Related papers: Diffusion Approximation for Transport Equations wi…
In this work, we investigate a numerical procedure for recovering a space-dependent diffusion coefficient in a (sub)diffusion model from the given terminal data, and provide a rigorous numerical analysis of the procedure. By exploiting…
A paradigm model is suggested for describing the diffusive limit of trajectories of two Lorentz disks moving in a finite horizon periodic configuration of smooth, strictly convex scatterers and interacting with each other via elastic…
We study diffusive mixing in the presence of thermal fluctuations under the assumption of large Schmidt number. In this regime we obtain a limiting equation that contains a diffusive thermal drift term with diffusion coefficient obeying a…
The Maxwell approach from electrostatics is applied for calculation of transport coefficients in composites. The viscosity of a dilute emulsion is obtained as a function of the volume fraction of dispersed phase. The derived new formula is…
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,…
The present article proposes a diffuse interface model for compressible multicomponent flows with transport phenomena of mass, momentum and energy (i.e., mass diffusion, viscous dissipation and heat conduction). The model is reduced from…
We study invariant solutions of a certain class of time-fractional diffusion-wave equations with variable coefficients via Lie symmetry analysis. In physics, the fractional diffusion equation describes transport dynamics that are governed…
We consider a generic and explicit tamed Euler--Maruyama scheme for multidimensional time-inhomogeneous stochastic differential equations with multiplicative Brownian noise. The diffusive coefficient is uniformly elliptic, H\"older…
We present a short overview of the recent results in the theory of diffusion and wave equations with generalised derivative operators. We give generic examples of such generalised diffusion and wave equations, which include time-fractional,…
In this paper, we study the asymptotic estimate of solution for a mixed-order time-fractional diffusion equation in a bounded domain subject to the homogeneous Dirichlet boundary condition. Firstly, the unique existence and regularity…
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…
We study an inertial Brownian particle moving in a symmetric periodic substrate, driven by a zero-mean biharmonic force and correlated thermal noise. The Brownian motion is described in terms of a Generalized Langevin Equation with an…
In this paper we present a systematic and rigorous method for calculating the diffusion tensor for a Brownian particle moving in a periodic potential which is valid in arbitrary dimensions and for all values of the dissipation. We use this…
Evidence suggests that the transport rate of a passive particle at long timescales is enhanced due to interactions with the surrounding active ones in a size- and composition-dependent manner. Using a system of particles with different…
We investigate diffusion equations which have concentration dependent diffusion coefficients with physically two relevant Ans\"atze, the self-similar and the traveling wave Ansatz. We found that for power-law concentration dependence some…
We consider a kinetic model whose evolution is described by a Boltzmann-like equation for the one-particle phase space distribution $f(x,v,t)$. There are hard-sphere collisions between the particles as well as collisions with randomly fixed…
Motivated in part by a problem in simulated tempering (a form of Markov chain Monte Carlo) we seek to minimise, in a suitable sense, the time it takes a (regular) diffusion with instantaneous reflection at 0 and 1 to travel to $1$ and then…
The aim of this paper is the rigorous derivation of a stochastic non-linear diffusion equation from a radiative transfer equation perturbed with a random noise. The proof of the convergence relies on a formal Hilbert expansion and the…
We present a generalization of Krylov-Rozovskii's result on the existence and uniqueness of solutions to monotone stochastic differential equations. As an application, the stochastic generalized porous media and fast diffusion equations are…
We investigate critical transport and the dynamical exponent through the spreading of an initially localized particle in quadratic Hamiltonians with short-range hopping in lattice dimension $d_l$. We consider critical dynamics that emerges…