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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…

Statistical Mechanics · Physics 2022-09-14 Toby Kay , Luca Giuggioli

We study the exit-time from a domain of a self-interacting diffusion, where the Brownian motion is replaced by $\sigma B_t$ for a constant $\sigma$. The first part of this work consists in showing that the rate of convergence (of the…

Probability · Mathematics 2022-01-26 Ashot Aleksian , Pierre Del Moral , Aline Kurtzmann , Julian Tugaut

We investigate the extreme value statistics of a one-dimensional Brownian motion (with the diffusion constant $D$) during a time interval $\left[0, t \right]$ in the presence of a reflective boundary at the origin, starting from a positive…

Statistical Mechanics · Physics 2024-01-26 Feng Huang , Hanshuang Chen

The random motion of a Brownian particle confined in some finite domain is considered. Quite generally, the relevant statistical properties involve infinite series, whose coefficients are related to the eigenvalues of the diffusion…

Statistical Mechanics · Physics 2010-04-26 Thomas Bickel

This paper proposes a novel reaction-diffusion system approximation tailored for singular diffusion problems, typified by the fast diffusion equation. While such approximation methods have been successfully applied to degenerate parabolic…

Analysis of PDEs · Mathematics 2026-04-01 Hideki Murakawa , Florian Salin

The reversible A <-> B reaction-diffusion process, when species A and B are initially mixed and diffuse with different diffusion coefficients, is investigated using the boundary layer function method. It is assumed that the ratio of the…

Statistical Mechanics · Physics 2008-10-22 M. Sinder , V. Sokolovsky , J. Pelleg

The purpose of this paper is to provide a formula for the effective diffusion operator obtained by projecting the 3-dimensional diffusion equation onto a 2-dimensional plane, assuming reflective boundary conditions at two surfaces in…

Mathematical Physics · Physics 2016-08-24 Carlos Valero Valdes

In the spirit of the macroscopic crowd motion models with hard congestion (i.e. a strong density constraint $\rho\leq 1$) introduced by Maury {\it et al.} some years ago, we analyze a variant of the same models where diffusion of the agents…

Analysis of PDEs · Mathematics 2016-03-03 Alpár Richárd Mészáros , Filippo Santambrogio

We have studied the front propagation in a one dimensional case of combustion by solving numerically an advection-reaction-diffusion equation. The physical model is simplified so that no coupling phenomena are considered and the reacting…

Fluid Dynamics · Physics 2011-04-07 Federico Bianco , Sergio Chibbaro , Roger Prud'homme

Reaction-diffusion systems have been proposed as a model for pattern formation and morphogenesis. The Fickian diffusion typically employed in these constructions model the Brownian motion of particles. The biological and chemical elements…

Quantitative Methods · Quantitative Biology 2023-11-09 Siddhartha Srivastava , Krishna Garikipati

The classical models for irreversible diffusion-influenced reactions can be derived by introducing absorbing boundary conditions to over-damped continuous Brownian motion (BM) theory. As there is a clear corresponding stochastic process,…

Statistical Mechanics · Physics 2016-10-13 Mauricio J. Del Razo , Hong Qian

We investigate the long term behavior in terms of finite dimensional global and exponential attractors, as time goes to infinity, of solutions to a semilinear reaction-diffusion equation on non-smooth domains subject to nonlocal Robin…

Dynamical Systems · Mathematics 2016-07-20 Ciprian G. Gal , Mahamadi Warma

We consider a reaction-diffusion system for two densities lying in adjacent domains of $\mathbb{R}^N$. We treat two configurations: either a cylinder and its complement, or two half-spaces. Diffusion and reaction heterogeneities for the two…

Analysis of PDEs · Mathematics 2025-06-06 Henri Berestycki , Luca Rossi , Andrea Tellini

An explicit output-feedback boundary feedback law is introduced that stabilizes an unstable linear constant-coefficient reaction-diffusion equation on an $n$-ball (which in 2-D reduces to a disk and in 3-D reduces to a sphere) using only…

Optimization and Control · Mathematics 2015-11-23 Rafael Vazquez , Miroslav Krstic

We study the problem of lateral diffusion on a static, quasi-planar surface generated by a stationary, ergodic random field possessing rapid small-scale spatial fluctuations. The aim is to study the effective behaviour of a particle…

Probability · Mathematics 2014-02-03 A. B. Duncan

Aim of this note is to analyse branching Brownian motion within the class of models introduced in the recent paper [4] and called chemical diffusion master equations. These models provide a description for the probabilistic evolution of…

Probability · Mathematics 2024-01-23 Alberto Lanconelli , Berk Tan Perçin

In this paper we study the diffusion approximation of a swarming model given by a system of interacting Langevin equations with nonlinear friction. The diffusion approximation requires the calculation of the drift and diffusion coefficients…

Numerical Analysis · Mathematics 2015-05-08 V. Bonnaillie-Noël , J. A. Carrillo , T. Goudon , G. A. Pavliotis

Diffusion of small particles is omnipresent in a plentiful number of processes occurring in Nature. As such, it is widely studied and exerted in almost all branches of sciences. It constitutes such a broad and often rather complex subject…

Statistical Mechanics · Physics 2023-01-11 Jakub Spiechowicz , Ivan G. Marchenko , Peter Hänggi , Jerzy Łuczka

Let \begin{equation*} L=\sum_{i,j=1}^da_{i,j}\frac{\partial^2}{\partial x_i\partial x_j}-\sum_{i=1}^db_i\frac{\partial}{\partial x_i} \end{equation*} be a second order elliptic operator and consider the reaction-diffusion equation with…

Analysis of PDEs · Mathematics 2014-02-20 Ross G. Pinsky

We study the asymptotic and pre-asymptotic diffusive properties of Brownian particles in channels whose section varies periodically in space. The effective diffusion coefficient $D_{\mathrm{eff}}$ is numerically determined by the asymptotic…

Statistical Mechanics · Physics 2014-12-11 Giuseppe Forte , Fabio Cecconi , Angelo Vulpiani