Related papers: Ultrametric Diffusion, Exponential Landscapes, and…
We extend the random walk framework to include compounded steps, providing first-passage time (FPT) properties for a new class of superdiffusive processes, which are governed by the space-fractional spectral Fokker-Planck equation. This…
It is shown that if the initial condition of the Cauchy problem for the diffusion equation on a general infinite countable ultrametric space is spherically symmetric with respect to some point, then this problem has an exact analytical…
We study diffusion processes in anomalous spacetimes regarded as models of quantum geometry. Several types of diffusion equation and their solutions are presented and the associated stochastic processes are identified. These results are…
As a simplified model for subsurface flows elliptic equations may be utilized. Insufficient measurements or uncertainty in those are commonly modeled by a random coefficient, which then accounts for the uncertain permeability of a given…
We study the crossing time statistic of diffusing point particles between the two ends of expanding and narrowing two-dimensional conical channels under a transverse external gravitational field. The theoretical expression for the mean…
For a L\'evy process on the real line, we provide complete criteria for the finiteness of exponential moments of the first passage time into the interval $(r,\infty)$, the sojourn time in the interval $(-\infty,r]$, and the last exit time…
A new method for the solution of initial-boundary value problems for evolution PDEs recently introduced by Fokas is generalised to multidimensions. Also the relation of this method with the method of images and with the classical integral…
This paper is concerned with reaction-diffusion-advection equations in spatially periodic media. Under an assumption of weak stability of the constant states 0 and 1, and of existence of pulsating traveling fronts connecting them, we show…
We obtain a new fluctuation identity for a general L\'{e}vy process giving a quintuple law describing the time of first passage, the time of the last maximum before first passage, the overshoot, the undershoot and the undershoot of the last…
We provide, in a general setting, explicit solutions for optimal stopping problems that involve a diffusion process and its running maximum. Besides, a new feature includes absorbing boundaries that vary with the value of the running…
Consider a reflected jump-diffusion on the positive half-line. Assume it is stochastically ordered. We apply the theory of Lyapunov functions and find explicit estimates for the rate of exponential convergence to the stationary…
Diffusion models have emerged as powerful generative tools with applications in computer vision and scientific machine learning (SciML), where they have been used to solve large-scale probabilistic inverse problems. Traditionally, these…
The distributed computing analysis of the accuracy of automodel solutions for the Green's function of a wide class of superdiffusive transport of perturbation on a uniform background is carried out. The approximate automodel solutions have…
Energy-transport equations for the transport of fermions in optical lattices are formally derived from a Boltzmann transport equation with a periodic lattice potential in the diffusive limit. The limit model possesses a formal gradient-flow…
The problem of mass diffusion in layered systems has relevance to applications in different scientific disciplines, e.g., chemistry, material science, soil science, and biomedical engineering. The mathematical challenge in these type of…
The time-fractional diffusion equation is considered, where the time derivative is either of Caputo or Riemann-Liouville type. The solution of a general initial-boundary value problem with time-dependent boundary conditions over bounded and…
The statistics of the slowest first-passage time among a large population of $N$ searchers is crucial for determining the completion time of many stochastic processes. Classical extreme-value theory predicts that for diffusing particles in…
Constraints are found on the spatial variation of finite-time Lyapunov exponents of two and three-dimensional systems of ordinary differential equations. In a chaotic system, finite-time Lyapunov exponents describe the average rate of…
L\'evy Flights are paradigmatic generalised random walk processes, in which the independent stationary increments---the "jump lengths"---are drawn from an $\alpha$-stable jump length distribution with long-tailed, power-law asymptote. As a…
This article studies the dynamics of a nonlinear dissipative reaction-diffusion equation with well-separated stable states which is perturbed by infinite-dimensional multiplicative L\'evy noise with a regularly varying component at…