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We evaluate the limit distribution of the maximal excursion of a random walk in any dimension for homogeneous environments and for self-similar supports under the assumption of spherical symmetry. This distribution is obtained in closed…
We consider a mathematical model for heterogeneous catalysis in a finite three-dimensional pore of cylinder-like geometry, with the lateral walls acting as a catalytic surface. The system under consideration consists of a…
Experimental measurements of properties of the large-scale circulation (LSC) in turbulent convection of a fluid heated from below in a cylindrical container of aspect ratio one are presented and used to test a model of diffusion in a…
The Persistent Turning Walker Model (PTWM) was introduced by Gautrais et al in Mathematical Biology for the modelling of fish motion. It involves a nonlinear pathwise functional of a non-elliptic hypo-elliptic diffusion. This diffusion…
We introduce a model of attractive penetrable spheres by adding a short range attractive square well outside a penetrable core, and we provide a detailed analysis of structural and thermodynamical properties in one dimension using the exact…
The models that are based of fractional derivatives should be highlighted among promising new models to describe turbulent fluid flows. In the present work, a steady-state flow in a duct is considered under the condition that the turbulent…
This paper proposes a novel reaction-diffusion system approximation tailored for singular diffusion problems, typified by the fast diffusion equation. While such approximation methods have been successfully applied to degenerate parabolic…
In this paper we develop a random walk model on lattice for coordinate dependent diffusion at constant temperature in contact with a heat bath. We employ here a coordinate dependent waiting time of the random walker to make the diffusivity…
Transport in biological systems often occurs in complex spatial environments involving random structures. Motivated by such applications, we investigate an idealised model for solute transport past an array of point sinks, randomly…
In this paper we study the asymptotic behavior of the Random-Walk Metropolis algorithm on probability densities with two different `scales', where most of the probability mass is distributed along certain key directions with the…
This paper studies the distribution of chain and maximal chain lengths in a causal set. We first provide a new derivation for these distributions for a causal set uniformly embedded in Minkowski space, for various dimensionalities, which…
We study the continuum version of Sinai's problem of a random walker in a random force field in one dimension. A method of stochastic representations is used to represent various probability distributions in this problem (mean probability…
A generalisation of reaction diffusion systems and their travelling solutions to cases when the productive part of the reaction happens only on a surface in space or on a line on plane but the degradation and the diffusion happen in bulk…
Rotationally symmetric bodies with longitudinal cross sections of parabolic shape are frequently used to model astrophysical objects, such as magnetospheres and other blunt objects, immersed in interplanetary or interstellar gas or plasma…
Problems involving the capture of a moving entity by a trap occur in a variety of physical situations, the moving entity being an electron, an excitation, an atom, a molecule, a biological object such as a receptor cluster, a cell, or even…
The problem of the emergence of wave dispersion due to the heterogeneity of a transmission line (TL) is considered. An exactly solvable model helps to better understand the physical process of a signal passing through a non-uniform section…
A physical-mathematical approach to anomalous diffusion may be based on fractional diffusion equations and related random walk models. The fundamental solutions of these equations can be interpreted as probability densities evolving in time…
The Smoluchowski coagulation-diffusion PDE is a system of partial differential equations modelling the evolution in time of mass-bearing Brownian particles which are subject to short-range pairwise coagulation. This survey presents a fairly…
We consider classical solutions to the kinetic Fokker-Planck equation on a bounded domain $\mathcal O \subset~\mathbb{R}^d$ in position, and we obtain a probabilistic representation of the solutions using the Langevin diffusion process with…
The long-time dynamics of reaction-diffusion processes in low dimensions is dominated by fluctuation effects. The one-dimensional coagulation-diffusion process describes the kinetics of particles which freely hop between the sites of a…