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We analyze the influence of boundary conditions on numerical simulations of the diffusive properties of a two dimensional granular gas. We show in particular that periodic boundary conditions introduce unphysical correlations in time which…
Lateral diffusion of molecules on surfaces plays a very important role in various biological processes, including lipid transport across the cell membrane, synaptic transmission and other phenomena such as exo- and endocytosis, signal…
We study the linear wave equation on a class of spatially homogeneous and isotropic Friedmann-Lema\^itre-Robertson-Walker (FLRW) spacetimes in the decelerated regime with spatial topology $\mathbb{R}^3$. Employing twisted $t$-weighted…
We study the temperature control problem for Langevin diffusions in the context of non-convex optimization. The classical optimal control of such a problem is of the bang-bang type, which is overly sensitive to errors. A remedy is to allow…
The non-stationary relaxation and physical ageing in the diffusion-limited erosion process ({\sc dle}) is studied through the exact solution of its Langevin equation, in $d$ spatial dimensions. The dynamical exponent $z=1$, the growth…
We consider the numerical approximation of the radiative transfer equation using discontinuous angular and continuous spatial approximations for the even parts of the solution. The even-parity equations are solved using a diffusion…
The Langevin equation is a common tool to model diffusion at a single-particle level. In non-homogeneous environments, such as aqueous two-phase systems or biological condensates with different diffusion coefficients in different phases,…
The time-fractional diffusion equation is considered, where the time derivative is either of Caputo or Riemann-Liouville type. The solution of a general initial-boundary value problem with time-dependent boundary conditions over bounded and…
We present an extended version of an invited talk given on the International Conference "Turbulent Mixing and Beyond". The dynamical and statistical description of stably stratified turbulent boundary layers with the important example of…
The numerical approximation of an inverse problem subject to the convection--diffusion equation when diffusion dominates is studied. We derive Carleman estimates that are on a form suitable for use in numerical analysis and with explicit…
Discontinuous transitions into absorbing states require an effective mechanism that prevents the stabilization of low density states. They can be found in different systems, such as lattice models or stochastic differential equations (e.g.…
In theory, diffusion curves promise complex color gradations for infinite-resolution vector graphics. In practice, existing realizations suffer from poor scaling, discretization artifacts, or insufficient support for rich boundary…
The paper treats the propagation of a hydraulically driven crack. We explicitly write the local speed equation, which facilitates using the theory of propagating interfaces. It is shown that when neglecting the lag between the liquid front…
We improve the time decay estimates of solutions to the one-dimensional fractional diffusion equation involving the Caputo derivative. The equation is considered on the half-line. Depending on the boundary condition, we show that solutions…
A combination of reaction-diffusion models with moving-boundary problems yields a system in which the diffusion (spreading and penetration) and reaction (transformation) evolve the system's state and geometry over time. These systems can be…
Studies of solar and stellar convection often employ simple polytropic setups using the diffusion approximation instead of solving the proper radiative transfer equation. This allows one to control separately the polytropic index of the…
The diffraction of a plane wave by a transversely inhomogeneous isotropic nonmagnetic linearly polarized dielectric layer filled with a Kerr-type nonlinear medium is considered. The analytical and numerical solution techniques are…
We prove a Large Deviations Principle (LDP) for systems of diffusions (particles) interacting through their ranks, when the number of particles tends to infinity. We show that the limiting particle density is given by the unique solution of…
Wave propagation problems for heterogeneous media are known to have many applications in physics and engineering. Recently, there has been an increasing interest in stochastic effects due to the uncertainty, which may arise from impurities…
We consider the generalized Langevin equation (GLE) in a harmonic potential with power law decay memory. We study the anomalous diffusion of the particle's displacement and velocity. By comparison with the free particle situation in which…