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We investigate the single-point probability density function of the velocity in three-dimensional stationary and decaying homogeneous isotropic turbulence. To this end we apply the statistical framework of the Lundgren-Monin-Novikov…
A mass ejection model in a time-dependent random environment with both temporal and spatial correlations is introduced. When the environment has a finite correlation length, individual particle trajectories are found to diffuse at large…
Interactions between an internal flow and wall deformation occur in many biological systems. Such interactions can involve a complex and rich dynamical behavior and a number of peculiarities which depend on the flow parameter range. The aim…
This study investigates transient wave dynamics in Turing pattern formation, focusing on waves emerging from localised disturbances. While the traditional focus of diffusion-driven instability has primarily centred on stationary solutions,…
We consider a binary fluid mixture, which lies in the one-phase region near the demixing critical point, and study its transport through a capillary tube linking two large reservoirs. We assume that short-range interactions cause…
Arrival processes to service systems often display fluctuations that are larger than anticipated under the Poisson assumption, a phenomenon that is referred to as overdispersion. Motivated by this, we analyze a class of discrete stochastic…
We investigate the fractional diffusion approximation of a kinetic equation in the upper-half plane with diffusive reflection conditions at the boundary. In an appropriate singular limit corresponding to small Knudsen number and long time…
Wave propagation through waveguides, quantum wires or films with a modest amount of disorder is in the semi-ballistic regime when in the transversal direction(s) almost no scattering occurs, while in the long direction(s) there is so much…
We consider a diffusion on a bounded domain, assuming that the system is irreducible inside the domain and that the diffusion has varying degree of degeneracy on the domain's boundary. The long-term statistical properties of typical…
Deterministic diffusion in temporally oscillating convection is studied for particles with finite mass. The particles are assumed to obey a simple dissipative dynamical system and the particle diffusion is induced by the strange attractor.…
In this work, we investigate the dynamics of the wave packet traveling through a porous semiconductor channel, with the defects being simulated by a disordered scattering region produced by obstruction potentials. The theoretical framework…
We establish the convergences (with respect to the simulation time $t$; the number of particles $N$; the timestep $\gamma$) of a Moran/Fleming-Viot type particle scheme toward the quasi-stationary distribution of a diffusion on the…
We formulate a scaling theory for the long-time diffusive motion in a space occluded by a high density of moving obstacles in dimensions 1, 2 and 3. Our tracers diffuse anomalously over many decades in time, before reaching a diffusive…
We consider triangular arrays of Markov chains that converge weakly to a diffusion process. Local limit theorems for transition densities are proved. The observation time [0,T] may be fixed or lim n T = 0, where nh = T and h is a mesh…
We analyze the posterior contraction rates of parameters in Bayesian models via the Langevin diffusion process, in particular by controlling moments of the stochastic process and taking limits. Analogous to the non-asymptotic analysis of…
The smoothing distribution is the conditional distribution of the diffusion process in the space of trajectories given noisy observations made continuously in time. It is generally difficult to sample from this distribution. We use the…
An electromagnetic wave-packet propagating in a linear, homogeneous, and isotropic medium changes shape while its envelope travels with different velocities at different points in spacetime. In general, a wave-packet can be described as a…
Diffusion is a fundamental physical phenomenon with critical applications in fields such as metallurgy, cell biology, and population dynamics. While standard diffusion is well-understood, anomalous diffusion often requires complex non-local…
We present a method of deriving two boundary conditions at a thin membrane for diffusion from experimental data. This method can be really useful in complex membrane systems in which we do not know mechanisms of processes occurring within…
Transport of viscous fluid through porous media is a direct consequence of the pore structure. Here we investigate transport through a specific class of two-dimensional porous geometries, namely those formed by fluid-mechanical erosion. We…