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We study a quasilinear parabolic Cauchy problem with a cumulative distribution function on the real line as an initial condition. We call 'probabilistic solution' a weak solution which remains a cumulative distribution function at all…

Probability · Mathematics 2014-03-13 Benjamin Jourdain , Julien Reygner

A one dimensional fractional diffusion model with the Riemann-Liouville fractional derivative is studied. First, a second order discretization for this derivative is presented and then an unconditionally stable weighted average finite…

Numerical Analysis · Mathematics 2011-09-13 Ercília Sousa , Can Li

We discuss numerical aspects related to a new class of nonlinear Stochastic Differential Equations in the sense of McKean, which are supposed to represent non conservative nonlinear Partial Differential equations (PDEs). We propose an…

Probability · Mathematics 2016-08-03 Anthony Le Cavil , Nadia Oudjane , Francesco Russo

Waves propagating through weakly disordered smooth linear media undergo a universal phenomenon called branched flow. Branched flow has been observed and studied experimentally in various systems by considering coherent waves. Recent…

Analysis of PDEs · Mathematics 2025-04-09 Josselin Garnier , Antonio Picozzi , Theo Torres

This paper is concerned with analysis of coupled fractional reaction-diffusion equations. It provides analytical comparison for the fractional and regular reaction-diffusion systems. As an example, the reaction-diffusion model with cubic…

Adaptation and Self-Organizing Systems · Physics 2007-05-23 Vasyl Gafiychuk , Bohdan Datsko , Vitaliy Meleshko

We present a new method for the approximate solution of the strongly coupled, nonlinear stress-diffusion problem that appears when modeling hydrogen transport in metals. The most salient feature of the proposed approximation is that it is…

Materials Science · Physics 2024-06-21 Eva M. Andrés , Ignacio Romero

In this letter, we discuss how flow inhomogeneity affects the self-diffusion behavior in granular flows. Whereas self-diffusion scalings have been well characterized in the past for homogeneous shearing, the effect of shear localization and…

Soft Condensed Matter · Physics 2022-09-26 Riccardo Artoni , Michele Larcher , James Jenkins , Patrick Richard

Propagation of chaos for interacting particle systems has been an active research topic over decades. We propose an alternative approach to study the mean-field limit of the stochastic interacting particle systems via tools from information…

Probability · Mathematics 2025-01-07 Lei Li , Yuelin Wang , Yuliang Wang

We consider a general McKean-Vlasov stochastic differential equation driven by a rotationally invariant $\alpha$-stable process on $\mathbb{R}^d$ with $\alpha \in (1,2)$. We assume that the diffusion coefficient is the identity matrix and…

Analysis of PDEs · Mathematics 2024-01-29 Thomas Cavallazzi

A new non-conservative stochastic reaction-diffusion system in which two families of random walks in two adjacent domains interact near the interface is introduced and studied in this paper. Such a system can be used to model the transport…

Probability · Mathematics 2021-01-12 Zhen-Qing Chen , Wai-Tong Louis Fan

We introduce a \textit{non-modal} analysis technique that characterizes the diffusion properties of spectral element methods for linear convection-diffusion systems. While strictly speaking only valid for linear problems, the analysis is…

Computational Physics · Physics 2019-01-30 Pablo Fernandez , Rodrigo Moura , Gianmarco Mengaldo , Jaime Peraire

Randomization of the Lagrangian chaos in fluid dynamics has been analyzed using results of direct numerical simulations, laboratory measurements, and oceanic observations. The notion of distributed chaos has been used in order to quantify…

Fluid Dynamics · Physics 2023-11-08 A. Bershadskii

Invariant manifolds are fundamental tools for describing and understanding nonlinear dynamics. In this paper, we present a theory of stable and unstable manifolds for infinite dimensional random dynamical systems generated by a class of…

Dynamical Systems · Mathematics 2019-08-15 Jinqiao Duan , Kening Lu , Bjorn Schmalfuss

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

A review of non-diffusive transport in fluids and plasmas is presented. In the fluid context, non-diffusive chaotic transport by Rossby waves in zonal flows is studied following a Lagrangian approach. In the plasma physics context the…

Fluid Dynamics · Physics 2015-05-19 D. del-Castillo-Negrete

The analysis of the low-frequency conductivity spectra of the clay-water mixtures is presented. The conductivity spectra for samples at different water content values are shown to collapse to a single master curve when appropriately…

Soft Condensed Matter · Physics 2007-05-23 Dean Korosak , Bruno Cvikl , Janja Kramer , Renata Jecl , Anita Prapotnik , Miran Veselic

We study wave propagation in strongly nonlinear 1D diatomic granular crystals under an impact load. Depending on the mass ratio of the `light' to `heavy' beads, this system exhibits rich wave dynamics from highly localized traveling waves…

Soft Condensed Matter · Physics 2015-12-09 E. Kim , R. Chaunsali , H. Xu , J. Jaworski , J. Yang , P. Kevrekidis , A. F. Vakakis

It is shown how Adler's trace dynamics can be applied to stochastic mechanics and other complex classical dynamical systems. Emergent non-commutivity due to the fractal nature of sample trajectories is closely related to the fact that the…

Quantum Physics · Physics 2007-05-23 Mark Davidson

In this paper, we propose a non-parametric method for state estimation of high-dimensional nonlinear stochastic dynamical systems, which evolve according to gradient flows with isotropic diffusion. We combine diffusion maps, a manifold…

Signal Processing · Electrical Eng. & Systems 2019-02-26 Tal Shnitzer , Ronen Talmon , Jean-Jacques Slotine

Based on a coupling approach, we prove uniform in time propagation of chaos for weakly interacting mean-field particle systems with possibly non-convex confinement and interaction potentials. The approach is based on a combination of…

Probability · Mathematics 2018-05-30 Alain Durmus , Andreas Eberle , Arnaud Guillin , Raphael Zimmer