Related papers: Exact results on diffusion in a piecewise linear p…
This paper is concerned with the inverse elastic scattering problem for a random potential in three dimensions. Interpreted as a distribution, the potential is assumed to be a microlocally isotropic Gaussian random field whose covariance…
We consider the effective surface motion of a particle that intermittently unbinds from a planar surface and performs bulk excursions. Based on a random walk approach we derive the diffusion equations for surface and bulk diffusion…
Planar run-and-tumble walks with orthogonal directions of motion are considered. After formulating the problem with generic transition probabilities among the orientational states, we focus on the symmetric case, giving general expressions…
We reconsider the problem of diffusion of particles at constant speed and present a generalization of the Telegrapher process to higher dimensional stochastic media ($d>1$), where the particle can move along $2^d$ directions. We derive the…
Reaction-diffusion equations deliver a versatile tool for the description of reactions in inhomogeneous systems under the assumption that the characteristic reaction scales and the scales of the inhomogeneities in the reactant…
We present an extension of the Piecewise Parabolic Method to special relativistic fluid dynamics in multidimensions. The scheme is conservative, dimensionally unsplit, and suitable for a general equation of state. Temporal evolution is…
We perform an exhaustive study of the simplest, nontrivial problem in advection-diffusion -- a finite absorber of arbitrary cross section in a steady two-dimensional potential flow of concentrated fluid. This classical problem has been…
Continuous time random walks (CTRW) on finite arbitrarily inhomogeneous chains are studied. By introducing a technique of counting all possible trajectories, we derive closed-form solutions in Laplace space for the Green's function and for…
Sinai's model of diffusion in one-dimension with random local bias is studied by a real space renormalization group which yields asymptotically exact long time results. The distribution of the position of a particle and the probability of…
We study the asymptotic behaviour of the most likely trajectories of a planar random walk that result in large deviations of the area of their convex hull. If the Laplace transform of the increments is finite on $R^2$, such a scaled limit…
Exact solutions for nonlinear Arrhenius reaction-diffusion are constructed in $n$ dimensions. A single relationship between nonlinear diffusivity and the nonlinear reaction term leads to a nonclassical Lie symmetry whose invariant solutions…
In this paper we consider a one-dimensional Mindlin model describing linear elastic behaviour of isotropic materials with micro-structural effects. After introducing the kinetic and the potential energy, we derive a system of equations of…
We prove that weakly continuous solutions to martingale problems admit a canonical regular conditional probability distribution. This allows for the construction of time consistent convex dynamic procedures in a non dominated setting.…
This work presents a general thermodynamic approach to describe particle diffusion on a lattice, a model used to study transport processes in solids and on surfaces. By treating each lattice site as an open thermodynamic system, the effects…
The Anderson model in one dimension is a quantum particle on a discrete chain of sites with nearest-neighbor hopping and random on-site potentials. It is a progenitor of many further models of disordered systems, and it has spurred numerous…
The linear response description for impurity diffusion in a granular fluid undergoing homogeneous cooling is developed in the preceeding paper. The formally exact Einstein and Green-Kubo expressions for the self-diffusion coefficient are…
This article is concerned with the mathematical analysis of a family of adaptive importance sampling algorithms applied to diffusion processes. These methods, referred to as Adaptive Biasing Potential methods, are designed to efficiently…
Reaction-diffusion equations with a nonlinear source have been widely used to model various systems, with particular application to biology. Here, we provide a solution technique for these types of equations in $N$-dimensions. The…
A probabilistic method is derived for solution of ohmic circuit problems. It is compared to the standard approach, which is construction and solution of a set of coupled, linear equations manifesting Kirchhoff's laws. An example is made of…
We show sufficient conditions under which the \textsc{BallWalk} algorithm mixes fast in a bounded connected subset of $\Real^n$. In particular, we show fast mixing if the space is the transformation of a convex space under a smooth…