Related papers: Probability distribution function for reorientatio…
The $L^k$-Wasserstein distance $\mathbb{W}_k (k\ge 1)$ and the probability distance $\mathbb{W}_\psi$ induced by a concave function $\psi$, are estimated between different diffusion processes with singular coefficients. As applications, the…
The Brownian motion of a particle in a one-dimensional periodic potential subjected to a uniform external force F is studied. Using the formula for the diffusion coefficient D obtained by other authors and an alternative one derived from…
A spectral solution method is proposed to solve a previuously developed non-equilibrium statistical model describing partial thermalization of produced charged hadrons in relativistic heavy-ion collisions, thus improving the accuracy of the…
The Onsager--Machlup action functional is an important concept in statistical mechanics and thermodynamics to describe the probability of fluctuations in nonequilibrium systems. It provides a powerful tool for analyzing and predicting the…
The purpose of this work is the study of solution techniques for problems involving fractional powers of symmetric coercive elliptic operators in a bounded domain with Dirichlet boundary conditions. These operators can be realized as the…
We present a method for the approximate propagation of mean and covariance of a probability distribution through ordinary differential equations (ODE) with discontinous right-hand side. For piecewise affine systems, a normalization of the…
A nonlinear PDE featuring flux limitation effects together with those of the porous media equation (nonlinear Fokker-Planck) is presented in this paper. We analyze the balance of such diverse effects through the study of the existence and…
We study density fluctuations in supersonic turbulence using both theoretical methods and numerical simulations. A theoretical formulation is developed for the probability distribution function (PDF) of the density at steady state,…
We present regularity results for nonlinear drift-diffusion equations of porous medium type (together with their incompressible limit). We relax the assumptions imposed on the drift term with respect to previous results and additionally…
Simultaneous diffusive and inertial motion of Brownian particles in laminar Couette flow is investigated via Lagrangian and Eulerian descriptions to determine the effect of particle inertia on diffusive transport in the long-time. The…
A continuous-time random walk in the quarter plane with homogeneous transition rates is considered. Given a non-negative reward function on the state space, we are interested in the expected stationary performance. Since a direct derivation…
We show that the Heun confluent equation admits infinitely many solutions in terms of the confluent generalized hypergeometric functions. For each of these solutions a characteristic exponent of a regular singularity of the Heun confluent…
The non-Gaussian normal diffusion, i.e., the probability distribution function (PDF) is non-Gaussian but the mean squared displacement (MSD) depends on time linearly, has been observed in particle motions. Here we show by numerical…
Boltzmann's H-function H(t) holds a venerable place in the history of science. However, it seems never to have been evaluated for particles with orientational degrees of freedom. We generalize Boltzmann's H-function to a gas of molecules…
We discuss the relation between the Wasserstein distance of order 1 between probability distributions on a metric space, arising in the study of Monge-Kantorovich transport problem, and the spectral distance of noncommutative geometry.…
The time fractional diffusion equation is obtained from the standard diffusion equation by replacing the first-order time derivative with a fractional derivative of order $\beta \in (0,1)$. The fundamental solution for the Cauchy problem is…
In this study, we investigate a porous medium-type flux limited reaction--diffusion equation that arises in morphogenesis modeling. This nonlinear partial differential equation is an extension of the generalized…
Based on the mean first passage time (MFPT) theory, we derive the expression of the MFPT in the energy-diffusion controlled regime with a power-law distribution. We discuss the finite barrier effect (i.e. thermal energy is not small with…
We propose diffusion-like equations with time and space fractional derivatives of the distributed order for the kinetic description of anomalous diffusion and relaxation phenomena, whose diffusion exponent varies with time and which,…
In this paper we work with parabolic SPDEs of the form $$ \partial_t u(t,x)=\partial_x^2 u(t,x)+g(t,x,u)+\sigma(t,x,u)\dot{W}(t,x) $$ with Neumann boundary conditions, where $x\in[0,1]$, $\dot{W}(t,x)$ is the space-time white noise on…