Related papers: On matching diffusions, Laplace transforms and par…
Barrier crossing is a widespread phenomenon across natural and engineering systems. While an abundant cross-disciplinary literature on the topic has emerged over the years, the stochastic underpinnings of the process are yet to be linked…
We derive the hydrodynamic limit of a kinetic equation where the interactions in velocity are modelled by a linear operator (Fokker-Planck or Linear Boltzmann) and the force in the Vlasov term is a stochastic process with high amplitude and…
We consider a two-dimensional diffusion process in a two-layered plane, governed by distinct covariance matrices in the upper and lower half-planes and by two drift vectors pointed away from the $x$-axis. We first analyze the case where the…
In this article we study the long time behavior of linear functionals of branching diffusion processesas well as the time reversal of the spinal process by means of spectral properties of the Feynman-Kacsemigroup. We generalize for this non…
The Feynman-Kac equations are a type of partial differential equations describing the distribution of functionals of diffusive motion. The probability density function (PDF) of Brownian functionals satisfies the Feynman-Kac formula, being a…
This paper revisits the modeling of multicomponent diffusion within the framework of thermodynamics of irreversible processes. We briefly review the two well-known main approaches, leading to the generalized Fick-Onsager multicomponent…
Several classic problems for particles diffusing outside an arbitrary configuration of non-overlapping partially reactive spherical traps in three dimensions are revisited. For this purpose, we describe the generalized method of separation…
Here, we adapt the concept of transformational thermodynamics, whereby the flux of temperature is controlled via anisotropic heterogeneous diffusivity, for the diffusion and transport of mass concentration. The n-dimensional,…
Normal and anomalous diffusion are ubiquitous in many complex systems [1] . Here, we define a time and space generalized diffusion equation (GDE), which uses fractional-time derivatives and transformed d-path Laplacian operators on…
We present a perturbation theory by extending a prescription due to Feynman for computing the probability density function for the random flight motion. The method can be applied to a wide variety of otherwise difficult circumstances. The…
Darboux transformation of a second-order linear differential operator is a well-known technique with many applications in mathematics and physics. We study Darboux transformation from the point of view of Markov semigroups of diffusion…
We consider the fractional Laplace framework and provide models and theorems related to nonlocal diffusion phenomena. Some applications are presented, including: a simple probabilistic interpretation, water waves, crystal dislocations,…
Parabolic partial differential equations (PDEs) are in ubiquitous, very effective use to model diffusion processes. However, there are many applications (e.g., such as in hydrology, animal foraging, biology, and light diffusion just do name…
Fractional differential equations (FDEs) are an extension of the theory of fractional calculus. However, due to the difficulty in finding analytical solutions, there have not been extensive applications of FDEs until recent decades. With…
Discrete diffusion models have recently emerged as a promising alternative to the autoregressive approach for generating discrete sequences. Sample generation via gradual denoising or demasking processes allows them to capture hierarchical…
This paper reports a mass transfer model of a reactant flowing in a large aspect ratio microfluidic chip made of a channel with electrodes on the side walls. A semi-analytical solution to the two-dimensional Fickian diffusion of a reactant…
We investigate various analytical and numerical techniques for the coupling of nonlinear hyperbolic systems and, in particular, we introduce here an augmented formulation which allows for the modeling of the dynamics of interfaces between…
In this paper, we develop and analyze a stochastic algorithm for solving space-time fractional diffusion models, which are widely used to describe anomalous diffusion dynamics. These models pose substantial numerical challenges due to the…
In this article we prove the existence of Bernstein processes which we associate in a natural way with a class of linear parabolic initial-and final boundary value problems defined in bounded convex subsets of Euclidean space of arbitrary…
We study the diffusion equation with an appropriate change of variables. This equation is in general a partial differential equation (PDE). With the self-similar and related Ansat\"atze we transform the PDE of diffusion to an ordinary…