Related papers: How to determine a boundary condition at a thin me…
A method is presented to investigate diffraction of an electromagnetic plane wave by an infinitely thin infinitely conducting circular cylinder with longitudinal slots. It is based on the use of the combined boundary conditions method that…
When the unconditioned process is a diffusion process $X(t)$ of drift $\mu(x)$ and of diffusion coefficient $D=1/2$, the local time $A(t)= \int_{0}^{t} d\tau \delta(X(\tau)) $ at the origin $x=0$ is one of the most important time-additive…
We consider a one-dimensional exclusion dynamics in mild contact with boundary reservoirs. In the diffusive scale, the particles' density evolves as the solution of the heat equation with non-linear Robin boundary conditions. For…
Given an unconditional diffusion model targeting a joint model $\pi(x, y)$, using it to perform conditional simulation $\pi(x \mid y)$ is still largely an open question and is typically achieved by learning conditional drifts to the…
We study protein diffusion in multicomponent lipid membranes close to a rigid substrate separated by a layer of viscous fluid. The large-distance, long-time asymptotics for Brownian motion are calculated using a nonlinear stochastic…
This paper is the first part of a series of papers on filtering for partially observed jump diffusions satisfying a stochastic differential equation driven by Wiener processes and Poisson martingale measures. The coefficients of the…
We consider a class of porous medium type of equations with Caputo time derivative. The prototype problem reads as $\Dc u=-\A u^m$ and is posed on a bounded Euclidean domain $\Omega\subset\mathbb{R}^N$ with zero Dirichlet boundary…
A model has two main aims: predicting the behavior of a physical system and understanding its nature, that is how it works, at some desired level of abstraction. A promising recent approach to model building consists in deriving a…
We consider a diffusion process with coefficients that are periodic outside of an "interface region" of finite thickness. The question investigated in this article is the limiting long time/large scale behavior of such a process under…
We consider subdiffusion of a particle in a one-dimensional system with a thin partially permeable wall. Passing through the wall, the particle can be absorbed with a certain probability. We call such a wall partially permeable partially…
In this paper, we consider the approximate controllability of partial differential equations with time derivatives of non-integer order via boundary control. We first show the unique existence of the solution under smooth boundary…
We consider a diffusion process under a local weak H\"{o}rmander condition on the coefficients. We find Gaussian estimates for the density in short time and exponential lower and upper bounds for the probability that the diffusion remains…
We investigate the statistics of encounters of a diffusing particle with different subsets of the boundary of a confining domain. The encounters with each subset are characterized by the boundary local time on that subset. We extend a…
In the following work we apply the boundary element method to two-phase flows in shallow microchannels, where one phase is dispersed and does not wet the channel walls. These kinds of flows are often encountered in microfluidic…
Motivated by a novel method for granular segregation, we analyze the one dimensional drift-diffusion between two absorbing boundaries. The time evolution of the probability distribution and the rate of absorption are given by explicit…
The Fisher-KPP partial differential equation has been employed in science to model various biological, chemical, and thermal phenomena. Time fractional extensions of Fisher's equation have also appeared in the literature, aiming to model…
We present a model for nonlocal diffusion with Neumann boundary conditions in a bounded smooth domain prescribing the flux through the boundary. We study the limit of this family of nonlocal diffusion operators when a rescaling parameter…
We investigate the escape behavior of systems governed by the one-dimensional nonlinear diffusion equation $\partial_t \rho = \partial_x[\partial_x U\rho] + D\partial^2_x \rho^\nu$, where the potential of the drift, $U(x)$, presents a…
The paper develops the Loewner approach for data-based modeling of a linear distributed-parameter system. This approach is applied to a controlled flexible beam model coupled with a spring-mass system. The original dynamical system is…
In this paper, we deal with analysis of the initial-boundary value problems for the semilinear time-fractional diffusion equations, while the case of the linear equations was considered in the first part of the present work. These equations…