Related papers: On matching diffusions, Laplace transforms and par…
The bulk nuclear matter produced in heavy ion collisions carries a multitude of conserved quantum numbers: electric charge, baryon number, and strangeness. Therefore, the diffusion processes associated to these conserved charges cannot…
In this paper, we give probabilistic interpretations of both, the forward and the inverse problem of electrical impedance tomography with possibly anisotropic, merely measurable conductivities: Using the theory of symmetric Dirichlet…
Motivated by recent work on approximation of diffusion equations by deterministic interacting particle systems, we develop a nonlocal approximation for a range of linear and nonlinear diffusion equations and prove convergence of the method…
In this paper we show the existence and form uniqueness of a solution for multidimensional backward stochastic differential equations driven by a multidimensional L\'{e}vy process with moments of all orders. The results are important from a…
This paper considers particle propagation in a cylindrical molecular communication channel, e.g. a simplified model of a blood vessel. Emitted particles are influenced by diffusion, flow, and a vertical force induced e.g. by gravity or…
Fractional equations have become the model of choice in several applications where heterogeneities at the microstructure result in anomalous diffusive behavior at the macroscale. In this work we introduce a new fractional operator…
The invariance for the equation of fast diffusion in the 2D coordinate space has been proved, and its reduction to the 1D (with respect to the spatial variable) analog is demonstrated. On the basis of these results, new exact…
A recently introduced nonlinear Fokker-Planck equation, derived directly from a master equation, comes out as a very general tool to describe phenomenologically systems presenting complex behavior, like anomalous diffusion, in the presence…
We explain how the invariant subspace method can be extended to a scalar and coupled system of time-space fractional partial differential equations. The effectiveness and applicability of the method have been illustrated through time-space…
The mesosocpic concept is applied to the theory of mixtures. The aim is to investigate the diffusion phenomenon from a mesoscopic point of view. The domain of the field quantities is extended by the set of mesoscopic variables, here the…
We prove that weakly continuous solutions to martingale problems admit a canonical regular conditional probability distribution. This allows for the construction of time consistent convex dynamic procedures in a non dominated setting.…
One key issue in the probability density function (PDF) approach for disperse two-phase turbulent flows is to close the diffusion term in the phase space. This study aimed to derive a kinetic equation for particle dispersion in turbulent…
Fractional diffusion has become a fundamental tool for the modeling of multiscale and heterogeneous phenomena. However, due to its nonlocal nature, its accurate numerical approximation is delicate. We survey our research program on the…
In this paper, continuous-time master equations with finite states employed in nonequilibrium statistical mechanics are formulated in the language of discrete geometry. In this formulation, chains in algebraic topology are used, and master…
We present the detailed analysis of the diffusive transport of spatially inhomogeneous fluid mixtures and the interplay between structural and dynamical properties varying on the atomic scale. The present treatment is based on different…
We study the statistics of last-passage time for linear diffusions. First we present an elementary derivation of the Laplace transform of the probability density of the last-passage time, thus recovering known results from the mathematical…
The conserved densities of hydrodynamic type system in Riemann invariants satisfy a system of linear second order partial differential equations. For linear systems of this type Darboux introduced Laplace transformations, generalising the…
A model for diffusion in liquids that couples the dynamics of tracer particles to a fluctuating Stokes equation for the fluid is investigated in the limit of large Schmidt number. In this limit, the concentration of tracers is shown to…
We perform a thorough analysis of the relationship between discrete and series representation path integral methods, which are the main numerical techniques used in connection with the Feynman-Kac formula. First, a new interpretation of the…
We present a computational alternative to probabilistic simulations for non-smooth stochastic dynamical systems that are prevalent in engineering mechanics. As examples, we target (1) stochastic elasto-plastic problems, which involve…