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The narrow escape problem concerns the time needed for a diffusing particle to exit a confining domain through a small hole in the boundary. While this problem is now well-understood, determining the escape time for a particle that must…

Statistical Mechanics · Physics 2026-02-26 Victorya Richardson , Yick Hin Ling , Sean D Lawley

We show that the minimal speed for the existence of monotonic fronts of the equation $u_t = (u^m)_{xx} + f(u)$ with $f(0) = f(1) = 0$, $m >1$ and $f>0$ in $(0,1)$ derives from a variational principle. The variational principle allows to…

patt-sol · Physics 2009-10-28 R. D. Benguria , M. C. Depassier

A new solution to the mono-dimensional diffusion equation for time-variable first kind boundary condition is presented where the time-variable function at the surface is derived proposing a surface saturation model. This solution may be…

Materials Science · Physics 2022-12-08 Guglielmo Macrelli

In this article we investigate the asymptotic behavior of a new class of multi-dimensional diffusions in random environment. We introduce cut times in the spirit of the work done by Bolthausen, Sznitman and Zeitouni, see [4], in the…

Probability · Mathematics 2009-12-12 Ivan del Tenno

A variational principle is further developed for out of equilibrium dynamical systems by using the concept of maximum entropy. With this new formulation it is obtained a set of two first-order differential equations, revealing the same…

Data Analysis, Statistics and Probability · Physics 2019-03-22 Mario J. Pinheiro

The time variation of entropy, as an alternative to the variance, is proposed as a measure of the diffusion rate. It is shown that for linear and time-translationally invariant systems having a large-time limit for the density, at large…

Statistical Mechanics · Physics 2013-05-24 Amir Aghamohammadi , Amir H. Fatollahi , Mohammad Khorrami , Ahmad Shariati

Calculating the mean exit time (MET) for models of diffusion is a classical problem in statistical physics, with various applications in biophysics, economics and heat and mass transfer. While many exact results for MET are known for…

Biological Physics · Physics 2022-03-04 Elliot J. Carr , Daniel J. VandenHeuvel , Joshua M. Wilson , Matthew J. Simpson

This paper deals with the existence, monotonicity, uniqueness and asymptotic behaviour of travelling wavefronts for a class of temporally delayed, spatially nonlocal diffusion equations.

Dynamical Systems · Mathematics 2017-03-01 Shangjiang Guo , Johannes Zimmer

The standard lore in noncommutative physics is the use of first order variational description of a dynamical system to probe the space noncommutativity and its consequences in the dynamics in phase space. As the ultimate goal is to…

High Energy Physics - Theory · Physics 2008-11-26 Ignacio Cortese , J. Antonio Garcia

We introduce some approximation schemes for linear and fully non-linear diffusion equations of Bellman-Isaacs type. Although they are not monotone one can prove their convergence to the viscosity solution of the problem. Effective…

Optimization and Control · Mathematics 2015-01-22 Xavier Warin

In this paper we derive the equations of motion for nonholonomic systems subject to inequality constraints, both, in continuous-time and discrete-time. The last is done by discretizing the continuous time-variational principle which defined…

Optimization and Control · Mathematics 2023-02-07 Alexandre Anahory Simoes , Leonardo Colombo

We propose a variational formulation for the nonequilibrium thermodynamics of discrete open systems, i.e., discrete systems which can exchange mass and heat with the exterior. Our approach is based on a general variational formulation for…

Mathematical Physics · Physics 2018-12-05 François Gay-Balmaz , Hiroaki Yoshimura

We introduce an approach to scattering problems in theories with non-Hermitian Hamiltonian, usually known as PT-symmetric quantum theories, by means of the adiabatic switching of the interaction. The modifications of usual methods needed to…

Quantum Physics · Physics 2009-02-04 Hynek Bíla

Discontinuous time derivatives are used to model threshold-dependent switching in such diverse applications as dry friction, electronic control, and biological growth. In a continuous flow, a discon- tinuous derivative can generate multiple…

Dynamical Systems · Mathematics 2013-06-18 Mike R. Jeffrey

We derive the equations of nonlinear magnetoelastostatics using several variational formulations involving the mechanical deformation and an independent field representing the magnetic component. An equivalence is also discussed, modulo…

Classical Physics · Physics 2023-12-21 Basant Lal Sharma , Prashant Saxena

The exit problem for small perturbations of a dynamical system in a domain is considered. It is assumed that the unperturbed dynamical system and the domain satisfy the Levinson conditions. We assume that the random perturbation affects the…

Probability · Mathematics 2010-06-15 Sergio Angel Almada Monter , Yuri Bakhtin

We compute the joint distribution of the first times a linear diffusion makes an excursion longer than some given duration above (resp. below) some fixed level. In the literature, such stopping times have been introduced and studied in the…

Probability · Mathematics 2021-05-31 Christophe Profeta

Using the recently discovered strong negative dependence properties of the symmetric exclusion process, we derive general conditions for when the normalized current of particles between regions converges to the Gaussian distribution. The…

Probability · Mathematics 2010-09-27 Alexander Vandenberg-Rodes

While entropy changes are the usual subject of fluctuation theorems, we seek fluctuation relations involving time-symmetric quantities, namely observables that do not change sign if the trajectories are observed backward in time. We find…

Statistical Mechanics · Physics 2015-11-04 Marco Baiesi , Gianmaria Falasco

We consider the non-isothermal flow of a compressible fluid through pipes. Starting from the full set of Euler equations, we propose a variational characterization of solutions that encodes the conservation of mass, energy, and entropy in a…

Numerical Analysis · Mathematics 2016-11-11 Herbert Egger