Related papers: On diffusions in media with pockets of large diffu…
We consider the diffusion of independent particles experiencing random accelerations by a space- and time-dependent force as well as viscous damping. This model can exhibit several asymptotic behaviours, depending upon the limiting cases…
The paper presents new simple sharp bounds for transition density functions for time-homogeneous diffusions processes. The bounds are obtained under mild conditions on the drift and diffusion coefficients, extending and substantially…
Constraints can affect dramatically the behavior of diffusion processes. Recently, we analyzed a natural and a technological system and reported that they perform diffusion-like discrete steps displaying a peculiar constraint, whereby the…
The diffusion of particles in confining walls forming a tube is discussed. Such a transport phenomenon is observed in biological cells and porous media. We consider the case in which the tube is winding with curvature and torsion, and the…
We consider a porous media type equation over all of $\R^d$ with $d = 1$, with monotone discontinuous coefficients with linear growth and prove a probabilistic representation of its solution in terms of an associated microscopic diffusion.…
We consider stochastic diffusion processes absorbed at the boundary of a domain. It is shown that there exist initial distributions which ensure a given decreasing of density of the absorbed process.
The diffusive evolution has been studied of gas-filled pore has in a bounded particle in gas media. The nonlinear equation set, describing the behaviour of gas-filled pore on bounded particle is obtained. Asymptotic modes are considered for…
We study the asymptotic behaviour of sharp front solutions arising from the nonlinear diffusion equation \theta_t = (D(\theta)\theta_x)_x, where the diffusivity is an exponential function D({\theta}) = D_o exp(\beta\theta). This problem…
We present a model for diffusion in a molecularly crowded environment. The model consists of random barriers in percolation network. Random walks in the presence of slowly moving barriers show normal diffusion for long times, but anomalous…
We study the existence and infinite-speed propagation of solutions to models arising in porous media, when the mobility is highly degenerate (inverse power law). The approach is based on maximum principles for the fractional Laplacian, and…
We study the motion of Brownian particle in modulated media in the strong damping limit by using {\em toy model}, with special emphasis on the transition from localise to diffusive behavior. By using model potential we have seen the…
In this paper we develop a model to describe the diffusion process in a porous medium. For the observed decrease in current yield, we propose other causes than difference in diffusivity, which we consider unaltered by the porous medium. The…
This paper studies the mechanisms of dispersion in the laminar flow through the pore space of a $3$-dimensional porous medium. We focus on pre-asymptotic transport prior to the asymptotic hydrodynamic dispersion regime, in which solute…
We study lower and upper bounds for the density of a diffusion process in ${\mathbb{R}}^n$ in a small (but not asymptotic) time, say $\delta$. We assume that the diffusion coefficients $\sigma_1,\ldots,\sigma_d$ may degenerate at the…
We analyze a pair of diffusion equations which are derived in the infinite system--size limit from a microscopic, individual--based, stochastic model. Deviations from the conventional Fickian picture are found which ultimately relate to the…
Diffusion rates through a membrane can be asymmetric, if the diffusing particles are spatially extended and the pores in the membrane have asymmetric structure. This phenomenon is demonstrated here via a deterministic simulation of a…
Convergence of stochastic processes with jumps to diffusion processes is investigated in the case when the limit process has discontinuous coefficients. An example is given in which the diffusion approximation of a queueing model yields a…
We consider systems of diffusion processes ("particles") interacting through their ranks (also referred to as "rank-based models" in the mathematical finance literature). We show that, as the number of particles becomes large, the process…
In this paper we consider diffusions on the half line (0, $\infty$) such that the expectation of the arrival time at the origin is uniformly bounded in the initial point. This implies that there is a well defined diffusion process starting…
In this article we investigate the asymptotic behavior of a new class of multi-dimensional diffusions in random environment. We introduce cut times in the spirit of the work done by Bolthausen, Sznitman and Zeitouni, see [4], in the…