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Solving partial differential equations (PDEs) on fine spatio-temporal scales for high-fidelity solutions is critical for numerous scientific breakthroughs. Yet, this process can be prohibitively expensive, owing to the inherent complexities…

Numerical Analysis · Mathematics 2024-04-09 Yulong Lu , Wuzhe Xu

In this paper, we study the diffusion approximation for slow-fast stochastic differential equations with state-dependent switching, where the slow component $X^{\varepsilon}$ is the solution of a stochastic differential equation with…

Probability · Mathematics 2025-03-12 Xiaobin Sun , Jue Wang , Yingchao Xie

The reaction-diffusion master equation (RDME) is commonly used to model processes where both the spatial and stochastic nature of chemical reactions need to be considered. We show that the RDME in many cases is inconsistent with a…

Quantitative Methods · Quantitative Biology 2009-05-29 Paul Sjoberg , Otto G Berg , Johan Elf

The paper treats a reaction-diffusion equation with hysteretic nonlinearity on a one-dimensional lattice. It arises as a result of the spatial discretization of the corresponding continuous model with so-called nontransverse initial data…

Analysis of PDEs · Mathematics 2016-01-22 Pavel Gurevich , Sergey Tikhomirov

A delayed term in a differential equation reflects the fact that information takes significant time to travel from one place to another within a process being studied. Despite de apparent similarity with ordinary differential equations,…

Dynamical Systems · Mathematics 2023-08-24 Gregory Kozyreff

We discuss the density fluctuations of a fluid due to zero point motion. These can be regarded as density fluctuations in the phonon vacuum state. We assume a linear dispersion relation with a fixed speed of sound and calculate the density…

Quantum Physics · Physics 2010-04-22 L. H. Ford , N. F. Svaiter

For reaction-diffusion processes without exclusion, in which the particles can exist in the same site of a one-dimensional lattice, we study all the integrable models which can be obtained by imposing a boundary condition on the master…

Statistical Mechanics · Physics 2009-11-11 M. Alimohammadi

The Einstein relation describes the response of a diffusing particle to a small constant external force. It states that, as the force tends to zero, the ratio of the limiting velocity to the force magnitude converges to the diffusivity…

Probability · Mathematics 2026-05-26 Ahmed Bou-Rabee , Ruizhe Xu

We study the asymptotic behavior of a weighted ultrafast diffusion PDE on the real line, with a log-concave and log-lipschitz weight, and prove exponential convergence to equilibrium. This result goes beyond the compact setting studied in…

Analysis of PDEs · Mathematics 2025-07-18 Max Fathi , Mikaela Iacobelli

We derive a fluctuating lattice Boltzmann method for the diffusion equation. The derivation removes several shortcomings of previous derivations for fluctuating lattice Boltzmann methods for hydrodynamic systems. The comparative simplicity…

Computational Physics · Physics 2017-05-15 Alexander J. Wagner , Kyle Strand

The process by which one may take a discrete model of a biophysical process and construct a continuous model based on it is of mathematical interest as well as being of practical use. In this paper, we first study the singular limit of a…

Analysis of PDEs · Mathematics 2019-01-01 Lianzhang Bao , Zhengfang Zhou

We consider strong convergence of the finite differences approximation in space for stochastic reaction diffusion equations with multiplicative noise under a one-sided Lipschitz condition only. We derive convergence with an implicit rate…

Probability · Mathematics 2015-04-17 Martin Sauer , Wilhelm Stannat

We study dynamics emergent from a two-dimensional reaction--diffusion process modelled via a finite lattice dynamical system, as well as an analogous PDE system, involving spatially nonlocal interactions. These models govern the evolution…

Tissues and Organs · Quantitative Biology 2018-11-14 Andrew L. Krause , Dmitry Beliaev , Robert A. Van Gorder , Sarah L. Waters

We discuss the derivation and the solutions of integro-differential equations (variable-order time-fractional diffusion equations) following as continuous limits for lattice continuous time random walk schemes with power-law waiting-time…

Statistical Mechanics · Physics 2020-07-22 Philipp Roth , Igor M. Sokolov

In the case where the charge of the particle is small compared to its mass, we describe the asymptotics of the Lorentz-Maxwell equation for any finite-energy data. As time goes to infinity, we prove that the speed of the particle converges…

Analysis of PDEs · Mathematics 2009-11-13 Pierre Germain

In this paper, we establish several local and global gradient estimates for the positive solution of Porous Medium Equations (PMEs) and Fast Diffusion Equations (FDEs). Our proof is probabilistic and uses martingale techniques.

Probability · Mathematics 2015-05-22 Ying Hu , Zhongmin Qian , Zichen Zhang

We consider a class of mass transfer models on a one-dimensional lattice with nearest-neighbour interactions. The evolution is given by the discrete backward fast diffusion equation, with exponent $\beta$ in the regime $(-\infty,0) \cup…

Mathematical Physics · Physics 2018-12-26 Constantin Eichenberg

We consider a drift-diffusion process with a time-independent and divergence-free random drift that is of white-noise character. We are interested in the critical case of two space dimensions, where one has to impose a small-scale cut-off…

Probability · Mathematics 2025-11-26 Felix Otto , Christian Wagner

We build an effective field theory (EFT) for quasicrystals -- aperiodic incommensurate lattice structures -- at finite temperature, entirely based on symmetry arguments and a well-define action principle. By means of Schwinger-Keldysh…

High Energy Physics - Theory · Physics 2020-11-04 Matteo Baggioli , Michael Landry

This work discusses the homogenization analysis for diffusion processes on scale-free metric graphs, using weak variational formulations. The oscillations of the diffusion coefficient along the edges of a metric graph induce internal…

Analysis of PDEs · Mathematics 2016-05-31 Fernando A. Morales , Daniel E. Restrepo
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