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The Laplace transform of the $d$-dimensional distribution of Brownian excursion is expressed as the Laplace transform of the $(d+1)$-dimensional distribution of an auxiliary Markov process, started from a $\sigma$-finite measure and with…
A lattice Boltzmann model is introduced which simulates oil-water-surfactant mixtures. The model is based on a Ginzburg-Landau free energy with two scalar order parameters. Diffusive and hydrodynamic transport is included. Results are…
The behavior of the self diffusion constant of Langevin particles interacting via a pairwise interaction is considered. The diffusion constant is calculated approximately within a perturbation theory in the potential strength about the bare…
The aforementioned celebrated model, though a breakthrough in Stochastic processes and a great step toward the construction of the Brownian motion leads to a paradox: infinite propagation speed and violation of the 2nd law of…
This paper is devoted to the study of some nonlinear parabolic equations with discontinuous diffusion intensities. Such problems appear naturally in physical and biological models. Our analysis is based on variational techniques and in…
We study the biased diffusion of particles moving in one direction under the action of a constant force in the presence of a piecewise linear random potential. Using the overdamped equation of motion, we represent the first and second…
The nonlinear diffusion in multicomponent liquids under chemical reactions influence has been studied. The theory is applied to the analysis of mass transfer in a solution of acetone-benzene. It has been shown, that the creation of…
Reduced quasilinear (QL) and nonlinear (gradient-driven) models with scale separations, commonly used to interpret experiments and to forecast turbulent transport levels in magnetised plasmas are tested against nonlinear models without…
We present a model of anomalous diffusion consisting of an ensemble of particles undergoing homogeneous Brownian motion except for confinement by randomly placed reflecting boundaries. For power-law distributed compartment sizes, we…
We consider four different models of nonlinear diffusion equations involving fractional Laplacians and study the existence and properties of classes of self-similar solutions. Such solutions are an important tool in developing the general…
Benard-Marangoni convection in a system of two superimposed liquids is investigated theoretically. Extending previous studies the complete hydrodynamics of both layers is treated and buoyancy is consistently taken into account. The planform…
The modes of nonlinear propagation of the two-component electromagnetic pulses through optically uniaxial media containing resonant particles are studied. The features of their manifestation in the "dense" media and in the media with…
We present a model including diffusion and particle-size dispersion for separation of particles in deterministic lateral displacement devices also known as bumper arrays. We determine the upper critical diameter for diffusion-dominated…
We study a stochastic lattice gas of particles undergoing asymmetric diffusion in two dimensions. Transitions between a low-density uniform phase and high-density non-uniform phases characterized by localized or extended structure are…
The semi-discrete convolution with the Box Spline is an important tool in approximation theory. We give a formula for the difference between semi-discrete convolution and convolution with the Box Spline. This formula involves multiple…
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…
In this work we diagonalize the double-row transfer matrix of the supersymmetric t-J model with non-diagonal boundary terms by means of the algebraic Bethe ansatz. The corresponding reflection equations are studied and two distinct classes…
A stationary distribution function that describes the entire processes of propagation of relativistic particles, including the transition between the ballistic and diffusion regimes, is obtained. The spacial component of the constructed…
This paper studies countable systems of linearly and hierarchically interacting diffusions taking values in the positive quadrant. These systems arise in population dynamics for two types of individuals migrating between and interacting…
We present new extensions to a method for constructing several families of solvable one-dimensional time-homogeneous diffusions whose transition densities are obtainable in analytically closed-form. Our approach is based on a dual…