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This paper explores the reconstruction of drift or diffusion coefficients of a scalar stochastic diffusion processes as it starts from an initial value and reaches, for the first time, a threshold value. We show that the distribution…

Statistical Mechanics · Physics 2009-11-10 Guillaume Bal , Tom Chou

Since the advent of quantum mechanics different approaches to find analytical solutions of the Schr\"odinger equation have been successfully developed. Here we follow and generalize the approach pioneered by Natanzon and others by which the…

Mathematical Physics · Physics 2015-06-11 D. Batic , D. Mills-Howell , M. Nowakowski

The problem of the flux to a spherical trap in one and three dimensions, for diffusing particles undergoing discrete-time jumps with a given radial probability distribution, is solved in general, verifying the Smoluchowski-like solution in…

Statistical Mechanics · Physics 2007-05-23 Robert M. Ziff , Satya N. Majumdar , Alain Comtet

We compute the effective diffusion coefficient of a Brownian particle in a piece-wise linear periodic potential and subject of spatially inhomogeneous temperature, otherwise known as the B{\"u}ttiker-Landauer motor. We obtain analytical…

Statistical Mechanics · Physics 2022-11-09 Ronald Benjamin

This paper deals with the distributed order time-fractional diffusion equations with non-homogeneous Dirichlet (Nuemann) boundary condition. We first prove the wellposedness of the weak solution to the initial boundary value problem for the…

Analysis of PDEs · Mathematics 2018-08-13 Zhiyuan Li , Kenichi Fujishiro , Gongsheng Li

We introduce a new factorized and resummed waveform for circularized, nonspinning, compact binaries that leverages on the solution of the Teukolsky equation once mapped into a confluent Heun equation. The structure of the solution allows…

General Relativity and Quantum Cosmology · Physics 2026-02-10 Andrea Cipriani , Alessandro Nagar , Francesco Fucito , José Francisco Morales

We consider a class of external potentials on the complex plane $\mathbb{C}$ for which the coincidence set to the obstacle problem contains a Jordan curve in the exterior of the droplet. We refer to this curve as a spectral outpost. We…

Mathematical Physics · Physics 2026-03-09 Yacin Ameur , Joakim Cronvall

This paper stidies the first passage times to constant boundaries for mixed-exponential jump diffusion processes. Explicit solutions of the Laplace transforms of the distribution of the first passage times, the joint distribution of the…

Computational Finance · Quantitative Finance 2014-06-18 Chuancun Yin , Yuzhen Wen , Zhaojun Zong , Ying Shen

The problem of anomalous diffusion in momentum (velocity) space is considered based on the master equation and the appropriate probability transition function (PTF). The approach recently developed by the author for coordinate space, is…

Statistical Mechanics · Physics 2015-05-18 S. A. Trigger

The issue of analytical derivation of the mean velocity profile in a near-wall turbulent flow is revisited in the context of a two-dimensional channel flow. An approach based on the use of dispersion relations for the flow velocity is…

Fluid Dynamics · Physics 2014-10-17 Kirill A. Kazakov

The solution of the one-dimensional Schr\"odinger equation for a potential involving an attractive $x^\frac{2}{3}$ and a repulsive centrifugal-barrier $\sim x^{-2}$ terms is presented in terms of the non-integer-order Hermite functions. The…

Quantum Physics · Physics 2019-06-26 V. A. Manukyan , T. A. Ishkhanyan , A. M. Ishkhanyan

We show that there exist infinitely many nontrivial choices of parameters of the single confluent Heun equation for which the three-term recurrence relations governing the expansions of the solutions in terms of the confluent hypergeometric…

Classical Analysis and ODEs · Mathematics 2019-12-19 T. A. Ishkhanyan , V. P. Krainov , A. M. Ishkhanyan

We present an exact calculation of the mean first-passage time to a target on the surface of a 2D or 3D spherical domain, for a molecule alternating phases of surface diffusion on the domain boundary and phases of bulk diffusion. The…

Statistical Mechanics · Physics 2015-05-27 O. Bénichou , D. S. Grebenkov , P. E. Levitz , C. Loverdo , R. Voituriez

We report on recent progress in the study of nonlinear diffusion equations involving nonlocal, long-range diffusion effects. Our main concern is the so-called fractional porous medium equation, $\partial_t u +(-\Delta)^{s}(u^m)=0$, and some…

Analysis of PDEs · Mathematics 2014-01-16 Juan Luis Vázquez

In this work, we consider the numerical solution of an initial boundary value problem for the distributed order time fractional diffusion equation. The model arises in the mathematical modeling of ultra-slow diffusion processes observed in…

Numerical Analysis · Mathematics 2015-04-08 Bangti Jin , Raytcho Lazarov , Dongwoo Sheen , Zhi Zhou

Given a random quantum state of multiple distinguishable or indistinguishable particles, we provide an effective method, rooted in symplectic geometry, to compute the joint probability distribution of the eigenvalues of its one-body reduced…

Quantum Physics · Physics 2014-10-21 Matthias Christandl , Brent Doran , Stavros Kousidis , Michael Walter

In this paper, we generalize the weighted Fourier transform with respect to a function, originally proposed for the one-dimensional case in \cite{Dorrego}, to the $n$-dimensional Euclidean space $\mathbb{R}^{n}$. We develop a comprehensive…

Classical Analysis and ODEs · Mathematics 2025-12-12 Gustavo Dorrego , Luciano Luque

We use Maxwell's equations in a sourceless, inhomogeneous medium with continuous permeability $\mu (\mathbf{r}) $ and permittivity $% \epsilon (\mathbf{r}) $ to study the wave propagation. The general form of the wave equation is derived…

General Physics · Physics 2013-09-17 S. Habib Mazharimousavi , Ashkan Roozbeh , M. Halilsoy

Diffusion models learn to reverse the progressive noising of a data distribution to create a generative model. However, the desired continuous nature of the noising process can be at odds with discrete data. To deal with this tension…

Machine Learning · Computer Science 2023-09-13 Griffin Floto , Thorsteinn Jonsson , Mihai Nica , Scott Sanner , Eric Zhengyu Zhu

For suspensions of permeable particles, the short-time translational and rotational self-diffusion coefficients, and collective diffusion and sedimentation coefficients are evaluated theoretically. An individual particle is modeled as a…

Soft Condensed Matter · Physics 2015-05-27 Bogdan Cichocki , Maria L. Ekiel-Jezewska , G. Naegele , E. Wajnryb