Related papers: Exact persistence exponent for the $2d$-diffusion …
We present an exact analytical solution to the problem of shear dispersion given a general initial condition. The solution is expressed as an infinite series expansion involving Mathieu functions and their eigenvalues. The eigenvalue system…
When identical particles on a line collide, they merge and continue as one. Exact determinantal formulas have long been available for particles conditioned never to collide, but collisions change the number of particles, and exact…
We study the scalar one-component two-dimensional (2D) $\phi^4$ model by computer simulations, with local Metropolis moves. The equilibrium exponents of this model are well-established, e.g. for the 2D $\phi^4$ model $\gamma= 1.75$ and…
For a smooth bounded domain $\Omega\subseteq\mathbb{R}^n$, $n\geq 3$, we consider the fast diffusion equation with critical sobolev exponent $$\frac{\partial w}{\partial\tau} =\Delta w^{\frac{n-2}{n+2}}$$ under Dirichlet boundary condition…
We study the Poisson equation Lu+f=0 in R^d, where L is the infinitesimal generator of a diffusion process. In this paper, we allow the second-order part of the generator L to be degenerate, provided a local condition of Doeblin type is…
According to a theorem of S. Schumacher and T. Brox, for a diffusion $X$ in a Brownian environment it holds that $(X_t-b_{\log t})/\log^2t\to 0 $ in probability, as $t\to\infty$, where $b_{\cdot}$ is a stochastic process having an explicit…
Self-similar solutions of the coherent diffusion equation are derived and measured. The set of real similarity solutions is generalized by the introduction of a nonuniform phase surface, based on the elegant Gaussian modes of optical…
Let $\sigma(u)$, $u\in \mathbb{R}$ be an ergodic stationary Markov chain, taking a finite number of values $a_1,...,a_m$, and $b(u)=g(\sigma(u))$, where $g$ is a bounded and measurable function. We consider the diffusion type process $$…
This paper discusses finite time extinction for a perturbed fast diffusion equation with dynamic boundary conditions. The fast diffusion equation has the characteristic property of decay, such as the solution decays to zero in a finite…
We give a criterion for the Kac conjecture asserting that the free term of the polynomial counting the absolutely indecomposable representations of a quiver over a finite field of given dimension coincides with the corresponding root…
In a recent Letter Bray and Blythe have shown that the survival probability P(t) of an A particle diffusing with a diffusion coefficient D_A in a 1D system with diffusive traps B is independent of D_A in the asymptotic limit t \to \infty…
We introduce a model of two coupled reaction-diffusion equations to describe the dynamics and propagation of flame fronts in random media. The model incorporates heat diffusion, its dissipation, and its production through coupling to the…
The leading Pollicott-Ruelle resonance is calculated analytically for a general class of two-dimensional area-preserving maps. Its wave number dependence determines the normal transport coefficients. In particular, a general exact formula…
Diffusion may obliterate fluctuation signals of the QCD phase transition in nuclear collisions at SPS and RHIC energies. We propose a hyperbolic diffusion equation to study the dissipation of net charge fluctuations. This equation is needed…
We study the asymptotic behaviour near extinction of positive solutions of the Cauchy problem for the fast diffusion equation with a critical exponent. After a suitable rescaling which yields a non--linear Fokker--Planck equation, we find a…
Turbulent relative dispersion is studied theoretically with a focus on the evolution of probability distribution of the relative separation of two passive particles. A finite separation speed and a finite correlation of relative velocity,…
We consider a system of q diffusing particle species A_1,A_2,...,A_q that are all equivalent under a symmetry operation. Pairs of particles may annihilate according to A_i + A_j -> 0 with reaction rates k_{ij} that respect the symmetry, and…
We prove the universality of the large deviations principle for the empirical measures of zeros of random polynomials whose coefficients are i.i.d. random variables possessing a density with respect to the Lebesgue measure on C, R or R + ,…
We consider the probability $P(t)$ that a given site remains unvisited by any of a set of random walkers in $d$ dimensions undergoing the reaction $A+A\to0$ when they meet. We find that asymptotically $P(t)\sim t^{-\theta}$ with a universal…
We study a system of particles which jump on the sites of the interval $[1,L]$ of $\mathbb Z$. The density at the boundaries is kept fixed to simulate the action of mass reservoirs. The evolution depends on two parameters $\lambda'\ge 0$…