Related papers: On matching diffusions, Laplace transforms and par…
We investigate well-posedness for martingale solutions of stochastic differential equations, under low regularity assumptions on their coefficients, widely extending some results first obtained by A. Figalli. Our main results are a very…
Lie group methods are applied to the time-dependent, monoenergetic neutron diffusion equation in materials with spatial and time dependence. To accomplish this objective, the underlying 2nd order partial differential equation (PDE) is…
The use of Physics-informed neural networks (PINNs) has shown promise in solving forward and inverse problems of fractional diffusion equations. However, due to the fact that automatic differentiation is not applicable for fractional…
Motivated by the refreezing of melt water in firn we revisit the one-dimensional percolation of liquid water and non-reactive gas in porous ice. We analyze the dynamics of infiltration in the absence of capillary forces and heat conduction…
In the present report, we have introduced the Fredholm integral method to solve the Smoluchowski equation in the Laplace domain. We get an exact semi-analytical solution for the linear potential energy curve in the dynamic diffusion…
In this paper, a mathematical model is developed to describe the evolution of the concentration of compounds through a gas chromatography column. The model couples mass balances and kinetic equations for all components. Both single and…
We propose to use spin hydrodynamics, a two-fluid model of spin propagation, as a generalization of the diffusion equation. We show that in the dense limit spin hydrodynamics reduces to Fick's law and the diffusion equation. In the opposite…
This paper provides a new numerical strategy to solve fractional in space reaction-diffusion equations on bounded domains under homogeneous Dirichlet boundary conditions. Using the matrix transform method the fractional Laplacian operator…
By considering the master equation of the partially asymmetric diffusion process on a one-dimensional lattice, the most general boundary condition (i.e. interactions) for the multi-species reaction-diffusion processes is considered.…
We study invariant solutions of a certain class of time-fractional diffusion-wave equations with variable coefficients via Lie symmetry analysis. In physics, the fractional diffusion equation describes transport dynamics that are governed…
We consider the problem of the Bayesian inference of drift and diffusion coefficient functions in a stochastic differential equation given discrete observations of a realisation of its solution. We give conditions for the well-posedness and…
We consider a class of stochastic processes containing the classical and well-studied class of Squared Bessel processes. Our model, however, allows the dimension be a function of the time. We first give some classical results in a larger…
Biological, physical, medical, and numerical applications involving membrane problems on different scales are numerous. We propose an extension of the standard Turing theory to the case of two domains separated by a permeable membrane. To…
We present a method for solving the reaction-diffusion equation with general potential in free space. It is based on the approximation of the Feynman-Kac formula by a sequence of convolutions on sequentially diminishing grids. For…
In this paper we develop a hybrid version of the encounter-based approach to diffusion-mediated absorption at a reactive surface, which takes into account stochastic switching of a diffusing particle's conformational state. For simplicity,…
We consider a Poisson equation in $\mathbb R^d$ for the elliptic operator corresponding to an ergodic diffusion process. Optimal regularity and smoothness with respect to the parameter are obtained under mild conditions on the coefficients.…
We give a very simple method for finding the exact analytical solution for the problem of a particle undergoing diffusive motion on a flat potential in the presence of a gaussian sink function. The diffusion process is modelled by using one…
Within the framework of the previous paper [8]. we develop a generalized stochastic calculus for processes associated to higher order diffusion operators. Applications to the study of a Cauchy problem, a Feynman-Kac formula and a…
Simulation of conditioned diffusion processes is an essential tool in inference for stochastic processes, data imputation, generative modelling, and geometric statistics. Whilst simulating diffusion bridge processes is already difficult on…
This paper is devoted to an interacting particle system that provides probabilistic interpretation of the wave equation on graphs. A Feynman-Kac-type formula is established, connecting the expectation of the process with the wave equation…