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This paper provides a full characterization of the value function and solution(s) of an optimal stopping problem for a one-dimensional diffusion with an integral criterion. The results hold under very weak assumptions, namely, the diffusion…

Probability · Mathematics 2017-03-21 Manuel Guerra , Cláudia Nunes , Carlos Oliveira

Advection-dominated, high-temperature, quasi-spherical accretion flow onto a compact object, recently considered by a number of authors, assume that the dissipation of turbulent energy of the flow heats the ions and that the dissipated…

Astrophysics · Physics 2009-10-30 G. S. Bisnovatyi-Kogan , R. V. E. Lovelace

We propose a hybridizable discontinuous Galerkin (HDG) finite element method to approximate the solution of the time dependent drift-diffusion problem. This system involves a nonlinear convection diffusion equation for the electron…

Numerical Analysis · Mathematics 2018-11-27 Gang Chen , Peter Monk , Yangwen Zhang

We consider a singularly perturbed convection-diffusion problem that has in addition a shift term. We show a solution decomposition using asymptotic expansions and a stability result. Based upon this we provide a numerical analysis of high…

Numerical Analysis · Mathematics 2022-07-20 Mirjana Brdar , Sebastian Franz , Lars Ludwig , Hans-Görg Roos

We investigate analytically the magnetic instability in a rotating and electrically conducting fluid induced by an imposed magnetic field with its associated electric current. The short-wavelength approximation is used in the linear…

Earth and Planetary Astrophysics · Physics 2013-08-22 Xing Wei

In this paper, we develop an efficient numerical solver for unsteady diffusion-type partial differential equations with random coefficients. A major computational challenge in such problems lies in repeatedly handling large-scale linear…

Numerical Analysis · Mathematics 2026-01-19 Yujun Zhu , Min Li , Yulan Ning , Ju Ming

The nature of diffusion is usually studied for particles or time-evolving systems. Similar in principle, such studies can be conducted by tracking how a given function of observable properties evolves over time-akin to the evolution of…

Statistical Mechanics · Physics 2026-03-10 M. Süzen

For certain values of the wave speed parameter, evolution equations for the temperature of a region of fuel admit traveling wave solutions describing fire fronts. We consider such a system in the form of a nonlinear reaction-diffusion…

Pattern Formation and Solitons · Physics 2024-10-29 Olivia Chandrasekhar , Christopher K. R. T. Jones , Blake Barker , Rodman Linn

We deal with some extensions of the space-fractional diffusion equation, which is satisfied by the density of a stable process (see Mainardi, Luchko, Pagnini (2001)): the first equation considered here is obtained by adding an exponential…

Probability · Mathematics 2016-01-08 Luisa Beghin

The equation which describes a particle diffusing in a logarithmic potential arises in diverse physical problems such as momentum diffusion of atoms in optical traps, condensation processes, and denaturation of DNA molecules. A detailed…

Statistical Mechanics · Physics 2015-06-03 Ori Hirschberg , David Mukamel , Gunter M. Schütz

The turbulent magnetic diffusivity tensor is determined in the presence of rotation or shear. The question is addressed whether dynamo action from the shear-current effect can explain large-scale magnetic field generation found in…

Astrophysics · Physics 2010-11-05 A. Brandenburg , K. -H. Rädler , M. Rheinhardt , P. J. Käpylä

Highly energetic ions that impact materials have applications from semiconductor industry to medicine, and are fundamentally interesting as they trigger multi-length and time-scale processes. In particular, they excite electrons into…

Materials Science · Physics 2025-07-24 Cheng-Wei Lee , André Schleife

In this paper, we present an explicit scheme for Ohmic dissipation with smoothed particle magneto-hydrodynamics (SPMHD). We propose a SPH discretization of Ohmic dissipation and solve Ohmic dissipation part of induction equation with the…

Solar and Stellar Astrophysics · Physics 2015-06-16 Yusuke Tsukamoto , Kazunari Iwasaki , Shu-ichiro Inutsuka

For one-dimensional linear kinetic equations analytical solutions of problems about moderately strong evaporation (condensation), when frequency of collisions of molecules is constant, are received . The equation and distribution function…

Mathematical Physics · Physics 2014-06-18 A. V. Latyshev , A. A. Yushkanov

In this paper we present stochastic foundations of fractional dynamics driven by fractional material derivative of distributed order-type. Before stating our main result we present the stochastic scenario which underlies the dynamics given…

Probability · Mathematics 2015-10-02 Marcin Magdziarz , Marek Teuerle

In this paper we present in one-dimensional space a numerical solution of a partial differential equation of fractional order. This equation describes a process of anomalous diffusion. The process arises from the interactions within the…

Numerical Analysis · Mathematics 2007-05-23 Mariusz Ciesielski , Jacek Leszczynski

In theory, diffusion curves promise complex color gradations for infinite-resolution vector graphics. In practice, existing realizations suffer from poor scaling, discretization artifacts, or insufficient support for rich boundary…

Numerical Analysis · Mathematics 2023-11-27 Seungbae Bang , Kirill Serkh , Oded Stein , Alec Jacobson

The problem of eliminating fast-relaxing variables to obtain an effective drift-diffusion process in position is solved in a uniform and straightforward way for models with velocity a function jointly of position and fast variables. A more…

Statistical Mechanics · Physics 2019-11-13 Paul E. Lammert

The present work provides a critical assessment of numerical solutions of the space-fractional diffusion-advection equation, which is of high significance for applications in various natural sciences. In view of the fact that, in contrast…

Statistical Mechanics · Physics 2014-10-27 Robin Stern , Frederic Effenberger , Horst Fichtner , Tobias Schaefer

We develop a quantitative relationship between magnetic diffusion and the level of randomness, or stochasticity, of the diffusing magnetic field in a magnetized medium. A general mathematical formulation of magnetic stochasticity in…

High Energy Astrophysical Phenomena · Physics 2019-10-23 Amir Jafari , Ethan Vishniac , Vignesh Vaikundaraman
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