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Related papers: Periodic Homogenization for Switching Diffusions

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This work develops a quantitative homogenization theory for random suspensions of rigid particles in a steady Stokes flow, and completes recent qualitative results. More precisely, we establish a large-scale regularity theory for this…

Analysis of PDEs · Mathematics 2021-03-12 Mitia Duerinckx , Antoine Gloria

The development of substrates with a switchable wettability is on a fast pace. The limit of switching frequencies and contact angle differences between substrate states are steadily pushed further. We investigate the behavior of a droplet…

Fluid Dynamics · Physics 2022-04-01 Leon Topp , Moritz Stieneker , Svetlana Gurevich , Andreas Heuer

We study the problem of homogenization for inertial particles moving in a periodic velocity field, and subject to molecular diffusion. We show that, under appropriate assumptions on the velocity field, the large scale, long time behavior of…

Statistical Mechanics · Physics 2009-11-11 G. A. Pavliotis , A. M. Stuart

The paper deals with homogenization of divergence form second order parabolic operators whose coefficients are periodic in spatial variables and random stationary in time. Under proper mixing assumptions, we study the limit behaviour of the…

Probability · Mathematics 2014-07-14 Marina Kleptsyna , Andrey Piatnitski , Alexandre Popier

This work focuses on a class of regime-switching jump diffusion processes, which is a two component Markov processes $(X(t),\Lambda(t))$, where $\Lambda(t)$ is a component representing discrete events taking values in a countably infinite…

Probability · Mathematics 2018-10-22 Fubao Xi , George Yin , Chao Zhu

The aim of our work is to provide a simple homogenization and discrete-to-continuum procedure for energy driven problems involving stochastic rapidly-oscillating coefficients. Our intention is to extend the periodic unfolding method to the…

Analysis of PDEs · Mathematics 2018-07-25 Stefan Neukamm , Mario Varga

This paper proposes an adaptive time-stepping mothods for stochastic diffusion systems whose drift and diffusion coefficients are locally Lipschitz continuous and may exhibit polynomial growth. By controlling the growth of both the drift…

Numerical Analysis · Mathematics 2026-02-09 Xueqi Wen , Guozhen Li , Yuanping Cui , Xiaoyue Li

We study the homogenization problem for a system of stochastic differential equation with local time terms that models a multivariate diffusion in presence of semipermeable hyperplane interfaces with oblique penetration. We show that this…

Probability · Mathematics 2024-02-05 Olga Aryasova , Ilya Pavlyukevich , Andrey Pilipenko

Homogenization method is used to analyse the equivalent behavior of transient flow of a passive solute through highly heterogeneous porous media. The flow is governed by a coupled system which includes an elliptic equation and a linear…

Mathematical Physics · Physics 2007-05-23 Brahim Amaziane , Alain Bourgeat , Mladen Jurak

We investigate the relationship between the effective diffusivity and effective drift of a particle moving in a random medium. The velocity of the particle combines a white noise diffusion process with a local drift term that depends…

Condensed Matter · Physics 2009-10-28 D. S. Dean , I. T. Drummond , R. R. Horgan

We consider statistical inference for a class of dynamic mixed-effect models described by stochastic differential equations whose drift and diffusion coefficients simultaneously depend on fixed- and random-effect parameters. Assuming that…

Statistics Theory · Mathematics 2025-12-30 Maud Delattre , Hiroki Masuda

We present the detailed analysis of the diffusive transport of spatially inhomogeneous fluid mixtures and the interplay between structural and dynamical properties varying on the atomic scale. The present treatment is based on different…

Mesoscale and Nanoscale Physics · Physics 2011-05-19 Umberto Marini Bettolo Marconi , Simone Melchionna

We develop a practical method of computing the stationary drift velocity V and the diffusion coefficient D of a particle (or a few particles) in a periodic system with arbitrary transition rates. We solve this problem both in a physically…

Statistical Mechanics · Physics 2009-10-31 Zbigniew Koza

In this article we obtain the equilibrium fluctuations of a symmetric exclusion process in $\mathbb{Z}$ with long jumps. The transition probability of the jump from $x$ to $y$ is proportional to $|x-y|^{-\gamma-1}$. Here we restrict to the…

Probability · Mathematics 2022-12-26 Pedro Cardoso , Patrícia GonÇAlves , Byron JimÉnez-Oviedo

Homogeneous fragmentations describe the evolution of a unit mass that breaks down randomly into pieces as time passes. They can be thought of as continuous time analogs of a certain type of branching random walks, which suggests the use of…

Probability · Mathematics 2007-05-23 Jean Bertoin , Alain Rouault

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,…

Mathematical Physics · Physics 2007-05-23 G. A. Pavliotis , A. M. Stuart , K. C. Zygalakis

Diffusion is a fundamental physical phenomenon with critical applications in fields such as metallurgy, cell biology, and population dynamics. While standard diffusion is well-understood, anomalous diffusion often requires complex non-local…

Statistical Mechanics · Physics 2026-01-16 Gabriel Barreiro , Vladimir Pérez-Veloz

Motivated by the phenomenon of transport barriers in fusion plasma devices, we write a mathematical model of heat dispersion in a turbulent fluid with a transport barrier, properly idealized; in a scaling limit of the turbulence model with…

Probability · Mathematics 2025-10-21 Olga Aryasova , Franco Flandoli , Andrey Pilipenko

We study far from equilibrium transport of a periodically driven inertial Brownian particle moving in a periodic potential. As detected recently for a SQUID ratchet dynamics (Spiechowicz J. & Luczka J. Phys. Rev. E 91, 062104 (2015)), the…

Statistical Mechanics · Physics 2016-12-07 Jakub Spiechowicz , Peter Hänggi , Jerzy Łuczka

By means of rather general arguments, based on an approach due to Derrida that makes use of samples of finite size, we analyse the effective diffusivity and drift tensors in certain types of random medium in which the motion of the…

Condensed Matter · Physics 2009-10-28 D S Dean , I T Drummond , R R Horgan
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