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In this paper, we establish a relationship between the asymptotic form of conditional boundary crossing probabilities and first passage time densities for diffusion processes. Namely, we show that, under broad assumptions, the first…

Probability · Mathematics 2008-11-18 Konstantin A. Borovkov , Andrew N. Downes

In many applications, transport of particles can be described by the diffusion equation, or its convective-diffusion generalizations, in part of three-dimensional space. In particular, in surface deposition or in growth of aggregates or…

Condensed Matter · Physics 2016-07-12 Vladimir Privman , Jongsoon Park

We derive the fractional version of one-phase one-dimensional Stefan model. We assume that the diffusive flux is given by the time-fractional Riemann-Liouville derivative, i.e. we impose the memory effect in the examined model.

Mathematical Physics · Physics 2019-11-13 Adam Kubica , Katarzyna Ryszewska

This paper develops a general approach to the derivation of the boundary conditions for hydrodynamic equations for charged and neutral plasma components. It includes both a well-known classical case for pure diffusion, and considers the…

Plasma Physics · Physics 2020-03-24 V. V. Gorin , A. A. Kudryavtsev , Jingfeng Yao , Chengxun Yuan , Zhongxiang Zhou

We present a method that allows, under suitable equivariance and regularity conditions, to determine the Poisson boundary of a diffusion starting from the Poisson boundary of a sub-diffusion of the original one. We then give two examples of…

Probability · Mathematics 2013-11-19 Jürgen Angst , Camille Tardif

The choice of boundary condition makes an essential difference in the solution structure of diffusion equations. The Dirichlet and Neumann boundary conditions and their combination have been the most used, but their legitimacy has been…

Analysis of PDEs · Mathematics 2023-08-02 Jaywan Chung , Seungmin Kang , Ho-Youn Kim , Yong-Jung Kim

The drift diffusion model (DDM) is a model of sequential sampling with diffusion (Brownian) signals, where the decision maker accumulates evidence until the process hits a stopping boundary, and then stops and chooses the alternative that…

Econometrics · Economics 2022-10-12 Drew Fudenberg , Whitney K. Newey , Philipp Strack , Tomasz Strzalecki

We investigate the fractional diffusion approximation of a kinetic equation in the upper-half plane with diffusive reflection conditions at the boundary. In an appropriate singular limit corresponding to small Knudsen number and long time…

Analysis of PDEs · Mathematics 2019-09-04 Ludovic Cesbron , Antoine Mellet , Marjolaine Puel

To better understand how populations respond to dynamic external pressure, we propose a new diffusion model in the moving half-line {z $\ge$ b(t)}, where the boundary position b(t) is a given nondecreasing function of time. A Robin boundary…

Analysis of PDEs · Mathematics 2025-05-07 Samuel Tréton , Mingmin Zhang

How long does a diffusing molecule spend in a close vicinity of a confining boundary or a catalytic surface? This quantity is determined by the boundary local time, which plays thus a crucial role in the description of various…

Statistical Mechanics · Physics 2020-01-03 Denis S. Grebenkov

Diffusion-mediated surface phenomena are crucial for human life and industry, with examples ranging from oxygen capture by lung alveolar surface to heterogeneous catalysis, gene regulation, membrane permeation and filtration processes.…

Statistical Mechanics · Physics 2020-08-19 Denis S. Grebenkov

The present paper is concerned with diffusion processes running on tubular domains with conditions on nonreaching the boundary, respectively, reflecting at the boundary, and corresponding processes in the limit where the thin tubular…

Probability · Mathematics 2012-10-15 Sergio Albeverio , Seiichiro Kusuoka

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…

Analysis of PDEs · Mathematics 2023-01-04 M. Rodrigo

A version of fractional diffusion on bounded domains, subject to 'homogeneous Dirichlet boundary conditions' is derived from a kinetic transport model with homogeneous inflow boundary conditions. For nonconvex domains, the result differs…

Analysis of PDEs · Mathematics 2016-07-05 Pedro Aceves-Sanchez , Christian Schmeiser

Diffusion is a fundamental physical phenomenon with critical applications in fields such as metallurgy, cell biology, and population dynamics. While standard diffusion is well-understood, anomalous diffusion often requires complex non-local…

Statistical Mechanics · Physics 2026-01-16 Gabriel Barreiro , Vladimir Pérez-Veloz

Biological, physical, medical, and numerical applications involving membrane problems on different scales are numerous. We propose an extension of the standard Turing theory to the case of two domains separated by a permeable membrane. To…

Analysis of PDEs · Mathematics 2022-03-04 Giorgia Ciavolella

Several problems, issued from physics, biology or the medical science, lead to parabolic equations set in two sub-domains separated by a membrane with selective permeability to specific molecules. The corresponding boundary conditions,…

Analysis of PDEs · Mathematics 2022-06-27 Giorgia Ciavolella , Benoît Perthame

We present an approach to handle Dirichlet type nonlocal boundary conditions for nonlocal diffusion models with a finite range of nonlocal interactions. Our approach utilizes a linear extrapolation of prescribed boundary data. A novelty is,…

Analysis of PDEs · Mathematics 2021-08-27 Hwi Lee , Qiang Du

This paper studies an inverse source problem for a viscoelastic membrane, where the material's memory effect is characterized by the Riemann-Liouville fractional derivative. The problem is to recover the unknown source term from the limited…

Numerical Analysis · Mathematics 2026-02-12 Zhiwei Yang , Yikan Liu

In this paper, we study the asymptotic estimate of solution for a mixed-order time-fractional diffusion equation in a bounded domain subject to the homogeneous Dirichlet boundary condition. Firstly, the unique existence and regularity…

Analysis of PDEs · Mathematics 2021-08-26 Zhiyuan Li , Xinchi Huang , Masahiro Yamamoto