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In this paper, we establish the existence, uniqueness and stability results for the obstacle problem associated with a degenerate nonlinear diffusion equation perturbed by conservative gradient noise. Our approach revolves round introducing…

Probability · Mathematics 2025-04-17 Kai Du , Ruoyang Liu

Heterogeneity of many building materials complicates numerical modelling of structural behaviour. The material randomicity can be manifested by different values of material parameters of each material specimen. To capture inherent…

Computational Engineering, Finance, and Science · Computer Science 2026-02-17 Eliška Kočková , Anna Kučerová

In this work we present the homogenization of a reaction-diffusion model that includes an evolving microstructure. Such type of problems model, for example, mineral dissolution and precipitation in a porous medium. Hence, we are dealing…

Analysis of PDEs · Mathematics 2022-05-09 Markus Gahn , Iuliu Sorin Pop

Subdiffusive behavior of one-dimensional stochastic systems can be described by time-subordinated Langevin equations. The corresponding probability density satisfies the time-fractional Fokker-Planck equations. In the homogeneous systems…

Statistical Mechanics · Physics 2015-07-01 Rytis Kazakevicius , Julius Ruseckas

We have developed a coarse-grained formulation for modeling the dynamic behavior of cells quantitatively, based on stochasticity and heterogeneity, rather than on biochemical reactions. We treat each reaction as a continuous-time stochastic…

Molecular Networks · Quantitative Biology 2015-05-28 Shunsuke Teraguchi , Yutaro Kumagai , Alexis Vandenbon , Shizuo Akira , Daron M Standley

We provide an explicit rigorous derivation of a diffusion limit - a stochastic differential equation with additive noise - from a deterministic skew-product flow. This flow is assumed to exhibit time-scale separation and has the form of a…

Dynamical Systems · Mathematics 2015-05-27 I. Melbourne , A. M. Stuart

When a fluid carrying a passive solute flows quickly through porous media, three key macroscale transport mechanisms occur. These mechanisms are diffusion, advection and dispersion, all of which depend on the microstructure of the porous…

Fluid Dynamics · Physics 2024-10-16 Lucy C Auton , Mohit P. Dalwadi , Ian M. Griffiths

This paper studies homogenization of stochastic differential systems. The standard example of this phenomenon is the small mass limit of Hamiltonian systems. We consider this case first from the heuristic point of view, stressing the role…

Mathematical Physics · Physics 2018-08-16 Jeremiah Birrell , Jan Wehr

Diffusion is the macroscopic manifestation of disordered molecular motion. Mathematically, diffusion equations are partial differential equations describing the fluid-like large-scale dynamics of parcels of molecules. Spatially…

Fluid Dynamics · Physics 2018-10-26 F. Sattin , A. Bonato , L. Salasnich

We consider the homogenisation of the Stokes equations in a porous medium which is evolving in time. At the interface of the pore space and the solid part, we prescribe an inhomogeneous Dirichlet boundary condition, which enables to model a…

Analysis of PDEs · Mathematics 2021-09-14 David Wiedemann , Malte A. Peter

Many cellular behaviors are regulated by gene regulation networks, kinetics of which is one of the main subjects in the study of systems biology. Because of the low number molecules in these reacting systems, stochastic effects are…

Quantitative Methods · Quantitative Biology 2011-04-26 Jinzhi Lei

We consider the homogenisation of a coupled Stokes flow and advection-reaction-diffusion problem in a perforated domain with an evolving microstructure of size $\varepsilon$. Reactions at the boundaries of the microscopic interfaces lead to…

Analysis of PDEs · Mathematics 2024-04-05 Markus Gahn , Malte A. Peter , Iuliu Sorin Pop , David Wiedemann

Using equilibrium fluctuations to understand the response of a physical system to an externally imposed perturbation is the basis for linear response theory, which is widely used to interpret experiments and shed light on microscopic…

Statistical Mechanics · Physics 2024-06-24 Jérémie Klinger , Grant M. Rotskoff

In this article we formulate new models for coupled systems of bulk-surface reaction-diffusion equations on stationary volumes. The bulk reaction-diffusion equations are coupled to the surface reaction-diffusion equations through linear…

Analysis of PDEs · Mathematics 2015-06-23 Anotida Madzvamuse , Andy H. W. Chung , Chandrasekhar Venkataraman

A molecule traveling in a realistic propagation environment can experience stochastic interactions with other molecules and the environment boundary. The statistical behavior of some isolated phenomena, such as dilute unbounded molecular…

Chemical Physics · Physics 2015-05-20 Adam Noel , Karen C. Cheung , Robert Schober

A major challenge in flow through porous media is to better understand the link between microstructure and macroscale flow and transport. For idealised microstructures, the mathematical framework of homogenisation theory can be used for…

We study stochastic particle systems made up of heterogeneous units. We introduce a general framework suitable to analytically study this kind of systems and apply it to two particular models of interest in economy and epidemiology. We show…

Soft Condensed Matter · Physics 2013-02-06 Luis F. Lafuerza , Raul Toral

A statistical mechanical study of fluidized granular media is presented. Using a special energy injection mechanism, homogeneous fluidized stationary states are obtained. Molecular dynamics simulations and theoretical analysis of the…

Statistical Mechanics · Physics 2009-10-31 R. Soto , M. Mareschal

This paper aims to develop and provide a rigorous treatment to the problem of entropy regularized fine-tuning in the context of continuous-time diffusion models, which was recently proposed by Uehara et al. (arXiv:2402.15194, 2024). The…

Optimization and Control · Mathematics 2025-09-25 Wenpin Tang , Fuzhong Zhou

In this paper we study model reduction of linear and bilinear quadratic stochastic control problems with parameter uncertainties. Specifically, we consider slow-fast systems with unknown diffusion coefficient and study the convergence of…

Optimization and Control · Mathematics 2021-02-10 Hafida Bouanani , Carsten Hartmann , Omar Kebiri