Related papers: Lie symmetries methods in boundary crossing proble…
In this paper, we discuss initial-boundary value problems for linear diffusion equation with multiple time-fractional derivatives. By means of the Mittag-Leffler function and the eigenfunction expansion, we reduce the problem to an integral…
The classical approach to diffusion processes is based on Fick's law that the flux is proportional to the concentration gradient. Various phenomena occurring during propagation of penetrating liquids in polymers show that this type of…
We study a stochastic process $X_t$ related to the Bessel and the Rayleigh processes, with various applications in physics, chemistry, biology, economics, finance and other fields. The stochastic differential equation is $dX_t = (nD/X_t) dt…
The crossover among two or more types of diffusive processes represents a vibrant theme in nonequilibrium statistical physics. In this work we propose two models to generate crossovers among different L\'evy processes: in the first model we…
We consider classical solutions to the kinetic Fokker-Planck equation on a bounded domain $\mathcal O \subset~\mathbb{R}^d$ in position, and we obtain a probabilistic representation of the solutions using the Langevin diffusion process with…
We study a nonlinear system of partial differential equations which describe rotating shallow water with an arbitrary constant polytropic index $\gamma $ for the fluid. In our analysis we apply the theory of symmetries for differential…
Numerous applications all the way from biology and physics to economics depend on the density of first crossings over a boundary. Motivated by the lack of analytical tools for computing first-passage time densities (FPTDs) for complex…
The Shigesada-Kawasaki-Teramoto system, which consists of two reaction-diffusion equations with variable cross-diffusion and quadratic nonlinearities, is considered. The system is the most important case of the biologically motivated model…
We study the existence and uniqueness of mild and strong solutions of nonlocal nonlinear diffusion problems of $p$-Laplacian type with nonlinear boundary conditions posed in metric random walk spaces. These spaces include, among others,…
We study invariant solutions of a certain class of time-fractional diffusion-wave equations with variable coefficients via Lie symmetry analysis. In physics, the fractional diffusion equation describes transport dynamics that are governed…
We propose a new Neural Galerkin Normalizing Flow framework to approximate the transition probability density function of a diffusion process by solving the corresponding Fokker-Planck equation with an atomic initial distribution,…
A nonlinear Fokker-Planck equation that arises in the framework of statistical mechanics based on the Sharma-Taneja-Mittal entropy is studied via Lie symmetry analysis. The equation describes kinetic processes in anomalous mediums where…
A finite difference method is constructed to solve singularly perturbed convection-diffusion problems posed on smooth domains. Constraints are imposed on the data so that only regular exponential boundary layers appear in the solution. A…
We consider a family of initial boundary value problems governed by a fractional diffusion equation with Caputo derivative in time, where the parameter is the Newton heat transfer coefficient linked to the Robin condition on the boundary.…
We consider the solvability of the Fokker-Planck equation with both time-dependent drift and diffusion coefficients by means of the similarity method. By the introduction of the similarity variable, the Fokker-Planck equation is reduced to…
A variety of boundary value problems in linear transport theory are expressed as a diffusion equation of the two-way, or forward-backward, type. In such problems boundary data are specified only on part of the boundary, which introduces…
A heat equation with non-constant diffusivity depending as a power law on the spatial variable is analysed using Lie's method to identify classical point symmetries. It is shown that the group invariant solutions of a four-dimensional…
The dynamics of the open or closed state region of an ion channel may be described by a probability density $p(x,t)$ which satisfies a Fokker-Planck equation. The closed state dwell-time distribution $f_c(t)$ derived from the Fokker-Planck…
A cross-diffusion system describing ion transport through biological membranes or nanopores in a bounded domain with mixed Dirichlet-Neumann boundary conditions is analyzed. The ion concentrations solve strongly coupled diffusion equations…
We consider a class of time-homogeneous diffusion processes on $\mathbb{R}^{n}$ with common invariant measure but varying volatility matrices. In Euclidean space, we show via stochastic control of the diffusion coefficient that the…