Related papers: On diffusions in media with pockets of large diffu…
Diffusion processes are studied theoretically for the case where the diffusion coefficient is itself a time and position dependent random function. We investigate how inhomogeneities and fluctuations of the diffusion coefficient affect the…
We elucidate that the diffusive systems, which are widely found in nature, can be a new platform of the bulk-edge correspondence, a representative topological phenomenon. Using a discretized diffusion equation, we demonstrate the emergence…
We determine the asymptotic spreading speed of an invasive species, which invades the territory of a native competitor, governed by a diffusive competition model with a free boundary in a spherically symmetric setting. This free boundary…
We consider the problems of parameter estimation for several models of threshold ergodic diffusion processes in the asymptotics of large samples. These models are the direct continuous time analogues of the well-known in time series…
Diffusion is the result of repeated random scattering. It governs a wide range of phenomena from Brownian motion, to heat flow through window panes, neutron flux in fuel rods, dispersion of light in human tissue, and electronic conduction.…
We propose threshold diffusion processes as unique solutions to stochastic differential equations with step-function coefficients, and obtain explicit expressions for the conditional Laplace transform of the hitting times and the potential…
The problem of deriving a gradient flow structure for the porous medium equation which is {\em thermodynamic}, in that it arises from the large deviations of some microscopic particle system, is studied. To this end, a rescaled zero-range…
We show the relation between processes which are modeled by a Langevin equation with multiplicative noise and infinite ergodic theory. We concentrate on a spatially dependent diffusion coefficient that behaves as ${D(x)}\sim…
We consider the Halfin-Whitt diffusion process $X_d(t)$, which is used, for example, as an approximation to the $m$-server $M/M/m$ queue. We use recently obtained integral representations for the transient density $p(x,t)$ of this diffusion…
The chaotic diffusion for particles moving in a time dependent potential well is described by using two different procedures: (i) via direct evolution of the mapping describing the dynamics and ; (ii) by the solution of the diffusion…
We address the dynamics of adsorbed molecules (a fundamental issue in surface physics) within the framework of a Master Equation scheme, and study the diffusion of particles in a finite cubic lattice whose boundaries are at the $z=1$ and…
In this paper, we study a nonlinear boundary diffusion equation of porous medium type arising from a boundary control problem. We give a complete and sharp characterization of the asymptotic behavior of its solutions, and prove the…
We survey recent results of normal and anomalous diffusion of two types of random motions with long memory in ${\Bbb R}^d$ or ${\Bbb Z}^d$. The first class consists of random walks on ${\Bbb Z}^d$ in divergence-free random drift field,…
In this letter, we show that pore-scale diffusiophoresis of colloidal particles along local salt gradients manifests in the macroscopic dispersion of particles in a porous medium. Despite is transient character, this microscopic phenomenon…
We consider a system of particles undergoing correlated diffusion with elastic boundary conditions on the half-line. By taking the large particle limit we establish existence and uniqueness for the limiting empirical measure valued process…
We consider a PDE system with degenerate hysteresis describing unsaturated flow in 3D porous media. Assuming that a time periodic forcing is prescribed on the boundary, we prove that a time periodic response exists as long as the amplitude…
Periodic forcing of flow in compressible porous media is an important driver for solute dispersion and mixing in geological and engineered porous media subject for example to tides, pumping and recharge cycles, or fluid injection and…
We discuss a class of diffusion-type partial differential equations on a bounded interval and discuss the possibility of replacing the boundary conditions by certain linear conditions on the moments of order 0 (the total mass) and of…
The effect of diffusional relaxation on the random sequential deposition process is studied in the limit of fast deposition. Expression for the coverage as a function of time are analytically derived for both the short-time and long-time…
We theoretically study the transport properties of self-propelled particles on complex structures, such as motor proteins on filament networks. A general master equation formalism is developed to investigate the persistent motion of…