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A Langevin equation is suggested to describe a system driven by correlated Gaussian white noise as well as with positive and negative damping demarcated by a critical velocity. The equation can be transformed into the Fokker-Planck equation…

Physics and Society · Physics 2019-09-11 Peng Wang , Feng-Chun Pan , Jie Huo , Xu-Ming Wang

A general class of cross-diffusion systems for two population species in a bounded domain with no-flux boundary conditions and Lotka-Volterra-type source terms is analyzed. Although the diffusion coefficients are assumed to depend linearly…

Analysis of PDEs · Mathematics 2015-12-04 Ansgar Jüngel , Nicola Zamponi

We provide a detailed description of the structure of the transition probabilities and of the hitting distributions of boundary components of a manifold with corners for a degenerate strong Markov process arising in population genetics. The…

Analysis of PDEs · Mathematics 2017-07-27 Charles L. Epstein , Camelia A. Pop

Systems of N = 1, 2, . . . first-order hyperbolic conservation laws feature N undamped waves propagating at finite speeds. On their own hand, multi-step Finite Difference and lattice Boltzmann schemes with q = N + 1, N + 2, . . . unknowns…

Numerical Analysis · Mathematics 2026-02-11 Thomas Bellotti

A novel probabilistic framework for modelling anomalous diffusion is presented. The resulting process is Markovian, non-homogeneous, non-stationary, non-ergodic, and state-dependent. The fundamental law governing this process is driven by…

Mathematical Physics · Physics 2025-03-07 Nestor Barraza , Gabriel Pena , Juliana Gambini , Florencia Carusela

Weakly nonlinear amplitude equations are derived for the onset of spatially extended patterns on a general class of n-component bulk-surface reaction-diffusion systems in a ball, under the assumption of linear kinetics in the bulk and…

Pattern Formation and Solitons · Physics 2025-05-27 Edgardo Villar-Sepúlveda , Alan R. Champneys , Davide Cusseddu , Anotida Madzvamuse

We consider weak solutions of the inhomogeneous non-cutoff Boltzmann equation in a bounded domain with any of the usual physical boundary conditions: in-flow, bounce-back, specular-reflection and diffuse-reflection. When the mass, energy…

Analysis of PDEs · Mathematics 2023-05-05 Zhimeng Ouyang , Luis Silvestre

We study Brownian flows on manifolds for which the associated Markov process is strongly mixing with respect to an invariant probability measure and for which the distance process for each pair of trajectories is a diffusion $r$. We provide…

Probability · Mathematics 2015-11-02 Michael Cranston , Benjamin Gess , Michael Scheutzow

We study the existence of Feller semigroups arising in the theory of multidimensional diffusion processes. We study bounded perturbations of elliptic operators with boundary conditions containing an integral over the closure of the domain…

Analysis of PDEs · Mathematics 2014-05-05 Pavel Gurevich

In this paper we examine boundary effects in a fractional chemotactic equation derived from a kinetic transport model describing cell movement in response to chemical gradients (chemotaxis). Specifically, we analyze reflecting boundary…

Analysis of PDEs · Mathematics 2025-06-05 Gissell Estrada-Rodriguez , Heiko Gimperlein

We study two-component single-file diffusion inside a narrow channel that at its ends is open and connected with particle reservoirs. Using a two-species version of the symmetric simple exclusion process as a model, we propose a…

Soft Condensed Matter · Physics 2007-05-23 Andreas Brzank , Gunter M. Schuetz

In this chapter we review the electrostatic properties of charged membranes in aqueous solutions, with or without added salt, employing simple physical models. The equilibrium ionic profiles close to the membrane are governed by the…

Soft Condensed Matter · Physics 2023-01-05 Tomer Markovich , David Andelman , Rudi Podgornik

We consider an elliptic and time-inhomogeneous diffusion process with time-periodic coefficients evolving in a bounded domain of $\mathbb{R}^d$ with a smooth boundary. The process is killed when it hits the boundary of the domain (hard…

Probability · Mathematics 2016-03-22 Pierre Del Moral , Denis Villemonais

Conditions on the generator of a Markov process to control the fluctuations of its bridges are found. In particular, continuous time random walks on graphs and gradient diffusions are considered. Under these conditions, a concentration of…

Probability · Mathematics 2016-03-08 Giovanni Conforti

We study boundary integral formulations for an interior/exterior initial boundary value problem arising from the thermo-elasto-dynamic equations in a homogeneous and isotropic domain. The time dependence is handled, based on Lubich's…

Numerical Analysis · Mathematics 2020-10-13 George C. Hsiao , Tonatiuh Sánchez-Vizuet

We investigate some asymptotic properties of general Markov processes conditioned not to be absorbed by moving boundaries. We first give general criteria involving an exponential convergence towards the Q-process, that is the law of the…

Probability · Mathematics 2020-05-13 William Oçafrain

We explore the diffusion process in the non-Markovian spatio-temporal noise.%the escape rate problem in the non-Markovian spatio-temporal random noise. There is a non-trivial short memory regime, i.e., the Markovian limit characterized by a…

Statistical Mechanics · Physics 2009-11-13 Takaaki Monnai , Ayumu Sugita , Katsuhiro Nakamura

By considering the master equation of the partially asymmetric diffusion process on a one-dimensional lattice, the most general boundary condition (i.e. interactions) for the multi-species reaction-diffusion processes is considered.…

Statistical Mechanics · Physics 2009-11-11 M. Alimohammadi , Y. Naimi

We study the well-posedness of a nonlinear reaction diffusion partial differential equation system on the half-line coupled with a stochastic dynamical boundary condition, a random system arising from the description of the chemical…

Probability · Mathematics 2025-05-12 Mario Maurelli , Daniela Morale , Stefania Ugolini

The problem of plane-wave diffraction on semi-infinite orthorhombic electromagnetic (photonic) crystals of general kind is considered. Boundary conditions are obtained in the form of infinite system of equations relating amplitudes of…

Materials Science · Physics 2009-11-10 Pavel A. Belov , Constantin R. Simovski