Related papers: Lorentz-boosted diffusion: initial value formulati…
We derive analytical solutions based on singular Green's functions, which enable efficient computations of scattering simulations or Floquet-Bloch dispersion relations for waves propagating through an elastic plate, whose surface is…
We study the initial-boundary value problem for a class of diffusion equations with nonmonotone diffusion flux functions, including forward-backward parabolic equations and the gradient flows of nonconvex energy functionals, under the…
The diffusion equation is the primary tool to study the movement dynamics of a free Brownian particle, but when spatial heterogeneities in the form of permeable interfaces are present, no fundamental equation has been derived. Here we…
Diffusion theory establishes a fundamental connection between stochastic differential equations and partial differential equations. The solution of a partial differential equation known as the Fokker-Planck equation describes the…
We consider a class of time-homogeneous diffusion processes on $\mathbb{R}^{n}$ with common invariant measure but varying volatility matrices. In Euclidean space, we show via stochastic control of the diffusion coefficient that the…
A numerical algorithm for the implementation of anisotropic distributions in the frame of the relativistic Boltzmann equation is presented. The implementation relies on the expansion of the Romatschke-Strickland distribution with respect to…
A Green's function in an acoustic medium can be retrieved from reflection data by solving a multidimensional Marchenko equation. This procedure requires a-priori knowledge of the initial focusing function, which can be interpreted as the…
This paper is devoted to $\phi$-entropies applied to Fokker-Planck and kinetic Fokker-Planck equations in the whole space, with confinement. The so-called $\phi$-entropies are Lyapunov functionals which typically interpolate between Gibbs…
This paper is devoted to a fundamental solution of a nonlinear kinetic equation involving a porous medium or fast diffusion operator acting on velocities. Such a nonlinearity has interesting scaling properties, which result in a…
We establish the global existence of weak solutions to a nonlinear kinetic Fokker--Planck equation with degenerate diffusion, under either inflow or partial absorption-reflection boundary conditions. The novelty of our approach lies in…
Hydrodynamic projections, the projection onto conserved charges representing ballistic propagation of fluid waves, give exact transport results in many-body systems, such as the exact Drude weights. Focussing one one-dimensional systems, I…
We consider Schr\"odinger equations and Fokker-Planck equations in one dimension, and study the low-energy asymptotic behavior of the Green function using a new method. In this method, the coefficient of the expansion in powers of the wave…
Score-based diffusion models currently constitute the state of the art in continuous generative modeling. These methods are typically formulated via overdamped or underdamped Ornstein--Uhlenbeck-type stochastic differential equations, in…
In this paper, we investigate the well-posedness and the long-time asymptotic behavior for the initial-boundary value problem for multi-term time-fractional diffusion equations, where the time differentiation consists of a finite summation…
We study the main properties of the solution of a Fokker-Planck equation characterized by a variable diffusion coefficient and a polynomial superlinear drift, modeling the formation of consensus in a large interacting system of individuals.…
We construct an explicit solution of the Cauchy initial value problem for the one-dimensional Schroedinger equation with a time-dependent Hamiltonian operator for the forced harmonic oscillator. The corresponding Green function (propagator)…
The Fokker-Planck equation provides complete statistical description of a particle undergoing random motion in a solvent. In the presence of Lorentz force due to an external magnetic field, the Fokker-Planck equation picks up a tensorial…
This work considers the inverse dynamic source problem arising from the time-domain fluorescence diffuse optical tomography (FDOT). We recover the dynamic distributions of fluorophores in biological tissue by the one single boundary…
This article starts over the backwards diffusion problem by replacing the \emph{noncausal} diffusion equation, the direct problem, by the \emph{causal} diffusion model developed in \cite{Kow11} for the case of constant diffusion speed. For…
We consider classical solutions to the kinetic Fokker-Planck equation on a bounded domain $\mathcal O \subset~\mathbb{R}^d$ in position, and we obtain a probabilistic representation of the solutions using the Langevin diffusion process with…