Related papers: On matching diffusions, Laplace transforms and par…
We study nonlinear elliptic equations for operators corresponding to non-stable L\'evy diffusions. We include a sum of fractional Laplacians of different orders. Such operators are infinitesimal generators of non-stable (i.e., non…
The fundamental solution (Green function) for the Cauchy problem of the space-time fractional diffusion equation is investigated with respect to its scaling and similarity properties, starting from its Fourier-Laplace representation. Then,…
We extend existing dispersive approach in subloop insertion to the case of crossed two-loop box type topologies. Based on the ideas of the Feynman trick, mass shift approach and dispersive representation of two-point Passarino-Veltman…
We investigate signatures of convergence for a sequence of diffusion processes on a line, in conservative force fields stemming from superharmonic potentials $U(x)\sim x^m$, $m=2n \geq 2$. This is paralleled by a transformation of each…
We model chaotic diffusion, in a symplectic 4D map by using the result of a theorem that was developed for stochastically perturbed integrable Hamiltonian systems. We explicitly consider a map defined by a free rotator (FR) coupled to a…
In this paper, we investigate generalized Carleman kinetic equation for n$\ge$2 and prove convergence towards the solution of equation with fast diffusion or porous medium type, $u_t=\Delta u^m$ ($0\le m\le2$), in its diffusive hydrodynamic…
This paper explores the mathematical formulations of Fick and Maxwell-Stefan diffusion in the context of polymer electrolyte membrane fuel cell cathode gas diffusion layers. Formulations of diffusion combined with mass-averaged Darcy flow…
We derive, through subordination techniques, a generalized Feynman-Kac equation in the form of a time fractional Schrodinger equation. We relate such equation to a functional which we name the subordinated local time. We demonstrate through…
We expand on a recent study of a lattice model of interacting particles [Phys. Rev. Lett. 111, 110601 (2013)]. The adsorption isotherm and equilibrium fluctuations in particle number are discussed as a function of the interaction. Their…
This work describes three diffuse-interface methods for the simulation of immiscible, compressible multiphase fluid flows and elastic-plastic deformation in solids. The first method is the localized-artificial-diffusivity approach of Cook…
We prove concentration inequalities and associated PAC bounds for continuous- and discrete-time additive functionals for possibly unbounded functions of multivariate, nonreversible diffusion processes. Our analysis relies on an approach via…
This article introduces two techniques for computing the distribution of the absorption or first passage time of the drifted Wiener diffusion subject to Poisson resetting times, to an upper hard wall barrier and to a lower absorbing…
This article is concerned with the mathematical analysis of a family of adaptive importance sampling algorithms applied to diffusion processes. These methods, referred to as Adaptive Biasing Potential methods, are designed to efficiently…
We propose algorithms for solving high-dimensional Partial Differential Equations (PDEs) that combine a probabilistic interpretation of PDEs, through Feynman-Kac representation, with sparse interpolation. Monte-Carlo methods and…
A nonlinear diffusion equation is proposed to account for thermalization in fermionic and bosonic systems through analytical solutions. For constant transport coefficients, exact time-dependent solutions are derived through nonlinear…
Energy transmission over long distances by waves is a key mechanism for many natural processes. This possibility arises when an inhomogeneous medium is arranged in such a manner that it enables a certain type of wave to propagate with…
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,…
We develop finite element methods for coupling the steady-state Onsager--Stefan--Maxwell equations to compressible Stokes flow. These equations describe multicomponent flow at low Reynolds number, where a mixture of different chemical…
An efficient discrete time and space Markov chain approximation employing a Brownian bridge correction for computing curvilinear boundary crossing probabilities for general diffusion processes was recently proposed in Liang and Borovkov…
Motivated by compartmental analysis in engineering and biophysical systems, we present a variational framework for the nonequilibrium thermodynamics of systems involving both distributed and discrete (finite dimensional) subsystems by…