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We study the quantitative convergence of drift-diffusion PDEs that arise as Wasserstein gradient flows of linearly convex functions over the space of probability measures on ${\mathbb R}^d$. In this setting, the objective is in general not…

Optimization and Control · Mathematics 2025-07-17 Lénaïc Chizat , Maria Colombo , Xavier Fernández-Real

We examine flow and transport through an orifice in a flat wall separating semi-infinite atmospheres of two dissimilar gases. The analysis assumes steady conditions and order-unity values of the Schmidt number Sc and P\'eclet number Pe,…

Fluid Dynamics · Physics 2026-02-25 Mario Sánchez Sanz , Antonio L. Sánchez

We study the Dyson-Ornstein-Uhlenbeck diffusion process, an evolving gas of interacting particles. Its invariant law is the beta Hermite ensemble of random matrix theory, a non-product log-concave distribution. We explore the convergence to…

Probability · Mathematics 2023-01-16 Jeanne Boursier , Djalil Chafaï , Cyril Labbé

We provide an estimation of the dissipation of the Wasserstein 2 distance between the law of some interacting $N$-particle system, and the $N$ times tensorized product of solution to the corresponding limit nonlinear conservation law. It…

Analysis of PDEs · Mathematics 2018-10-23 Samir Salem

The mesosocpic concept is applied to the theory of mixtures. The aim is to investigate the diffusion phenomenon from a mesoscopic point of view. The domain of the field quantities is extended by the set of mesoscopic variables, here the…

Statistical Mechanics · Physics 2007-05-23 A. Palumbo , C. Papenfuss , P. Rogolino

We study the long time behavior of an Ornstein-Uhlenbeck process under the influence of a periodic drift. We prove that, under the standard diffusive rescaling, the law of the particle position converges weakly to the law of a Brownian…

Mathematical Physics · Physics 2009-11-10 M. Hairer , G. A. Pavliotis

The paper develops a hybrid method for solving a system of advection--diffusion equations in a bulk domain coupled to advection--diffusion equations on an embedded surface. A monotone nonlinear finite volume method for equations posed in…

Computational Physics · Physics 2018-06-05 Alexey Y. Chernyshenko , Maxim A. Olshanskii , Yuri V. Vassilevski

We consider a spatially homogeneous advection-diffusion equation in which the diffusion tensor and drift velocity are time-independent, but otherwise general. We derive asymptotic expressions, valid at large distances from a steady point…

Chaotic Dynamics · Physics 2015-05-20 John Grant , Michael Wilkinson

An evolving surface finite element discretisation is analysed for the evolution of a closed two-dimensional surface governed by a system coupling a generalised forced mean curvature flow and a reaction--diffusion process on the surface,…

Numerical Analysis · Mathematics 2022-06-06 Charles M. Elliott , Harald Garcke , Balázs Kovács

We use numerical simulations to examine two-dimensional particle mixtures that strongly phase separate in equilibrium. When the system is externally driven in the presence of quenched disorder, plastic flow occurs in the form of meandering…

Statistical Mechanics · Physics 2009-11-13 A. Libal , C. Reichhardt , C. J. Olson Reichhardt

This survey provides a concise yet comprehensive overview on enhanced dissipation phenomena, transitioning seamlessly from the physical principles underlying the interplay between advection and diffusion to their rigorous mathematical…

Analysis of PDEs · Mathematics 2025-02-03 Anna L. Mazzucato , Yuanyuan Feng , Camilla Nobili

The time decay of fully discrete finite-volume approximations of porous-medium and fast-diffusion equations with Neumann or periodic boundary conditions is proved in the entropy sense. The algebraic or exponential decay rates are computed…

Numerical Analysis · Mathematics 2013-03-18 Claire Chainais-Hillairet , Ansgar Jüngel , Stefan Schuchnigg

Based on the idea of maintaining physical diffuse interface kinetics, enhancing interfacial diffusivity has recently provided a new direction for quantitative phase-field simulation at microstructural length and time scale. Establishing a…

Materials Science · Physics 2024-05-21 Yue Li , Lei Wang , Junjie Li , Jincheng Wang , Zhijun Wang

We consider a class of time-homogeneous diffusion processes on $\mathbb{R}^{n}$ with common invariant measure but varying volatility matrices. In Euclidean space, we show via stochastic control of the diffusion coefficient that the…

Probability · Mathematics 2023-10-31 Bertram Tschiderer

Subsurface flows are commonly modeled by advection-diffusion equations. Insufficient measurements or uncertain material procurement may be accounted for by random coefficients. To represent, for example, transitions in heterogeneous media,…

Numerical Analysis · Mathematics 2021-01-25 Andrea Barth , Andreas Stein

In this paper we propose a numerical method to solve a 2D advection-diffusion equation, in the highly oscillatory regime. We use an efficient and robust integrator which leads to an accurate approximation of the solution without any time…

Numerical Analysis · Mathematics 2023-07-27 Clarissa Astuto , Mohammed Lemou , Giovanni Russo

In this work, we consider an advection-diffusion equation, coupled to a Poisson equation for the velocity field. This type of coupling is typically encountered in models arising from plasma physics or porous media flow. The aim of this work…

Numerical Analysis · Mathematics 2023-02-14 Hanz Martin Cheng , Jan ten Thije Boonkkamp

We study the numerical approximation of advection-diffusion equations with highly oscillatory coefficients and possibly dominant advection terms by means of the Multiscale Finite Element Method. The latter method is a now classical, finite…

Numerical Analysis · Mathematics 2024-11-12 Rutger A. Biezemans , Claude Le Bris , Frédéric Legoll , Alexei Lozinski

We propose certain approach of solving two-dimensional non-stationary and stationary advection-diffusion-reaction boundary value problems through their reduction to the set of corresponding one-dimensional problems. This method leverages…

Numerical Analysis · Mathematics 2024-11-19 R. Drebotiy , H. Shynkarenko

Convergence rate to the stationary distribution for continuous-time Markov processes can be studied using Lyapunov functions. Recent work by the author provided explicit rates of convergence in special case of a reflected jump-diffusion on…

Probability · Mathematics 2020-03-25 Andrey Sarantsev