Related papers: A cross-diffusion system derived from a Fokker-Pla…
We obtain within Fokker-Planck dynamics an explicit generalization of Einstein's relation between drag, diffusion and equilibrium distribution for a spatially homogeneous system, considering both the transverse and longitudinal diffusion…
There is experimental and theoretical evidence that the broad rapidity distribution of net proton yield in central heavy-ion collisions at SPS energies could be a signal of non-equilibrium properties of the system. We show that the broad…
The method of choice for integrating the time-dependent Fokker-Planck equation in high-dimension is to generate samples from the solution via integration of the associated stochastic differential equation. Here, we study an alternative…
We investigate the Cauchy problem and the diffusion asymptotics for a spatially inhomogeneous kinetic model associated to a nonlinear Fokker-Planck operator. We derive the global well-posedness result with instantaneous smoothness effect,…
The existence of global nonnegative martingale solutions to a stochastic cross-diffusion system for an arbitrary but finite number of interacting population species is shown. The random influence of the environment is modeled by a…
We present a classical, mesoscopic derivation of the Fokker-Planck equation for diffusion in an expanding medium. To this end, we take a conveniently generalized Chapman-Kolmogorov equation as the starting point. We obtain an analytical…
A {\em propagation-dispersion equation} is derived for the first passage distribution function of a particle moving on a substrate with time delays. The equation is obtained as the continuous limit of the {\em first visit equation}, an…
Necessary and sufficient conditions for the existence of an entropy structure for certain classes of cross-diffusion systems with diffusion matrix $A(u)$ are derived, based on results from matrix factorization. The entropy structure is…
A quasi-two-dimensional system of hard spheres strongly confined between two parallel plates is considered. The attention is focussed on the macroscopic self-diffusion process observed when the system is looked from above or from below. The…
A cross-diffusion system describing ion transport through biological membranes or nanopores in a bounded domain with mixed Dirichlet-Neumann boundary conditions is analyzed. The ion concentrations solve strongly coupled diffusion equations…
We consider a Langevin equation with variable drift and diffusion coefficients separable in time and space and its corresponding Fokker-Planck equation in the Stratonovich approach. From this Fokker-Planck equation we obtain a class of…
We consider a continuous random walk model for describing normal as well as anomalous diffusion of particles subjected to an external force when these particles diffuse in a uniformly expanding (or contracting) medium. A general equation…
We investigate well-posedness for martingale solutions of stochastic differential equations, under low regularity assumptions on their coefficients, widely extending some results first obtained by A. Figalli. Our main results are a very…
Diffusion within porous media, such as biological tissues, exhibits departures from conventional Fick's laws, which could result in space-fractional diffusion. The paper considers a reaction-diffusion system with two spatial compartments --…
We complete the kinetic theory of inhomogeneous systems with long-range interactions initiated in previous works. We use a simpler and more physical formalism. We consider a system of particles submitted to a small external stochastic…
We model chaotic diffusion, in a symplectic 4D map by using the result of a theorem that was developed for stochastically perturbed integrable Hamiltonian systems. We explicitly consider a map defined by a free rotator (FR) coupled to a…
Motivated by recent work on approximation of diffusion equations by deterministic interacting particle systems, we develop a nonlocal approximation for a range of linear and nonlinear diffusion equations and prove convergence of the method…
An implicit Euler finite-volume scheme for general cross-diffusion systems with volume-filling constraints is proposed and analyzed. The diffusion matrix may be nonsymmetric and not positive semidefinite, but the diffusion system is assumed…
A modified Poisson-Nernst-Planck system in a bounded domain with mixed Dirichlet-Neumann boundary conditions is analyzed. It describes the concentrations of ions immersed in a polar solvent and the correlated electric potential due to the…
This paper deals with uncertainty propagation of general stochastic hybrid systems (GSHS) where the continuous state space is a compact Lie group. A computational framework is proposed to solve the Fokker-Planck (FP) equation that describes…