Related papers: Convergence and Stationary Distributions for Walsh…
In this paper we consider a telegraph equation with time-dependent coefficients, governing the persistent random walk of a particle moving on the line with a time-varying velocity $c(t)$ and changing direction at instants distributed…
We consider the distribution of the duration time, the time elapsed since it began, of a diffusion process given its present position, under the assumption that the process began at the origin. For unbiased diffusion, the distribution does…
We analyze the emergence of diffractive focusing in the transition from discrete to continuous space-time variables. Three types of dynamical equations are studied in a top-to-bottom approach, starting with the most general system. First we…
The propagation of light in a scattering medium is described as the motion of a special kind of a Brownian particle on which the fluctuating forces act only perpendicular to its velocity. This enforces strictly and dynamically the…
If a droplet is placed on a substrate with a conical shape it spontaneously starts to spread in the direction of a growing fibre radius. We describe this capillary spreading dynamics by developing a lubrication approximation on a cone and…
We perform numerical scattering experiments on a Lorentz array of disks centered on a triangular lattice with L columns and study its transmission and reflection properties. In the finite horizon case, the motion of the particles may be…
We consider conservative cross-diffusion systems for two species where individual motion rates depend linearly on the local density of the other species. We develop duality estimates and obtain stability and approximation results. We first…
In a recent paper the mean square displacement (MSD), <R^2(T)>, of a particle carried by a turbulent liquid over time T has been shown to be proportional to T^6/5, meaning that the motion of the particle is slightly super-diffusive. In some…
Diffusion with stochastic resetting, instantaneous returns of a diffusing particle to a reference point, creates a stationary probability distribution. The paradigm is extended here to a doubly stochastic protocol in which the resetting…
We study the diffusion of a particle with a time-dependent diffusion constant $D(t)$ that switches between random values drawn from a distribution $W(D)$ at a fixed rate $r$. Using a renewal approach, we compute exactly the moments of the…
The motion of self-propelled particles is modeled as a persistent random walk. An analytical framework is developed that allows the derivation of exact expressions for the time evolution of arbitrary moments of the persistent walk's…
We consider solutions of a scalar reaction-diffusion equation of the ignition type with a random, stationary and ergodic reaction rate. We show that solutions of the Cauchy problem spread with a deterministic rate in the long time limit. We…
Prolongating our previous paper on the Einstein relation, we study the motion of a particle diffusing in a random reversible environment when subject to a small external forcing. In order to describe the long time behavior of the particle,…
The mean square displacement per collision of a molecule immersed in a gas at equilibrium is given by its mean square displacement between two consecutive collisions (mean square free path) corrected by a prefactor in the form of a series.…
We investigate Lagrangian relative dispersion in direct numerical simulation of two-dimensional inverse cascade turbulence. The analysis is performed by using both standard fixed time statistics and an exit time approach. Our results are in…
We propose a novel method for establishing the convergence rates of solutions to reaction-diffusion equations to traveling waves. The analysis is based on the study of the traveling wave shape defect function introduced in [2]. It turns out…
The aim of this paper is to develop a sequence of discrete approximations to a one-dimensional It\^o diffusion that almost surely converges to a weak solution of the given stochastic differential equation. Under suitable conditions, the…
The existence and uniqueness of the stationary distribution of the numerical solution generated by the stochastic theta method is studied. When the parameter theta takes different values, the requirements on the drift and diffusion…
Particle diffusion in a two dimensional curved surface embedded in $R_3$ is considered. In addition to the usual diffusion flow, we find a new flow with an explicit curvature dependence. New diffusion equation is obtained in $\epsilon$…
The advection-diffusion equation can be approximated by a one-dimensional diffusion equation in Lagrangian coordinates along the directions of compression of fluid elements (the stable manifold). This result holds in any number of…