Related papers: Two ways for numerical solution of the Kramers pro…
The diffusion problem over a saddle is studied using a multi-dimensional Langevin equation. An analytical solution is derived for a quadratic potential and the probability to pass over the barrier deduced. A very simple solution is given…
A new local discontinuous Galerkin (LDG) method for convection-diffusion equations on overlapping meshes with periodic boundary conditions was introduced in \cite{Overlap1}. With the new method, the primary variable $u$ and the auxiliary…
Particle distribution functions evolving under the Lorentz operator can be simulated with the Langevin equation for pitch angle scattering. This approach is frequently used in particle based Monte-Carlo simulations of plasma collisions,…
The Fractional Langevin Equation (FLE) describes a non-Markovian Generalized Brownian Motion with long time persistence (superdiffusion), or anti-persistence (subdiffusion) of both velocity-velocity correlations, and position increments. It…
In this paper we study elliptic partial differential equations with rapidly varying diffusion coefficient that can be represented as a perturbation of a reference coefficient. We develop a numerical method for efficiently solving multiple…
We study the dynamics of Brownian particles in a heterogeneous one-dimensional medium with a spatially-dependent diffusion coefficient of the form $D(x)\sim |x|^c$, at constant temperature. The particle's probability distribution function…
The paper deals with the description of particle deposition on walls from a turbulent flow over a large range of particle diameter, using a Langevin PDF model. The first aim of the work is to test how the present Langevin model is able to…
We present several approaches for deriving the coarse-grained continuous Langevin equation (or Edwards-Wilkinson equation) from a random deposition with surface relaxation (RDSR) model. First we introduce a novel procedure to divide the…
In this article, we discuss the numerical solution of diffusion equations on random surfaces within the isogeometric framework. We describe in detail, how diffusion problems on random surfaces can be modelled and how quantities of interest…
This article discusses the modeling of perturbed potential temperature in an atmospheric boundary layer. We adopt a convection-diffusion model with specified initial and boundary conditions that resulted from simplifying the linearized…
We propose a one-dimensional (1D) diffusion equation (heat equation) for systems in which the diffusion constant (thermal diffusivity) varies alternately with a spatial period $a$. We solve the time evolution of the field (temperature)…
We consider the stochastic dynamics of a system linearly coupled to a hierarchical thermal bath with two well-separated inherent timescales: one slow, and one fast. The slow part of the bath is modeled as a set of harmonic oscillators and…
When a Brownian particle, initially being in the potential well, overcomes the barrier and moves to the absorptive border, it still has a chance to be scattered back to the well by thermal fluctuations. We study this phenomenon carefully…
We study the real time dynamics of a quantum system with potential barrier coupled to a heat-bath environment. Employing the path integral approach an evolution equation for the time dependent density matrix is derived. The time evolution…
We establish the decay of the solutions of the damped wave equations in one dimensional space for the Dirichlet, Neumann, and dynamic boundary conditions where the damping coefficient is a function of space and time. The analysis is based…
Many processes in chemistry, physics, and biology depend on thermally activated events in which the system changes its state by surmounting an activation barrier. Examples range from chemical reactions, protein folding, and nucleation…
Solid fuel ignition models, for which the dynamics of the temperature is independent of the single-species mass fraction, attempt to follow the dynamics of an explosive event. Such models may take the form of singular, degenerate,…
This paper is focussed on the numerical resolution of diffusion advection and reaction equations (DAREs) with special features (such as fractures, walls, corners, obstacles or point loads) which globally, as well as locally, have important…
A variety of boundary value problems in linear transport theory are expressed as a diffusion equation of the two-way, or forward-backward, type. In such problems boundary data are specified only on part of the boundary, which introduces…
We solve the linear advection-diffusion equation with a variable speed on a semi-infinite line. The variable speed is determined by an additional condition at the boundary, which models the dynamics of a contact line of a hydrodynamic flow…