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We consider a bivariate diffusion process and we study the first passage time of one component through a boundary. We prove that its probability density is the unique solution of a new integral equation and we propose a numerical algorithm…

Probability · Mathematics 2012-05-16 Elisa Benedetto , Laura Sacerdote , Cristina Zucca

Partially coherent light is abundant in many physical systems, and its propagation properties are well understood. Here we extend current theory of propagation of partially coherent light beams to the field of coherent diffusion. Based on a…

Atomic Physics · Physics 2018-10-11 Ronen Chriki , Slava Smartsev , David Eger , Ofer Firstenberg , Nir Davidson

Problem solutions in area of diffraction and of scattering theory are considered from one point of view. The method common for them is based on approximate orthogonality of solution constituents, which oscillate on a body long frontier.…

Mathematical Physics · Physics 2013-08-05 Valery B. Morozov

We address the question: Why may reaction-diffusion equations with hysteretic nonlinearities become ill-posed and how to amend this? To do so, we discretize the spatial variable and obtain a lattice dynamical system with a hysteretic…

Analysis of PDEs · Mathematics 2017-11-28 Pavel Gurevich , Sergey Tikhomirov

A generalized Fokker-Planck equation is derived to describe particle kinetics in specific situations when the probability transition function (PTF) has a long tail in momentum space. The equation is valid for an arbitrary value of the…

Statistical Mechanics · Physics 2011-08-15 A. A. Dubinova , S. A. Trigger

We construct a class of discontinuous superprocesses with dependent spatial motion and general branching mechanism. The process arises as the weak limit of critical interacting-branching particle systems where the spatial motions of the…

Probability · Mathematics 2008-07-02 Hui He

We solve a physically significant extension of a classic problem in the theory of diffusion, namely the Ornstein-Uhlenbeck process [G. E. Ornstein and L. S. Uhlenbeck, Phys. Rev. 36, 823, (1930)]. Our generalised Ornstein-Uhlenbeck systems…

Statistical Mechanics · Physics 2009-11-11 V. Bezuglyy , B. Mehlig , M. Wilkinson , K. Nakamura , E. Arvedson

This work is concerned with the broad question of propagation of regularity for smooth solutions to non-linear Vlasov equations. For a class of equations (that includes Vlasov-Poisson and relativistic Vlasov-Maxwell), we prove that higher…

Analysis of PDEs · Mathematics 2018-08-15 Daniel Han-Kwan

A mathematical model for the discrete nonlinear fragmentation (collision-induced breakage) equation with diffusion is studied. The existence of global weak solutions is established in arbitrary spatial dimensions without assuming a strictly…

Analysis of PDEs · Mathematics 2026-03-12 Saumyajit Das , Ram Gopal Jaiswal

The differential scattering cross section for the problem of charged ultrarelativistic particles motion near a flat beam of charged ultrarelativistic particles was obtained. The problem is considered in the eikonal approximation in the…

High Energy Physics - Theory · Physics 2025-03-03 N. F. Shul'ga , V. D. Omelchenko

Anomalous diffusion phenomena are ubiquitous in complex media, such as biological tissues. A wide class of sub-diffusive phenomena phenomena is described by the time-fractional diffusion equation. The paper investigates the case of…

Classical Analysis and ODEs · Mathematics 2018-10-02 Dimiter Prodanov

We consider the effective surface motion of a particle that intermittently unbinds from a planar surface and performs bulk excursions. Based on a random walk approach we derive the diffusion equations for surface and bulk diffusion…

Statistical Mechanics · Physics 2015-06-05 Aleksei V. Chechkin , Irwin M. Zaid , Michael A. Lomholt , Igor M. Sokolov , Ralf Metzler

The paper considers a class of linear Boltzmann transport equations which models a charged particle transport. The equation is an approximation of the original exact transport equation which involves hyper-singular integrals in their…

Analysis of PDEs · Mathematics 2024-09-04 Jouko Tervo

We address the dynamics of adsorbed molecules (a fundamental issue in surface physics) within the framework of a Master Equation scheme, and study the diffusion of particles in a finite cubic lattice whose boundaries are at the $z=1$ and…

Statistical Mechanics · Physics 2009-11-10 Jorge A. Revelli , Carlos. E. Budde , Domingo Prato , Horacio S. Wio

In this paper, we propose a new adaptation of the D-iteration algorithm to numerically solve the differential equations. This problem can be reinterpreted in 2D or 3D (or higher dimensions) as a limit of a diffusion process where the…

Numerical Analysis · Computer Science 2012-04-30 Dohy Hong

This work addresses the regularity of solutions for a nonlocal diffusion equation over the space of periodic distributions. The spatial operator for the nonlocal diffusion equation is given by a nonlocal Laplace operator with a compactly…

Analysis of PDEs · Mathematics 2022-10-04 Ilyas Mustapha , Bacim Alali , Nathan Albin

Long ago appeared a discussion in quantum mechanics of the problem of opening a completely absorbing shutter on which were impinging a stream of particles of definite velocity. The solution of the problem was obtained in a form entirely…

Quantum Physics · Physics 2009-10-31 Vladimir Man'ko , Marcos Moshinsky , Anju Sharma

The diffusion limit of the linear Boltzmann equation with a strong magnetic field is performed. The giration period of particles around the magnetic field is assumed to be much smaller than the collision relaxation time which is supposed to…

Analysis of PDEs · Mathematics 2010-05-31 Naoufel Ben Abdallah , Raymond El Hajj

We focus on open questions regarding the uniqueness of distributional solutions of the fast diffusion equation (FDE) with a given source term. When the source is sufficiently smooth, the uniqueness follows from standard results. Assuming…

Analysis of PDEs · Mathematics 2026-01-29 Marek Fila , Petra Macková

Self-similar solutions of the coherent diffusion equation are derived and measured. The set of real similarity solutions is generalized by the introduction of a nonuniform phase surface, based on the elegant Gaussian modes of optical…

Quantum Physics · Physics 2015-05-19 O. Firstenberg , P. London , D. Yankelev , R. Pugatch , M. Shuker , N. Davidson