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One-dimensional non-equilibrium models of particles subjected to a coagulation-diffusion process are important in understanding non-equilibrium dynamics, and fluctuation-dissipation relation. We consider in this paper transport properties…

Statistical Mechanics · Physics 2015-06-18 Jean-Yves Fortin

We study the existence of densities for distributions of piecewise deterministic Markov processes. We also obtain relationships between invariant densities of the continuous time process and that of the process observed at jump times. In…

Probability · Mathematics 2020-06-03 Piotr Gwiżdż , Marta Tyran-Kamińska

In this paper we study a family of nonlinear (conditional) expectations that can be understood as a semimartingale with uncertain local characteristics. Here, the differential characteristics are prescribed by a time and path-dependent…

Probability · Mathematics 2023-11-07 David Criens , Lars Niemann

Let $L_t:=\Delta_t+Z_t$ for a $C^{1,1}$-vector field $Z$ on a differential manifold $M$ with boundary $\partial M$, where $\Delta_t$ is the Laplacian induced by a time dependent metric $g_t$ differentiable in $t\in [0,T_c)$. We first…

Probability · Mathematics 2017-08-17 Li-Juan Cheng , Kun Zhang

Based on Fick's 2nd law the development of moving particle semi-implicit method for predicting diffusion process is proposed in this study

Fluid Dynamics · Physics 2020-10-07 Ziqi Zhou

In this paper we present analytical and random walk based solutions to diffusion in semi-permeable layered media with varying diffusivity. We propose a new random walk transit model (hybrid model) based on treating the membrane permeability…

Biological Physics · Physics 2022-01-27 Ignasi Alemany , Jan N. Rose , Jérôme Garnier-Brun , Andrew D. Scott , Denis J. Doorly

We study the asymptotic behaviour of a system of nonlinear reaction--diffusion--advection equations in a domain consisting of two bulk regions connected via microscopic channels distributed within a thin membrane. Both the width of the…

Analysis of PDEs · Mathematics 2025-12-15 Lucas M. Fix , Gianna Götzmann , Malte A. Peter , Jan-F. Pietschmann

This work focuses on a class of regime-switching jump diffusion processes, which is a two component Markov processes $(X(t),\Lambda(t))$, where $\Lambda(t)$ is a component representing discrete events taking values in a countably infinite…

Probability · Mathematics 2018-10-22 Fubao Xi , George Yin , Chao Zhu

The Keller-Segel model is a system of partial differential equations that describes the movement of cells or organisms in response to chemical signals, a phenomenon known as chemotaxis. In this study, we analyze a doubly parabolic…

Analysis of PDEs · Mathematics 2025-03-27 Anne Caroline Bronzi , Crystianne Lilian de Andrade

Diffusion rates through a membrane can be asymmetric, if the diffusing particles are spatially extended and the pores in the membrane have asymmetric structure. This phenomenon is demonstrated here via a deterministic simulation of a…

Statistical Mechanics · Physics 2007-05-23 Norman Packard , Rob Shaw

We consider a particle transport process in a one-dimensional system with a thin membrane, described by a normal diffusion equation. We consider two boundary conditions at the membrane that are linear combinations of integral operators,…

Statistical Mechanics · Physics 2022-05-24 Tadeusz Kosztołowicz , Aldona Dutkiewicz

This paper deals with a nonhomogeneous scalar parabolic equation with possibly degenerate diffusion term; the process has only one stationary state. The equation can be interpreted as modeling collective movements (crowd dynamics, for…

Analysis of PDEs · Mathematics 2017-02-17 Andrea Corli , Luisa Malaguti

We study fluctuations of the empirical processes of a non-equilibrium interacting particle system consisting of two species over a domain that is recently introduced in [8] and establish its functional central limit theorem. This…

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

From the perspective of physical properties, the cell membrane is an exotic two-dimensional material that has a dual nature: it exhibits characteristics of fluids, i.e., lipid molecules show lateral diffusion, while also demonstrating…

Soft Condensed Matter · Physics 2024-04-19 Vikash Pandey , Dhrubaditya Mitra

Under natural assumptions, a Feller type diffusion approximation is derived for critical, irreducible multi-type continuous state and continuous time branching processes with immigration. Namely, it is proved that a sequence of…

Probability · Mathematics 2016-07-25 Matyas Barczy , Gyula Pap

We propose and study a one-dimensional model which consists of two cross-diffusion systems coupled via a moving interface. The motivation stems from the modelling of complex diffusion processes in the context of the vapor deposition of thin…

Analysis of PDEs · Mathematics 2024-07-23 Clément Cancès , Jean Cauvin-Vila , Claire Chainais-Hillairet , Virginie Ehrlacher

Under natural assumptions a Feller type diffusion approximation is derived for critical multi-type branching processes with immigration when the offspring mean matrix is primitive (in other words, positively regular). Namely, it is proved…

Probability · Mathematics 2012-05-03 Márton Ispány , Gyula Pap

We study mean-field inclusion processes with an additional slow phase, in which particle interactions occur at a vanishing rate proportional to the inverse system size. In the thermodynamic limit, such systems exhibit condensation at high…

Probability · Mathematics 2025-07-21 Simon Gabriel

We study the regularity of a diffusion on a simplex with singular drift and reflecting boundary condition which describes a finite system of particles on an interval with Coulomb interaction and reflection between nearest neighbors. As our…

Probability · Mathematics 2009-03-31 Sebastian Andres , Max-K. von Renesse

Collective modes in two-dimensional electron fluids show an interesting response to a background carrier flow. Surface plasmons propagating on top of a flowing Fermi liquid acquire a non-reciprocal character manifest in a $\pm k$ asymmetry…

Mesoscale and Nanoscale Physics · Physics 2020-01-01 Haoyang Gao , Zhiyu Dong , Leonid Levitov