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In this paper we introduce a novel method to simulate lateral diffusion of inclusions in a fluctuating membrane. The regarded systems are governed by two dynamic processes: the height fluctuations of the membrane and the diffusion of the…

Soft Condensed Matter · Physics 2007-05-23 Ellen Reister-Gottfried , Stefan M. Leitenberger , Udo Seifert

The self-diffusion process of a hard sphere fluid confined by two parallel plates separated by a distance on the order of the particle diameter is studied. The starting point is a closed kinetic equation for the distribution function that…

Statistical Mechanics · Physics 2025-10-24 Manuel Mayo , María Isabel García de Soria , Pablo Maynar , José Javier Brey

Differentiability of semigroups is useful for many applications. Here we focus on stochastic differential equations whose diffusion coefficient is the square root of a differentiable function but not differentiable itself. For every…

Probability · Mathematics 2021-03-09 Martin Hutzenthaler , Daniel Pieper

We use analytical methods to construct the two-parameter Feller semigroup associated with a Markov process on a line with a moving membrane such that at the points on both sides of the membrane it coincides with the ordinary diffusion…

Probability · Mathematics 2020-03-10 Bohdan Kopytko , Roman Shevchuk

We consider subdiffusion of a particle in a one-dimensional system with a thin partially permeable wall. Passing through the wall, the particle can be absorbed with a certain probability. We call such a wall partially permeable partially…

Statistical Mechanics · Physics 2021-02-17 Tadeusz Kosztołowicz

In this paper we study a family of semilinear reaction-diffusion equations on thin spatial domains, lying close to a lower dimensional submanifold $M$. As the thickness tends to zero, the domains collapse onto (a subset of) $M$. As it was…

Analysis of PDEs · Mathematics 2007-05-23 Martino Prizzi , Krzysztof P. Rybakowski

Several problems, issued from physics, biology or the medical science, lead to parabolic equations set in two sub-domains separated by a membrane with selective permeability to specific molecules. The corresponding boundary conditions,…

Analysis of PDEs · Mathematics 2022-06-27 Giorgia Ciavolella , Benoît Perthame

Semi-Lagrangian methods have traditionally been developed in the framework of hyperbolic equations, but several extensions of the Semi-Lagrangian approach to diffusion and advection--diffusion problems have been proposed recently. These…

Numerical Analysis · Mathematics 2014-05-20 L. Bonaventura , R. Ferretti

In this work, we consider a linear age-structured problem with diffusion and non-homogeneous boundary conditions both for the age and the space variables. We handle this linear problem by re-writing it as a non-densely defined abstract…

Analysis of PDEs · Mathematics 2021-05-18 Arnaud Ducrot , Pierre Magal , Alexandre Thorel

Diffusion of particles through an heterogenous obstacle line is modeled as a two-dimensional diffusion problem with a one--directional nonlinear convective drift and is examined using two-scale asymptotic analysis. At the scale where the…

Analysis of PDEs · Mathematics 2018-04-24 Emilio N. M. Cirillo , Ida de Bonis , Adrian Muntean , Omar Richardson

We have established previously, in a lead-in study, that the spreading of liquids in particulate porous media at low saturation levels, characteristically less than 10% of the void space, has very distinctive features in comparison to that…

Fluid Dynamics · Physics 2018-08-21 Penpark Sirimark , Alex V. Lukyanov , Tristan Pryer

We present a method of deriving two boundary conditions at a thin membrane for diffusion from experimental data. This method can be really useful in complex membrane systems in which we do not know mechanisms of processes occurring within…

Statistical Mechanics · Physics 2018-08-01 Katarzyna D. Lewandowska , Tadeusz Kosztołowicz

Diffusion processes have been widely used for approximations in the queueing theory. There are different types of diffusion approximations. Among them, we are interested in those obtained through limits of a sequence of models which…

Probability · Mathematics 2015-01-20 Masakiyo Miyazawa

We provide a probabilistic representation for the derivative of the semigroup corresponding to a diffusion process killed at the boundary of a half interval. In particular, we show that the derivative of the semi-group can be expressed as…

Probability · Mathematics 2024-06-10 Dan Crisan , Arturo Kohatsu-Higa

Light diffusion is usually associated with thick, opaque media. Indeed, multiple scattering is necessary for the onset of the diffusive regime and such condition is generally not met in almost transparent media. Nonetheless, at long enough…

This paper proposes to address the issue of complexity reduction for the numerical simulation of multiscale media in a quasi-periodic setting. We consider a stationary elliptic diffusion equation defined on a domain $D$ such that…

Numerical Analysis · Mathematics 2019-09-11 Quentin Ayoul-Guilmard , Anthony Nouy , Christophe Binetruy

The diffusion of finite-size hard-core interacting particles in two- or three-dimensional confined domains is considered in the limit that the confinement dimensions become comparable to the particle's dimensions. The result is a nonlinear…

Mathematical Physics · Physics 2017-03-23 Maria Bruna , S. Jonathan Chapman

We present two limit theorems, a mean ergodic and a central limit theorem, for a specific class of one-dimensional diffusion processes that depend on a small-scale parameter $\varepsilon$ and converge weakly to a homogenized diffusion…

Probability · Mathematics 2025-10-23 Jaroslav I. Borodavka , Sebastian Krumscheid

A quasi-two-dimensional system of hard spheres strongly confined between two parallel plates is considered. The attention is focussed on the macroscopic self-diffusion process observed when the system is looked from above or from below. The…

Statistical Mechanics · Physics 2020-01-09 J. Javier Brey , M. I. García de Soria , P. Maynar

We extend the transfer matrix method of one-dimensional hard core fluids placed between confining walls for that case where the particles can pass each other and at most two layers can form. We derive an eigenvalue equation for a…

Statistical Mechanics · Physics 2015-06-29 Peter Gurin , Szabolcs Varga