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Stochastic diffusion equations are crucial for modeling a range of physical phenomena influenced by uncertainties. We introduce the generalized finite difference method for solving these equations. Then, we examine its consistency,…

Numerical Analysis · Mathematics 2024-11-22 Faezeh Nassajian Mojarrad

A particle driven by deterministic chaos and moving in a spatially extended environment can exhibit normal diffusion, with its mean square displacement growing proportional to the time. Here we consider the dependence of the diffusion…

Mathematical Physics · Physics 2017-06-29 Georgie Knight , Orestis Georgiou , Carl P. Dettmann , Rainer Klages

We present stochastic homogenization results for viscous Hamilton-Jacobi equations using a new argument which is based only on the subadditive structure of maximal subsolutions (solutions of the "metric problem"). This permits us to give…

Analysis of PDEs · Mathematics 2016-01-20 Scott N. Armstrong , Hung V. Tran

We study noisy heterogeneous diffusion processes with a position dependent diffusivity of the form $D(x)\sim D_0|x|^\alpha$ in the presence of annealed and quenched disorder of the environment, corresponding to an effective variation of the…

Statistical Mechanics · Physics 2015-06-23 Andrey G. Cherstvy , Ralf Metzler

We analyze a nonlinear degenerate parabolic problem whose diffusion coefficient is the Heaviside function of the distance of the solution itself from a given target function. We show that this model behaves as an evolutive variational…

Analysis of PDEs · Mathematics 2023-12-29 Carlo Alberini , Raffaela Capitanelli , Stefano Finzi Vita

We consider a possibly degenerate porous media type equation over all of $\R^d$ with $d = 1$, with monotone discontinuous coefficients with linear growth and prove a probabilistic representation of its solution in terms of an associated…

Probability · Mathematics 2014-06-30 Viorel Barbu , Michael Roeckner , Francesco Russo

The problem of diffusion in a porous medium with a spatially varying porosity is considered. The particular microstructure analyzed comprises a collection of impenetrable spheres, though the methods developed are general. Two different…

Fluid Dynamics · Physics 2017-10-12 Maria Bruna , S. Jonathan Chapman

A fractional diffusion equation with advection term is rigorously derived from a kinetic transport model with a linear turning operator, featuring a fat-tailed equilibrium distribution and a small directional bias due to a given vector…

Analysis of PDEs · Mathematics 2015-10-19 Pedro Aceves-Sanchez , Christian Schmeiser

We study the noisy voter model using a specific non-linear dependence of the rates that takes into account collective interaction between individuals. The resulting model is solved exactly under the all-to-all coupling configuration and…

Physics and Society · Physics 2018-10-05 A. F. Peralta , A. Carro , M. San Miguel , R. Toral

We provide an explicit rigorous derivation of a diffusion limit - a stochastic differential equation with additive noise - from a deterministic skew-product flow. This flow is assumed to exhibit time-scale separation and has the form of a…

Dynamical Systems · Mathematics 2015-05-27 I. Melbourne , A. M. Stuart

Collective diffusion coefficient in a one dimensional lattice gas adsorbate is calculated using variational approach. Particles interact via either a long-range, or a long range electron-gas-mediated (for a metallic substrate), or a…

Materials Science · Physics 2009-05-26 Filip Krzyżewski , Magdalena A. Załuska-Kotur

We introduce a discrete-time random walk model on a one-dimensional lattice with a nonconstant sojourn time and prove that the discrete density converges to a solution of a continuum diffusion equation. Our random walk model is not…

Analysis of PDEs · Mathematics 2023-02-14 Jaywan Chung , Yong-Jung Kim , Min-Gi Lee

We presented a general approach for obtaining the generalized transport equations with fractional derivatives by using the Liouville equation with fractional derivatives for a system of classical particles and Zubarev's nonequilibrium…

Statistical Mechanics · Physics 2020-05-26 P. P. Kostrobij , B. M. Markovych , M. V. Tokarchuk

This work investigates the scattering coefficients for inverse medium scattering problems. It shows some fundamental properties of the coefficients such as symmetry and tensorial properties. The relationship between the scattering…

Analysis of PDEs · Mathematics 2013-10-24 Habib Ammari , Yat Tin Chow , Jun Zou

Heteroskedasticity is a statistical anomaly that describes differing variances of error terms in a time series dataset. The presence of heteroskedasticity in data imposes serious challenges for forecasting models and many statistical tests…

Statistics Theory · Mathematics 2016-09-21 Marwa Hassan , Mo Hossny , Douglas Creighton , Saeid Nahavandi

A space fractional diffusion-like equation is introduced, which embodies the nonlocality in time, represented by the memory kernel and the non-locality in space. A specific example of the nonlocal term is considered in combination with…

Statistical Mechanics · Physics 2026-01-06 Pece Trajanovski , Irina Petreska , Katarzyna Gorska , Ljupco Kocarev , Trifce Sandev

Consider a particle diffusing in a confined volume which is divided into two equal regions. In one region the diffusion coefficient is twice the value of the diffusion coefficient in the other region. Will the particle spend equal…

Dynamical Systems · Mathematics 2015-06-04 P. F. Tupper , Xin Yang

A new solution to the mono-dimensional diffusion equation for time-variable first kind boundary condition is presented where the time-variable function at the surface is derived proposing a surface saturation model. This solution may be…

Materials Science · Physics 2022-12-08 Guglielmo Macrelli

We propose a generalized framework for the study of voter models in complex networks at the the heterogeneous mean-field (HMF) level that (i) yields a unified picture for existing copy/invasion processes and (ii) allows for the introduction…

Physics and Society · Physics 2012-03-20 Paolo Moretti , Suyu Liu , Andrea Baronchelli , Romualdo Pastor-Satorras

We consider the transport of conserved charges in spatially inhomogeneous quantum systems with a discrete lattice symmetry. We analyse the retarded two point functions involving the charge and the associated currents at long wavelengths,…

High Energy Physics - Theory · Physics 2017-12-20 Aristomenis Donos , Jerome P. Gauntlett , Vaios Ziogas