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We prove uniqueness of a martingale problem with boundary conditions on a simplex associated to a differential operator with an unbounded drift. We show that the solution of the martingale problem remains absorbed at the boundary once it…

Probability · Mathematics 2015-05-06 J. Beltrán , M. Jara , C. Landim

The long-time behavior of a reaction-diffusion front between one static (e.g. porous solid) reactant A and one initially separated diffusing reactant B is analyzed for the mean-field reaction-rate density R(\rho_A,\rho_B) =…

Chemical Physics · Physics 2009-10-31 Martin Z. Bazant , Howard A. Stone

We present a new method of deriving a boundary condition at a thin membrane for diffusion from experimental data. Based on experimental results obtained for normal diffusion of ethanol in water, we show that the derived boundary condition…

Statistical Mechanics · Physics 2017-07-12 Tadeusz Kosztołowicz , Sławomir Wąsik , Katarzyna D. Lewandowska

The time-fractional diffusion equation is considered, where the time derivative is either of Caputo or Riemann-Liouville type. The solution of a general initial-boundary value problem with time-dependent boundary conditions over bounded and…

Analysis of PDEs · Mathematics 2023-01-04 M. Rodrigo

We examine diffusion-limited aggregation for a one-dimensional random walk with long jumps. We achieve upper and lower bounds on the growth rate of the aggregate as a function of the number of moments a single step of the walk has. In this…

Probability · Mathematics 2013-06-20 Gideon Amir , Omer Angel , Gady Kozma

Fractional Brownian motion is a Gaussian stochastic process with stationary, long-time correlated increments and is frequently used to model anomalous diffusion processes. We study numerically fractional Brownian motion confined to a finite…

Statistical Mechanics · Physics 2019-03-22 T. Guggenberger , G. Pagnini , T. Vojta , R. Metzler

The diffusion system with time-fractional order derivative is of great importance mathematically due to the nonlocal property of the fractional order derivative, which can be applied to model the physical phenomena with memory effects. We…

Analysis of PDEs · Mathematics 2021-03-24 Mengmeng Zhang , Jijun Liu

We investigate the relationship between the effective diffusivity and effective drift of a particle moving in a random medium. The velocity of the particle combines a white noise diffusion process with a local drift term that depends…

Condensed Matter · Physics 2009-10-28 D. S. Dean , I. T. Drummond , R. R. Horgan

In this paper we investigate deterministic diffusion in systems which are spatially extended in certain directions but are restricted in size and open in other directions, consequently particles can escape. We introduce besides the…

chao-dyn · Physics 2016-08-31 Z. Kaufmann , H. Lustfeld , A. Nemeth , P. Szepfalusy

Inspired by many examples in nature, stochastic resetting of random processes has been studied extensively in the past decade. In particular, various models of stochastic particle motion were considered where upon resetting the particle is…

Statistical Mechanics · Physics 2022-11-23 Ofir Tal-Friedman , Yael Roichman , Shlomi Reuveni

This paper is devoted to the anomalous diffusion limit of kinetic equations with a fractional Fokker-Planck collision operator in a spatially bounded domain. We consider two boundary conditions at the kinetic scale: absorption and specular…

Analysis of PDEs · Mathematics 2017-11-10 Ludovic Cesbron

Modelling diffusion processes on dynamic contact networks is an important research area for epidemiology, marketing, cybersecurity, and ecology. However, current diffusion models cannot capture transmissions occurring for indirect…

Social and Information Networks · Computer Science 2019-06-10 Md Shahzamal

Reaction-diffusion equations are widely used as the governing evolution equations for modeling many physical, chemical, and biological processes. Here we derive reaction-diffusion equations to model transport with reactions on a…

Statistical Mechanics · Physics 2020-09-16 E. Abad , C. N. Angstmann , B. I. Henry , A. V. McGann , F. Le Vot , S. B. Yuste

Constrained diffusions in convex polyhedral domains with a general oblique reflection field, and with a diffusion coefficient scaled by a small parameter, are considered. Using an interior Dirichlet heat kernel lower bound estimate for…

Probability · Mathematics 2013-08-19 Amarjit Budhiraja , Zhen-Qing Chen

A partial differential equation governing the global evolution of the joint probability distribution of an arbitrary number of local flow observations, drawn randomly from a control volume, is derived and applied to examples involving…

Fluid Dynamics · Physics 2026-01-14 John Craske , Paul Mannix

The transport of an infinitely thin, hard rod in a random, dense array of point obstacles is investigated by molecular dynamics simulations. Our model mimics the sterically hindered dynamics in dense needle liquids. The center-of-mass…

Statistical Mechanics · Physics 2008-09-22 Felix Höfling , Erwin Frey , Thomas Franosch

We present a generalized model of a diffusion-reaction system where the reaction occurs only on the boundary. This model reduces to that of Barato and Hinrichsen when the occupancy of the boundary site is restricted to zero or one. In the…

Statistical Mechanics · Physics 2010-01-08 S. Burov , David A. Kessler

This is the first part of our study of inertial manifolds for the system of 1D reaction-diffusion-advection equations which is devoted to the case of Dirichlet or Neumann boundary conditions. Although this problem does not initially possess…

Analysis of PDEs · Mathematics 2017-03-02 Anna Kostianko , Sergey Zelik

We introduce a new class of nonparametric prior distributions on the space of continuously varying densities, induced by Dirichlet process mixtures which diffuse in time. These select time-indexed random functions without jumps, whose…

Methodology · Statistics 2016-02-10 Ramsés H. Mena , Matteo Ruggiero

We investigate the Brownian diffusion of particles in one spatial dimension and in the presence of finite regions within which particles can either evaporate or be reset to a given location. For open boundary conditions, we highlight the…

Statistical Mechanics · Physics 2020-11-04 Gennaro Tucci , Andrea Gambassi , Shamik Gupta , Édgar Roldán