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Our Recent advancements in stochastic processes have illuminated a paradox associated with the Einstein model of Brownian motion. The model predicts an infinite propagation speed, conflicting with the second law of thermodynamics. The…

Analysis of PDEs · Mathematics 2024-07-24 Isanka Garli Hevage , Akif Ibraguimov , Zeev Sobol

We investigate the nonlocal behavior of passive tracer dispersion with random stopping at various sites in fluids. This kind of dispersion processes is modeled by an integral partial differential equation, i.e., an advection-diffusion…

Dynamical Systems · Mathematics 2025-10-20 Jinqiao Duan , James R. Brannan , H. Gao

We show the existence of local and global in time weak martingale solutions for a stochastic version of the Othmer-Dunbar-Alt kinetic model of chemotaxis under suitable assumptions on the turning kernel and stochastic drift coefficients,…

Analysis of PDEs · Mathematics 2026-03-30 Benjamin Gess , Sebastian Herr , Anne Niesdroy

A stochastic model is proposed for the acceleration of non-relativistic particles yielding to energy spectra with a shape of a Weibull\textquoteright s function. Such particle distribution is found as the stationary solution of a…

Space Physics · Physics 2016-02-23 G. Pallocchia , M. Laurenza , G. Consolini

In this work, we consider the fractional Stefan-type problem in a Lipschitz bounded domain $\Omega\subset\mathbb{R}^d$ with time-dependent Dirichlet boundary condition for the temperature $\vartheta=\vartheta(x,t)$, $\vartheta=g$ on…

Analysis of PDEs · Mathematics 2022-08-15 Catharine W. K. Lo , José Francisco Rodrigues

We generalize Einstein's probabilistic method for the Brownian motion to study compressible fluids in porous media. The multi-dimensional case is considered with general probability distribution functions. By relating the expected…

Analysis of PDEs · Mathematics 2025-03-06 Luan Hoang , Akif Ibragimov

In this paper we present a numerical solution of a two-phase fractional Stefan problem with time derivative described in the Caputo sense. In the proposed algorithm, we use a special case of front-fixing method supplemented by the iterative…

Numerical Analysis · Mathematics 2018-10-30 Marek Błasik

A range of optimization cases of two-dimensional Stefan problems, solved using a tracking-type cost-functional, is presented. A level set method is used to capture the interface between the liquid and solid phases and an immersed boundary…

Mathematical Physics · Physics 2023-01-25 Tomas Fullana , Vincent Le Chenadec , Taraneh Sayadi

In this work, we introduce a novel first-order nonlocal partial differential equation with saturated diffusion to describe the macroscopic behavior of traffic dynamics. We show how the proposed model is better in comparison with existing…

Optimization and Control · Mathematics 2025-04-02 Dawson Do , Hossein Nick Zinat Matin , Masuma Mollika Miti , Maria Laura Delle Monache

We study travelling-wave solutions for a reaction-diffusion system arising as a model for host-tissue degradation by bacteria. This system consists of a parabolic equation coupled with an ordinary differential equation. For large values of…

Analysis of PDEs · Mathematics 2007-05-23 Danielle Hilhorst , John R. King , Matthias Röger

We consider the motion of a particle governed by a weakly random Hamiltonian flow. We identify temporal and spatial scales on which the particle trajectory converges to a spatial Brownian motion. The main technical issue in the proof is to…

Mathematical Physics · Physics 2009-11-11 T. Komorowski , L. Ryzhik

The purpose of this paper is to establish the well-posedness of martingale (probabilistic weak) solutions to stochastic degenerate aggregation--diffusion equations arising in biological and public health contexts. The studied equation is of…

Probability · Mathematics 2025-10-07 Mostafa Bendahmane , Mohamed Mehdaoui , Mouhcine Tilioua

We perform the asymptotic analysis of parabolic equations with stiff transport terms. This kind of problem occurs, for example, in collisional gyrokinetic theory for tokamak plasmas, where the velocity diffusion of the collision mechanism…

Analysis of PDEs · Mathematics 2015-12-15 Thomas Blanc , Mihai Bostan , Franck Boyer

The role of thermal relaxation in nanoparticle melting is studied using a mathematical model based on the Maxwell--Cattaneo equation for heat conduction. The model is formulated in terms of a two-phase Stefan problem. We consider the cases…

Mesoscale and Nanoscale Physics · Physics 2018-11-14 Matthew G. Hennessy , Marc Calvo-Schwarzwälder , Timothy G. Myers

This study investigates the melting process of a three-phase Stefan problem in a semi-infinite material, imposing a convective boundary condition at the fixed face. By employing a similarity-type transformation, the problem is reduced to a…

Analysis of PDEs · Mathematics 2025-02-11 Julieta Bollati , María Fernanda Natale , José Abel Semitiel , Domingo Alberto Tarzia

The development and time evolution of a transport barrier in a magnetically confined plasma with non-monotonic, nonlinear dependence of the anomalous flux on mean gradients is analyzed. Upon consideration of both the spatial inhomogeneity…

plasm-ph · Physics 2009-10-30 V. B. Lebedev , P. H. Diamond

We introduce a persistent random walk model for the stochastic transport of particles involving self-reinforcement and a rest state with Mittag-Leffler distributed residence times. The model involves a system of hyperbolic partial…

Statistical Mechanics · Physics 2021-11-16 Daniel Han , Dmitri V. Alexandrov , Anna Gavrilova , Sergei Fedotov

In this paper, we investigate a nonlocal traffic flow model based on a scalar conservation law, where a stochastic velocity function is assumed. In addition to the modeling, theoretical properties of the stochastic nonlocal model are…

Numerical Analysis · Mathematics 2024-07-04 Timo Böhme , Simone Göttlich , Andreas Neuenkirch

We present here nonoverlapping optimized Schwarz methods applied to heat transfer problems with heterogeneous diffusion coefficients. After a Laplace transform in time, we derive the error equation and obtain the convergence factor. The…

Numerical Analysis · Mathematics 2025-05-29 Martin J. Gander , Liu-Di Lu , Tingting Wu

The problem of identifying the diffusion parameter appearing in a nonlocal steady diffusion equation is considered. The identification problem is formulated as an optimal control problem having a matching functional as the objective of the…

Optimization and Control · Mathematics 2015-02-03 Marta D'Elia , Max Gunzburger