Related papers: Fractional diffusion in convex domains and reflect…
In this paper, we study the asymptotic of exit problem for controlled Markov diffusion processes with random jumps and vanishing diffusion terms, where the random jumps are introduced in order to modify the evolution of the controlled…
We propose threshold diffusion processes as unique solutions to stochastic differential equations with step-function coefficients, and obtain explicit expressions for the conditional Laplace transform of the hitting times and the potential…
It is well-known that compositions of Markov processes with inverse subordinators are governed by integro-differential equations of generalized fractional type. This kind of processes are of wide interest in statistical physics as they are…
For the fractional diffusion-wave equation with the Caputo-Dzhrbashyan fractional derivative of order $\alpha \in (1,2)$ with respect to the time variable, we prove an analog of the principle of limiting amplitude (well-known for the wave…
Consider a one-dimensional diffusion process which has state-dependent drift and deviation and is reflected at the origin, which is called a one-side reflected diffusion or simply reflected diffusion. We are particularly interested in the…
A particle subject to a white noise external forcing moves like a Langevin process. Consider now that the particle is reflected at a boundary which restores a portion c of the incoming speed at each bounce. For c strictly smaller than the…
We prove existence and uniqueness of a reaction-diffusion equation whose diffusivity is a non-linear functional of the boundary temperature. We do this by studying systems of one-dimensional reflecting diffusions whose noise is a function…
We study diffusion processes that are stopped or reflected on the boundary of a domain. The generator of the process is assumed to contain two parts: the main part that degenerates on the boundary in a direction orthogonal to the boundary…
We establish boundary observability and control for the fractional heat equation over arbitrary time horizons $T > 0$, within the optimal range of fractional exponents $s \in (1/2, 1)$. Our approach introduces a novel synthesis of…
We study the stochastic fractional diffusive limit of a kinetic equation involving a small parameter and perturbed by a smooth random term. Generalizing the method of perturbed test functions, under an appropriate scaling for the small…
Simple finite differencing of the anisotropic diffusion equation, where diffusion is only along a given direction, does not ensure that the numerically calculated heat fluxes are in the correct direction. This can lead to negative…
The present paper is concerned with diffusion processes running on tubular domains with conditions on nonreaching the boundary, respectively, reflecting at the boundary, and corresponding processes in the limit where the thin tubular…
An initial-boundary value problem for the time-fractional diffusion equation is discretized in space using continuous piecewise-linear finite elements on a polygonal domain with a re-entrant corner. Known error bounds for the case of a…
The fractional Poisson process is a renewal process with Mittag-Leffler waiting times. Its distributions solve a time-fractional analogue of the Kolmogorov forward equation for a Poisson process. This paper shows that a traditional Poisson…
We study the long-time dynamics of the nonlinear processes modeled by diffusion-transport partial differential equations in non-divergence form with drifts. The solutions are subject to some inhomogeneous Dirichlet boundary condition.…
This work deals with an inverse boundary value problem arising from the equation of heat conduction. We reconstruct small perturbations of the (isotropic) heat conductivity distribution from partial (on accessible part of the boundary)…
We study the heat equation on a half-space or on an exterior domain with a linear dynamical boundary condition. Our main aim is to establish the rate of convergence to solutions of the Laplace equation with the same dynamical boundary…
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…
We propose an interpolation expression using the difference moment (Kolmogorov transient structural function) of the second order as the average characteristic of displacements for identifying the anomalous diffusion in complex processes…
Let $(X_t)$ be a reflected diffusion process in a bounded convex domain in $\mathbb R^d$, solving the stochastic differential equation $$dX_t = \nabla f(X_t) dt + \sqrt{2f (X_t)} dW_t, ~t \ge 0,$$ with $W_t$ a $d$-dimensional Brownian…