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Similarity solutions play an important role in many fields of science: we consider here similarity in stochastic dynamics. Important issues are not only the existence of stochastic similarity, but also whether a similarity solution is…

Dynamical Systems · Mathematics 2011-11-08 Wei Wang , A. J. Roberts

The most general reaction-diffusion model on a Cayley tree with nearest-neighbor interactions is introduced, which can be solved exactly through the empty-interval method. The stationary solutions of such models, as well as their dynamics,…

Statistical Mechanics · Physics 2007-05-23 Laleh Farhang Matin , Amir Aghamohammadi , Mohammad Khorrami

This article presents a theoretical analysis of a one-dimensional heat transfer problem in two layers involving diffusion, advection, internal heat generation or loss linearly dependent on temperature in each layer, and heat generation due…

Fluid Dynamics · Physics 2024-10-28 Guillermo Federico Umbricht , Diana Rubio , Domingo Alberto Tarzia

In this paper, we study the diffusion approximation for singularly perturbed stochastic reaction-diffusion equation with a fast oscillating term. The asymptotic limit for the original system is obtained, where an extra Gaussian term…

Probability · Mathematics 2021-06-08 Longjie Xie , Li Yang

This work contributes to an understanding of the domain size's effect on the existence and uniqueness of the linear convection--diffusion equation with integral-type boundary conditions, where boundary conditions depend non-locally on…

Analysis of PDEs · Mathematics 2022-06-14 Chiun-Chang Lee , Masashi Mizuno , Sang-Hyuck Moon

We investigate the behavior of the time derivatives of the solution to a linear time-fractional, advection-diffusion-reaction equation, allowing space- and time-dependent coefficients as well as initial data that may have low regularity.…

Analysis of PDEs · Mathematics 2020-03-24 William McLean , Kassem Mustapha , Raed Ali , Omar M. Knio

The study gives a brief overview of existing modifications of the method of functional separation of variables for nonlinear PDEs. It proposes a more general approach to the construction of exact solutions to nonlinear equations of applied…

Mathematical Physics · Physics 2020-01-07 Andrei D. Polyanin

A study is presented on the convergence of the computation of coupled advection-diffusion-reaction equations. In the computation, the equations with different coefficients and even types are assigned in two subdomains, and Schwarz iteration…

Numerical Analysis · Mathematics 2021-04-06 W. B. Dong , H. S. Tang , Y. J. Liu

We consider a problem of identification of point sources in time dependent advection-diffusion systems with a non-linear reaction term. The linear counterpart of the problem in question can be reduced to solving a system of non-linear…

Mathematical Physics · Physics 2013-09-18 Alexander V. Mamonov , Yen-Hsi Richard Tsai

In this paper we propose a numerical method to solve a 2D advection-diffusion equation, in the highly oscillatory regime. We use an efficient and robust integrator which leads to an accurate approximation of the solution without any time…

Numerical Analysis · Mathematics 2023-07-27 Clarissa Astuto , Mohammed Lemou , Giovanni Russo

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…

Statistical Mechanics · Physics 2007-05-23 Jean Pierre Boon , Patrick Grosfils , James F. Lutsko

Self-similarity of Burgers' equation with some stochastic advection is studied. In self-similar variables a stationary solution is constructed which establishes the existence of a stochastically self-similar solution for the stochastic…

Analysis of PDEs · Mathematics 2014-03-11 Wei Wang , Anthony Roberts

A physical-mathematical approach to anomalous diffusion may be based on generalized diffusion equations (containing derivatives of fractional order in space or/and time) and related random walk models. The fundamental solution (for the…

Statistical Mechanics · Physics 2007-09-25 Rudolf Gorenflo , Francesco Mainardi , Daniele Moretti , Gianni Pagnini , Paolo Paradisi

We consider a Langevin equation with variable drift and diffusion coefficients separable in time and space and its corresponding Fokker-Planck equation in the Stratonovich approach. From this Fokker-Planck equation we obtain a class of…

Statistical Mechanics · Physics 2011-07-06 Kwok Sau Fa

In the description of transport phenomena an important aspect represents the diffusion. In certain cases the diffusion may appear together with convection. In this paper we study the diffusion equation with the self similar Ansatz. With an…

Classical Physics · Physics 2023-04-17 L. Mátyás , I. F. Barna

We consider a system of two reaction-diffusion-advection equations describing the one dimensional directed motion of particles with superimposed diffusion and mutual alignment. For this system we show the existence of traveling wave…

Analysis of PDEs · Mathematics 2021-01-19 Heinrich Freistühler , Jan Fuhrmann

We study local conservation laws of variable coefficient diffusion-convection equations of the form $f(x)u_t=(g(x)A(u)u_x)_x+h(x)B(u)u_x$. The main tool of our investigation is the notion of equivalence of conservation laws with respect to…

Mathematical Physics · Physics 2007-05-23 N. M. Ivanova , R. O. Popovych , C. Sophocleous

In this work, we construct a transformation between the solutions to the following reaction-convection-diffusion equation $$ \partial_t u=(u^m)_{xx}+a(x)(u^m)_x+b(x)u^m, $$ posed for $x\in\real$, $t\geq0$ and $m>1$, where $a$, $b$ are two…

We propose certain approach of solving two-dimensional non-stationary and stationary advection-diffusion-reaction boundary value problems through their reduction to the set of corresponding one-dimensional problems. This method leverages…

Numerical Analysis · Mathematics 2024-11-19 R. Drebotiy , H. Shynkarenko

A relation between Fick-Jacobs and Schr\"{o}dinger equation is shown. When the diffusion coefficient is constant, exact solutions for Fick-Jacobs equation are obtained. Using a change of variable the general case is studied.

Mathematical Physics · Physics 2012-11-27 Juan M. Romero , O. González-Gaxiola , G. Chacón-Acosta
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