Related papers: Boundary behaviour of potential-type integrals for…
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…
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…
In this paper we examine boundary effects in a fractional chemotactic equation derived from a kinetic transport model describing cell movement in response to chemical gradients (chemotaxis). Specifically, we analyze reflecting boundary…
This article investigates the non-stationary reaction-diffusion-advection equation, emphasizing solutions with internal layers and the associated inverse problems. We examine a nonlinear singularly perturbed partial differential equation…
In this paper we apply the boundary elements method (BEM) and the dual reciprocity boundary elements method (DRBEM) for the numerical solution of two-dimensional time-fractional partial differential equations (TFPDEs). The fractional…
Incorporating boundary conditions into stochastic models of passive or active particle motion is usually implemented at the level of the associated forward or backward Kolmogorov equation, whose solution determines the probability…
In this paper, we consider a space-time fractional partial differential equation with a reactive term. We describe the speed of invasion of its fundamental solution, extending recent results in this topic, which had been proved for the one…
We examine the short and long-time behaviors of time-fractional diffusion equations with variable space-dependent order. More precisely, we describe the time-evolution of the solution to these equations as the time parameter goes either to…
We derive the fully time-dependent solution to a run-and-tumble model for a particle which has tumbling restricted to the boundaries of a one-dimensional interval. This is achieved through a field-theoretic perturbative framework by…
This paper is devoted to the investigation of the backward problem for a multi-term time-fractional diffusion equation. Backward problems for fractional diffusion equations are typically studied using regularization methods due to their…
We provide sufficient conditions for the continuity of the free-boundary in a general class of finite-horizon optimal stopping problems arising for instance in finance and economics. The underlying process is a strong solution of one…
An initial-boundary value problem for a time-fractional subdiffusion equation with an arbitrary order elliptic differential operator is considered. Uniqueness and existence of the classical solution of the posed problem are proved by the…
This paper is concerned with diffusion-reaction equations where the classical diffusion term, such as the Laplacian operator, is replaced with a singular integral term, such as the fractional Laplacian operator. As far as the reaction term…
We study the problem of homogenization for inertial particles moving in a time dependent random velocity field and subject to molecular diffusion. We show that, under appropriate assumptions on the velocity field, the large--scale,…
Taking into account the asymptotic behavior of some Wright functions and the existence of bounds for the Mainardi and the Wright function $W(-x,\frac{\alpha}{2}, 1)$ in $\mathbb{R}^+$ , three different initial-boundary-value problems for…
In this paper, we investigate periodic solutions of regime-switching jump diffusions. We first show the well-posedness of solutions to the SDEs corresponding to the hybrid system. Then, we derive the strong Feller property and…
We consider a diffusion process with coefficients that are periodic outside of an 'interface region' of finite thickness. The question investigated in the articles [1,2] is the limiting long time / large scale behaviour of such a process…
We study the diffusion equation with an appropriate change of variables. This equation is in general a partial differential equation (PDE). With the self-similar and related Ansat\"atze we transform the PDE of diffusion to an ordinary…
A finite-time fluctuation theorem for the diffusion-influenced surface reaction A <=> B is investigated for spherical and Janus catalytic particles. The finite-time rates and thermodynamic force are analytically calculated by solving…
The main objective of this paper is analysis of the initial-boundary value problems for the linear and semilinear time-fractional diffusion equations with a uniformly elliptic spatial differential operator of the second order and the Caputo…