Related papers: Heterogeneous Cattaneo-Vernotte equation connectio…
This article concerns a systemic manifestation of small scale interfacial heterogeneities in large scale quantities of interest to a variety of diverse applications spanning the earth, biological and ecological sciences. Beginning with…
In this paper, we develop a novel high-dimensional time-varying coefficient estimation method, based on high-dimensional It\^o diffusion processes. To account for high-dimensional time-varying coefficients, we first estimate local (or…
We develop general heterogeneous nonlocal diffusion models and investigate their connection to local diffusion models by taking a singular limit of focusing kernels. We reveal the link between the two groups of diffusion equations which…
We study the qualitative homogenization of second order viscous Hamilton-Jacobi equations in space-time stationary ergodic random environments. Assuming that the Hamiltonian is convex and superquadratic in the momentum variable (gradient)…
In this paper, we present a finite difference heterogeneous multiscale method for the Landau-Lifshitz equation with a highly oscillatory diffusion coefficient. The approach combines a higher order discretization and artificial damping in…
In this paper we study the randomized non-autonomous complete linear differential equation. The diffusion coefficient and the source term in the differential equation are assumed to be stochastic processes and the initial condition is…
Diffusion models are loosely modelled based on non-equilibrium thermodynamics, where \textit{diffusion} refers to particles flowing from high-concentration regions towards low-concentration regions. In statistics, the meaning is quite…
The ordinary subdiffusion equation, with a fractional time derivative of at most first order, describes a process in which the propagation velocity of diffusing molecules is unlimited. To avoid this non-physical property different forms of…
We consider the motion of a particle governed by a weakly random Hamiltonian flow. We identify temporal and spatial scales on which the particle trajectory converges to a spatial Brownian motion. The main technical issue in the proof is to…
The exponent of anomalous diffusion of virus in cytoplasm of a living cell is experimentally known to fluctuate depending on localized areas of the cytoplasm, indicating heterogeneity of diffusion. In a recent paper (Itto, 2012), a…
We study a particular example of a recursive distributional equation (RDE) on the unit interval. We identify all invariant distributions, the corresponding "basins of attraction" and address the issue of endogeny for the associated…
We study the propogation and diffusion of electric charge fluctuations in high energy heavy ion collisions using the Cattaneo form for the dissipative part of the electric current. As opposed to the ordinary diffusion equation this form…
We consider the diffusion of markers in a layered medium, with the lateral diffusion coefficient being the function of hight. We show that the probability density of the lateral displacements follows one-dimensional Batchelor's equation…
The scattering of inertia-gravity waves by large-scale geostrophic turbulence in a rapidly rotating, strongly stratified fluid leads to the diffusion of wave energy on the constant-frequency cone in wavenumber space. We derive the…
In this paper, we study solutions of the heterogeneous diffusion process with power-law nonlinearity governed by the stochastic differential equation $\mathrm{d}X_t= |X_t|^\alpha\,\mathrm{d}B_t + \alpha\lambda…
The ordinary subdiffusion equation, with a fractional time derivative of at most first order, describes a process in which the propagation velocity of diffusing molecules is unlimited. To avoid this non-physical property different forms of…
We derive the probability density of a diffusion process generated by nonergodic velocity fluctuations in presence of a weak potential, using the Liouville equation approach. The velocity of the diffusing particle undergoes dichotomic…
This article is devoted to Feller's diffusion equation which arises naturally in probabilities and physics (e.g. wave turbulence theory). If discretized naively, this equation may represent serious numerical difficulties since the diffusion…
Diffusion in inhomogeneous materials can be described by both the Fick and Fokker--Planck diffusion equations. Here, we study a mixed Fick and Fokker-Planck diffusion problem with coefficients rapidly oscillating both in space and time. We…
We introduce a class of discrete random walk model driven by global memory effects. At any time the right-left transitions depend on the whole previous history of the walker, being defined by an urn-like memory mechanism. The characteristic…