Related papers: Ultrametric Diffusion, Exponential Landscapes, and…
We consider the passage time problem for L\'evy processes, emphasising heavy tailed cases. Results are obtained under quite mild assumptions, namely, drift to $-\infty$ a.s. of the process, possibly at a linear rate (the finite mean case),…
We discuss the first passage time problem in the semi-infinite interval, for homogeneous stochastic Markov processes with L{\'e}vy stable jump length distributions $\lambda(x)\sim\ell^{\alpha}/|x|^{1+\alpha}$ ($|x|\gg\ell$), namely,…
The subject matter of this paper concerns anisotropic diffusion equations: we consider heat equations whose diffusion matrix have disparate eigenvalues. We determine first and second order approximations, we study the well-posedness of them…
We analyze numerically a forward-backward diffusion equation with a cubic-like diffusion function, -emerging in the framework of phase transitions modeling- and its "entropy" formulation determined by considering it as the singular limit of…
We propose a unifying theoretical framework for the analysis of first-passage time distributions in two important classes of stochastic processes in which the diffusivity of a particle evolves randomly in time. In the first class of…
Levy flights and subdiffusive processes and their properties are discussed. We derive the space- and time-fractional transport equations, and consider their solutions in external potentials. An extensive list of references is included.
We consider cross-diffusion systems describing evolution of two species $u$ and $v$ moving according to Darcy's law with the pressure law $p(s) = \frac{1}{\alpha-1} s^{\alpha-1}$ where $s=u+v$. One of the most challenging questions in the…
The first passage time for a single diffusing particle has been studied extensively, but the first passage time of a system of many diffusing particles, as is often the case in physical systems, has received little attention until recently.…
Uchaikin suggested a mathematical model of an anomalous diffusion in a space was suggested. This model origins in an investigation of processes in complex systems with variable structure: glasses, liquid crystals, biopolymers, proteins and…
For a stochastic process $(X_t)_{t\geq 0}$ we establish conditions under which the inverse first-passage time problem has a solution for any random variable $\xi >0$. For Markov processes we give additional conditions under which the…
Although an intimate relation between entropy and diffusion has been advocated for many years and even seems to have been verified in theory and experiments, a quantitatively reliable study, and any derivation of an algebraic relation…
We show the relation between processes which are modeled by a Langevin equation with multiplicative noise and infinite ergodic theory. We concentrate on a spatially dependent diffusion coefficient that behaves as ${D(x)}\sim…
In this paper, some initial-boundary-value problems for the time-fractional diffusion equation are first considered in open bounded n-dimensional domains. In particular, the maximum principle well-known for the PDEs of elliptic and…
In this paper we devote our attention to a class of weighted ultrafast diffusion equations arising from the problem of quantisation for probability measures. These equations have a natural gradient flow structure in the space of probability…
In this article we study the Cauchy problem for a new class of parabolic-type pseudodifferential equations with variable coefficients for which the fundamental solutions are transition density functions of Markov processes in the four…
We construct and study a fundamental solution of Cauchy's problem for p-adic parabolic equations of a certain the type. The fundamental solution is the transition density of a p-adic Markov process.
The time it takes the fastest searcher out of $N\gg1$ searchers to find a target determines the timescale of many physical, chemical, and biological processes. This time is called an extreme first passage time (FPT) and is typically much…
This paper establishes the emergence of slowly moving transition layer solutions for the $p$-Laplacian (nonlinear) evolution equation, \[ u_t = \varepsilon^p(|u_x|^{p-2}u_x)_x - F'(u), \qquad x \in (a,b), \; t > 0, \] where $\varepsilon>0$…
Continuous-time random walks combining diffusive scattering and ballistic propagation on lattices model a class of L\'evy walks. The assumption that transitions in the scattering phase occur with exponentially-distributed waiting times…
The diffusion equation is the primary tool to study the movement dynamics of a free Brownian particle, but when spatial heterogeneities in the form of permeable interfaces are present, no fundamental equation has been derived. Here we…