] + D\partial^2_x \rho^\nu$, where the potential of the drift, $U(x)$, presents a…
In this paper, using the approximate particular solutions of Helmholtz equations, we solve the boundary value problems of Helmholtz equations by combining the methods of fundamental solutions (MFS) with the methods of particular solutions…
We consider a particle diffusing along the links of a general graph possessing some absorbing vertices. The particle, with a spatially-dependent diffusion constant D(x) is subjected to a drift U(x) that is defined in every point of each…
In this article, we describe an approach for solving partial differential equations with general boundary conditions imposed on arbitrarily shaped boundaries. A function that has a prescribed value on the domain in which a differential…
Many problems in physics, biology, and economics depend upon the duration of time required for a diffusing particle to cross a boundary. As such, calculations of the distribution of first passage time, and in particular the mean first…
We consider a model case for a strictly convex domain of dimension $d\geq 2$ with smooth boundary and we describe dispersion for the wave equation with Dirichlet boundary conditions. More specifically, we obtain the optimal fixed time decay…
By considering any one-dimensional time-homogeneous solvable diffusion process,this paper develops a complete analytical framework for computing the distribution of the last hitting time, to any level, and its joint distribution with the…
We show that the dimension of the exit distribution of planar partially reflected Brownian motion can be arbitrarily close to 2.
We study the Brownian motion of a classical particle in one-dimensional inhomogeneous environments where the transition probabilities follow quasiperiodic or aperiodic distributions. Exploiting an exact correspondence with the…
Diffusion in heterogeneous media partitioned by semi-permeable interfaces has a wide range of applications in the physical and life sciences, including gas permeation in soils, diffusion magnetic resonance imaging (dMRI), drug delivery,…
Fractional diffusion equations replace the integer-order derivatives in space and time by their fractional-order analogues. They are used in physics to model anomalous diffusion. This paper develops strong solutions of space-time fractional…
The Helmholtz equation arises in the study of electromagnetic radiation, optics, acoustics, etc. In spherical coordinates, its general solution can be written as a spherical harmonic series which satisfies the radiation condition at…
This paper considers the two-dimensional narrow escape problem in a domain which is composed of a relatively big head and several thin necks. The narrow escape problem is to compute the mean first passage time(MFPT) of a Brownian particle…
In this paper, we introduce a mathematical apparatus that is relevant for understanding a dynamical system with small random perturbations and coupled with the so-called transmutation process -- where the latter jumps from one mode to…
We study whether the solutions of a parabolic equation with diffusion given by the fractional Laplacian and a dominating gradient term satisfy Dirichlet boundary data in the classical sense or in the generalized sense of viscosity…
We present a numerical method for the solution of diffusion problems in unbounded planar regions with complex geometries of absorbing and reflecting bodies. Our numerical method applies the Laplace transform to the parabolic problem,…
This paper is concerned with the cavity scattering problem in an infinite thin plate, where the out-of-plane displacement is governed by the two-dimensional biharmonic wave equation. Based on an operator splitting, the scattering problem is…
A boundary integral formulation for the solution of the Helmholtz equation is developed in which all traditional singular behaviour in the boundary integrals is removed analytically. The numerical precision of this approach is illustrated…
We study the large time behaviour of a spherically symmetric motion of out-flowing isentropic and compressible viscous gas. The fluid occupies an unbounded exterior domain in $\mathbb{R}^n \; (n \ge 2)$, and it flows out from an inner…
For the 3-D quadratic quasilinear wave equations in exterior domains with Dirichlet or Neumann boundary conditions, the global existence or the maximal existence time of small data smooth solutions have been established in the past.…