Related papers: Diffusion-approximation for a kinetic equation wit…
We consider a stochastic differential equation for a charged particle in a stochastic magnetic field, known as A-Langevin equation. The solution of the equation is found, and the Lagrange velocity correlation function is calculated in…
The problem of the derivation of hydrodynamics from the Boltzmann equation and related dissipative systems is formulated as the problem of slow invariant manifold in the space of distributions. We review a few instances where such…
A fourth-order nonlinear evolution equation is derived from a microscopic model for surface diffusion, namely, the continuum solid-on-solid model. We use the method developed by Varadhan for the computation of hydrodynamic scaling limit of…
Given an obstacle in $\mathbb{R}^3$ and a non-zero velocity with small amplitude at the infinity, we construct the unique steady Boltzmann solution flowing around such an obstacle with the prescribed velocity as $|x|\to \infty$, which…
We derive an explicit representation of the fundamental solution to the heat equation in a half-space of ${\mathbb R}^N$ with a diffusive dynamical boundary condition, and establish sharp pointwise upper and lower bounds. We also…
We consider stochastic partial differential equations under minimal assumptions: the coefficients are merely bounded and measurable and satisfy the stochastic parabolicity condition. In particular, the diffusion term is allowed to be…
A hybrid stochastic individual-based model of proliferating cells with chemotaxis is presented. The model is expressed by a branching diffusion process coupled to a partial differential equation describing concentration of a chemotactic…
Starting from a particle model describing self-propelled particles interacting through nematic alignment, we derive a macroscopic model for the particle density and mean direction of motion. We first propose a mean-field kinetic model of…
We propose a numerical approach, of the BGK kinetic type, that is able to approximate with a given, but arbitrary, order of accuracy the solution of linear and non-linear convection-diffusion type problems: scalar advection-diffusion,…
We introduce and test methods for the calibration of the diffusion term in Stochastic Partial Differential Equations (SPDEs) describing fluids. We take two approaches, one uses ideas from the singular value decomposition and the Biot-Savart…
Stochastic diffusion equations are crucial for modeling a range of physical phenomena influenced by uncertainties. We introduce the generalized finite difference method for solving these equations. Then, we examine its consistency,…
The purpose of this article is to study the hydrodynamic limit of the symmetric exclusion process with long jumps and in contact with infinitely extended reservoirs for a particular critical regime. The jumps are given in terms of a…
Subsurface flows are commonly modeled by advection-diffusion equations. Insufficient measurements or uncertain material procurement may be accounted for by random coefficients. To represent, for example, transitions in heterogeneous media,…
We study the heat equation in the exterior of the unit ball with a linear dynamical boundary condition. Our main aim is to find upper and lower bounds for the rate of convergence to solutions of the Laplace equation with the same dynamical…
We approximate a diffusion equation with highly oscillatory coefficients with a diffusion equation with constant coefficients. The approach is put in action in contexts where only partial information (namely the global energy stored in the…
A consolidated mathematical formulation of the spherically symmetric mass-transfer problem is presented, with the quasi-stationary approximating equations derived from a perturbation point of view for the leading-order effect. For the…
In the present paper the macroscopic limits of the kinetic model for inter-acting entities (individuals, organisms, cells) are studied. The kinetic model is one-dimensional and entities are characterized by their position and orientation…
We consider a class of stochastic kinetic equations, depending on two time scale separation parameters $\epsilon$ and $\delta$: the evolution equation contains singular terms with respect to $\epsilon$, and is driven by a fast ergodic…
We analyze the static response to kinetic perturbations of nonequilibrium steady states that can be modeled as diffusions. We demonstrate that kinetic response is purely a nonequilibirum effect, measuring the degree to which the…
Using techniques of the theory of semigroups of linear operators we study the question of approximating solutions to equations governing diffusion in thin layers separated by a semi-permeable membrane. We show that as thickness of the…