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The narrow escape problem is a first-passage problem concerned with randomly moving particles in a physical domain, being trapped by absorbing surface traps (windows), such that the measure of traps is small compared to the domain size. The…
The advection-diffusion and wave equations are the fundamental equations governing any physical law and therefore arise in many areas of physics and astrophysics. For complex problems and geometries, only numerical simulations can give…
There is considerable current interest in the emergence of statistical correlations within a population of otherwise non-interacting Brownian particles subject to a common fluctuating environment or drive. Examples include global stochastic…
Anomalous diffusion has been widely observed by single particle tracking microscopy in complex systems such as biological cells. The resulting time series are usually evaluated in terms of time averages. Often anomalous diffusion is…
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…
Continuous time random Walk model has been versatile analytical formalism for studying and modeling diffusion processes in heterogeneous structures, such as disordered or porous media. We are studying the continuous limits of Heterogeneous…
Earth System Models (ESMs) are essential tools for understanding the impact of human actions on Earth's climate. One key application of these models is studying extreme weather events, such as heat waves or dry spells, which have…
Computational modelling of diffusion in heterogeneous media is prohibitively expensive for problems with fine-scale heterogeneities. A common strategy for resolving this issue is to decompose the domain into a number of non-overlapping…
Anomalous diffusion occurs at very different scales in nature, from atomic systems to motions in cell organelles, biological tissues or ecology, and also in artificial materials, such as cement. Being able to accurately measure the…
We investigate a L\'evy-Walk alternating between velocities $\pm v_0$ with opposite sign. The sojourn time probability distribution at large times is a power law lacking its mean or second moment. The first case corresponds to a ballistic…
We present a new impurity solver for dynamical mean-field theory based on imaginary-time evolution of matrix product states. This converges the self-consistency loop on the imaginary-frequency axis and obtains real-frequency information in…
Abridged abstract: Inert interactions between randomly moving entities and spatial disorder play a crucial role in quantifying the diffusive properties of a system. These interactions affect only the movement of the entities, and examples…
In this paper, using the approximate particular solutions of Helmholtz equations, we solve the boundary value problems of Helmholtz equations by combining the methods of fundamental solutions (MFS) with the methods of particular solutions…
A tracer particle is called anomalously diffusive if its mean squared displacement grows approximately as $\sigma^2 t^{\alpha}$ as a function of time $t$ for some constant $\sigma^2$, where the diffusion exponent satisfies $\alpha \neq 1$.…
Subdiffusive fractional equations are not structurally stable with respect to spatial perturbations to the anomalous exponent (Phys. Rev. E 85, 031132 (2012)). The question arises of applicability of these fractional equations to model real…
The Cellular Potts Model (CPM) is a robust, cell-level methodology for simulation of biological tissues and morphogenesis. Both tissue physiology and morphogenesis depend on diffusion of chemical morphogens in the extra-cellular fluid or…
This paper establishes a quantitative, uniform-in-time diffusion approximation for the joint law of a broad class of fully coupled multiscale stochastic systems. We derive a precise characterization of the limiting joint distribution as a…
We explain the connection between the Gumbel limit for diffusion exit times and the theory of extreme values.
We develop diffusion models for time-varying correlation using stochastic processes defined on the unit circle. Specifically, we study Brownian motion on the circle and the von Mises diffusion, and propose their use as continuous-time…
Earth System Models (ESMs) are essential for understanding the interaction between human activities and the Earth's climate. However, the computational demands of ESMs often limit the number of simulations that can be run, hindering the…