Related papers: Diffusion-approximation for a kinetic equation wit…

The low Mach number limit for the compressible viscous diffusion approximation model arising in radiation hydrodynamics is rigorously justified. For the 3-D Cauchy problem, the solutions in an equilibrium diffusion regime are shown to…

We prove the hydrodynamic limit for a one dimensional harmonic chain with a random flip of the momentum sign. The system is open and subject to two thermostats at the boundaries and to an external tension at one of the endpoints. Under a…

We explore properties the solution of Langevin equation when stochastic influence is orthogonal to velocity of a particle. Wiener's process can accept unlimited values. But for these equations, the attraction surfaces exist. For these…

A singularly perturbed parabolic problem of convection-diffusion type with a discontinuous initial condition is examined. An analytic function is identified which matches the discontinuity in the initial condition and also satisfies the…

We derive hydrodynamics of a prototypical one dimensional model, having variable-range hopping, which mimics passive diffusion and ballistic motion of active, or self-propelled, particles. The model has two main ingredients - the hardcore…

Critical analyses of well-known methods of derivation of kinetic and hydrodynamic equations is presented. Another method of derivation of kinetic and hydrodynamic equations from classic mechanics is described. It is shown that equations of…

We develop an analytical tool which is adept for detecting shapes of oscillatory functions, is useful in decomposing homogenization problems into limit-problems for kinetic equations, and provides an efficient framework for the validation…

In this article we derive the fractional porous medium equation for any power of the fractional Laplacian as the hydrodynamic limit of a microscopic dynamics of random particles with long range interactions, but the jump rate highly depends…

A {\em propagation-dispersion equation} is derived for the first passage distribution function of a particle moving on a substrate with time delays. The equation is obtained as the continuous limit of the {\em first visit equation}, an…

The paper contains the proof that the diffusion ensemble of point wise particles with the intensity depending on the grain of spatial resolution serves as the satisfactory approximation of one quantum particle dynamics.

This paper is devoted to the hydrodynamic limit for the linear Boltzmann equation, in the case of a heavy tail equilibrium and a cross section which depends on the space variable and which degenerates for large velocities, without symmetry…

We consider a point particle moving in a random distribution of obstacles described by a potential barrier. We show that, in a weak-coupling regime, under a diffusion limit suggested by the potential itself, the probability distribution of…

We consider a generalization of classical results of Freidlin and Wentzell to the case of time dependent dissipative drifts. We show the convergence of diffusions with multiplicative noise in the zero limit of a diffusivity parameter to the…

Consider the overdamped limit for a system of interacting particles in the presence of hydrodynamic interactions. For two-body hydrodynamic interactions and one- and two-body potentials, a Smoluchowski-type evolution equation is rigorously…

We study the heat equation on a half-space or on an exterior domain with a linear dynamical boundary condition. Our main aim is to establish the rate of convergence to solutions of the Laplace equation with the same dynamical boundary…

We investigate the approximate dynamics of several differential equations when the solutions are restricted to a sparse subset of a given basis. The restriction is enforced at every time step by simply applying soft thresholding to the…

Diffusion processes have been widely used for approximations in the queueing theory. There are different types of diffusion approximations. Among them, we are interested in those obtained through limits of a sequence of models which…

This paper is devoted to the anomalous diffusion limit of kinetic equations with a fractional Fokker-Planck collision operator in a spatially bounded domain. We consider two boundary conditions at the kinetic scale: absorption and specular…

An approach to the description of kinetics which taking into account the large-scale hydrodynamic transport processes for quantum Bose system is proposed. The nonequilibrium statistical operator which consistently describes both the kinetic…

We analyze diffusion processes with finite propagation speed in a non-homogeneous medium in terms of the heterogeneous telegrapher's equation. In the diffusion limit of infinite-velocity propagation we recover the results for the…