Related papers: Exact results on diffusion in a piecewise linear p…
We solve a model of sluggish stochastic motion in which a Brownian particle diffuses with a diffusion coefficient that decays algebraically with the distance to the origin, as $|x|^{-\alpha}$. Additionally, the particle resets with a…
We survey our recent articles dealing with one dimensional attractive zero range processes moving under site disorder. We suppose that the underlying random walks are biased to the right and so hyperbolic scaling is expected. Under the…
We propose an approach to approximate the boundary crossing probabilities for general one-dimensional diffusion processes, and derive the convergence rate for this approximation scheme. There results are based on the explicit expression of…
Despite the simplicity of one-particle dynamics, explicit expressions for the one-dimensional propagator on a circle suitable to numerical evaluation are surprisingly lacking -- not only in the presence of potentials but even in the free…
In this paper, the absorption of a particle undergoing L\'{e}vy flight in the presence of a point sink of arbitrary strength and position is studied. The motion of such a particle is given by a modified Fokker-Planck equation whose exact…
There are many fields where the transition from diffusive to ballistic motion is important. Here we deal with relaxation processes in nmr in gases. Correlation functions for trajectory variables (position and velocity) valid across this…
Laplace problems on planar domains can be solved by means of least-squares expansions associated with polynomial or rational approximations. Here it is shown that, even in the context of an analytic domain with analytic boundary data, the…
A novel fourth-order finite difference formula coupling the Crank-Nicolson explicit linearized method is proposed to solve Riesz space fractional nonlinear reaction-diffusion equations in two dimensions. Theoretically, under the Lipschitz…
The nonrelativistic standard model for a continuous, one-parameter diffusion process in position space is the Wiener process. As well-known, the Gaussian transition probability density function (PDF) of this process is in conflict with…
We consider the Beta polymer, an exactly solvable model of directed polymer on the square lattice, introduced by Barraquand and Corwin. We study the statistical properties of its point to point partition sum. The problem is equivalent to a…
We consider the continuous time random walk model (CTRW) of tracer's motion in porous medium flows based on the experimentally determined distributions of pore velocity and pore size reported in Holzner et al. Phys. Rev. E 92, 013015…
We study bounce solutions and associated negative modes in the class of piecewise linear triangular-shaped potentials that may be viewed as approximations of smooth potentials. In these simple potentials, the bounce solution and action can…
We extend to multi-dimensions the work of [1], where new fully explicit kinetic methods were built for the approximation of linear and non-linear convection-diffusion problems. The fundamental principles from the earlier work are retained:…
A Walsh diffusion on Euclidean space moves along each ray from the origin, as a solution to a stochastic differential equation with certain drift and diffusion coefficients, as long as it stays away from the origin. As it hits the origin,…
In this work, we apply a fast and accurate numerical method for solving fractional reaction-diffusion equations in unbounded domains. By using the Fourier-like spectral approach in space, this method can effectively handle the fractional…
The transport equation of active motion is generalised to consider time-fractional dynamics for describing the anomalous diffusion of self-propelled particles observed in many different systems. In the present study, we consider an…
Under general assumptions on the target distribution $p^\star$, we establish a sharp Lipschitz regularity theory for flow-matching vector fields and diffusion-model scores, with optimal dependence on time and dimension. As applications, we…
Dispersion of a passive scalar from concentrated sources in fully developed turbulent channel flow is studied with the probability density function (PDF) method. The joint PDF of velocity, turbulent frequency and scalar concentration is…
This paper provides a new numerical strategy to solve fractional in space reaction-diffusion equations on bounded domains under homogeneous Dirichlet boundary conditions. Using the matrix transform method the fractional Laplacian operator…
We calculate the diffusion coefficients of persistent random walks on cubic and hypercubic lattices, where the direction of a walker at a given step depends on the memory of one or two previous steps. These results are then applied to study…