Related papers: Fractional diffusion in convex domains and reflect…
A version of fractional diffusion on bounded domains, subject to 'homogeneous Dirichlet boundary conditions' is derived from a kinetic transport model with homogeneous inflow boundary conditions. For nonconvex domains, the result differs…
We investigate the fractional diffusion approximation of a kinetic equation in the upper-half plane with diffusive reflection conditions at the boundary. In an appropriate singular limit corresponding to small Knudsen number and long time…
Constrained Markov processes, such as reflecting diffusions, behave as an unconstrained process in the interior of a domain but upon reaching the boundary are controlled in some way so that they do not leave the closure of the domain. In…
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…
We investigate the fractional diffusion approximation of a kinetic equation set in a bounded interval with diffusive reflection conditions at the boundary. In an appropriate singular limit corresponding to small Knudsen number and long time…
We consider a particle living in $\mathbb{R}_+$, whose velocity is a positive recurrent diffusion with heavy-tailed invariant distribution when the particle lives in $(0,\infty)$. When it hits the boundary $x=0$, the particle restarts with…
We consider the limit of a linear kinetic equation, with reflection-transmission-absorption at an interface, with a degenerate scattering kernel. The equation arise from a microscopic chain of oscillators in contact with a heat bath. In the…
This paper derives physically meaningful boundary conditions for fractional diffusion equations, using a mass balance approach. Numerical solutions are presented, and theoretical properties are reviewed, including well-posedness and steady…
This paper explicitly computes the transition densities of a spectrally negative stable process with index greater than one, reflected at its infimum. First we derive the forward equation using the theory of sun-dual semigroups. The…
Let $L_t:=\Delta_t+Z_t$ for a $C^{1,1}$-vector field $Z$ on a differential manifold $M$ with boundary $\partial M$, where $\Delta_t$ is the Laplacian induced by a time dependent metric $g_t$ differentiable in $t\in [0,T_c)$. We first…
We derive a diffusion approximation for the kinetic Vlasov-Fokker-Planck equation in bounded spatial domains with specular reflection type boundary conditions. The method of proof involves the construction of a particular class of test…
We study the large deviations of current-type observables defined for Markov diffusion processes evolving in smooth bounded regions of $\mathbb{R}^d$ with reflections at the boundaries. We derive for these the correct boundary conditions…
Consider the linear Boltzmann equation of radiative transfer in a half-space, with constant scattering coefficient $\sigma$. Assume that, on the boundary of the half-space, the radiation intensity satisfies the Lambert (i.e. diffuse)…
We consider a Markovian jumping process which is defined in terms of the jump-size distribution and the waiting-time distribution with a position-dependent frequency, in the diffusion limit. We assume the power-law form for the frequency.…
Sticky diffusion processes on bounded domains spend finite time (and finite mean time) on the lower-dimensional space given by the boundary. Once the process hits the boundary, then it starts again after a random amount of time. While on…
Jacobi diffusion is a representative diffusion process whose solution is bounded in a domain under certain drift and diffusion coefficient conditions. However, the process without such conditions has not been thoroughly investigated. We…
Many cellular and subcellular biological processes can be described in terms of diffusing and chemically reacting species (e.g. enzymes). Such reaction-diffusion processes can be mathematically modelled using either deterministic…
Reflected diffusions in convex polyhedral domains arise in a variety of applications, including interacting particle systems, queueing networks, biochemical reaction networks and mathematical finance. Under suitable conditions on the data,…
Starting with a transient irreducible diffusion process $X^0$ on a locally compact separable metric space $(D, d)$, one can construct a canonical symmetric reflected diffusion process $\bar X$ on a completion $D^*$ of $(D, d)$ through the…
Two frameworks that have been used to characterize reflected diffusions include stochastic differential equations with reflection and the so-called submartingale problem. We introduce a general formulation of the submartingale problem for…