Related papers: Diffusive flux into a stochastically gated tube
The long time dynamics of large particles trapped in two inhomogeneous turbulent shear flows is studied experimentally. Both flows present a common feature, a shear region that separates two colliding circulations, but with different…
A finite element approach to the elastic flow of a curve coupled with a diffusion equation on the curve is analysed. Considering the graph case, the problem is weakly formulated and approximated with continuous linear finite elements, which…
One key issue in the probability density function (PDF) approach for disperse two-phase turbulent flows is to close the diffusion term in the phase space. This study aimed to derive a kinetic equation for particle dispersion in turbulent…
We present a stochastic model for amplifying, diffusive media like, for instance, random lasers. Starting from a simple random-walk model, we derive a stochastic partial differential equation for the energy field with contains a…
A theoretical analysis is developed to investigate the effects of gas expansion due to heat release on unsteady diffusion flames evolving in a pipe flow in which the mixing of reactants is controlled by Taylor's dispersion processes thereby…
Reaction-diffusion processes are the foundational model for a diverse range of complex systems, ranging from biochemical reactions to social agent-based phenomena. The underlying dynamics of these systems occur at the individual…
Convergence of stochastic processes with jumps to diffusion processes is investigated in the case when the limit process has discontinuous coefficients. An example is given in which the diffusion approximation of a queueing model yields a…
Molecular motion through pores plays a crucial role in various natural and industrial processes. One of the most fascinating features of biological channel-facilitated transport is a stochastic gating process, when the channels dynamically…
Modelling the evolution of a system using stochastic dynamics typically implies a greater subjective uncertainty in the adopted system coordinates as time progresses, and stochastic entropy production has been developed as a measure of this…
The effect of a change of noise amplitudes in overdamped diffusive systems is linked to their unperturbed behavior by means of a nonequilibrium fluctuation-response relation. This formula holds also for systems with state-independent…
Diffusive transport of particles or, more generally, small objects is a ubiquitous feature of physical and chemical reaction systems. In configurations containing confining walls or constrictions transport is controlled both by the…
We consider stochastic reaction-diffusion equations on a finite network represented by a finite graph. On each edge in the graph a multiplicative cylindrical Gaussian noise driven reaction-diffusion equation is given supplemented by a…
We demonstrate that the paths followed by a system in fluctuation-activated switching form a narrow tube in phase space. A theory of the path distribution is developed and its direct measurement is performed in a micromechanical oscillator.…
The microscopic structure and movement of reaction fronts in reaction diffusion systems far from equilibrium are investigated. We show that some three-site interaction models exhibit exact diffusive shock measures, i.e. domains of different…
In this article, we consider diffusion approximations for a general class of stochastic recursions. Such recursions arise as models for population growth, genetics, financial securities, multiplicative time series, numerical schemes and…
We consider a non-Gaussian stochastic process where a particle diffuses in the $y$-direction, $dy/dt=\eta(t)$, subject to a transverse shear flow in the $x$-direction, $dx/dt=f(y)$. Absorption with probability $p$ occurs at each crossing of…
A two-variable stochastic model for diffusion-limited nucleation is developed using a formalism derived from fluctuating hydrodynamics. The model is a direct generalization of the standard Classical Nucleation Theory. The nucleation rate…
Matrix differential Riccati equations are central in filtering and optimal control theory. The purpose of this article is to develop a perturbation theory for a class of stochastic matrix Riccati diffusions. Diffusions of this type arise,…
We investigate stochastic models of particles entering a channel with a random time distribution. When the number of particles present in the channel exceeds a critical value $N$, a blockage occurs and the particle flux is definitively…
A space discrete approximation to a highly nonlinear reaction-diffusion system endowed with a stochastic dynamical boundary condition is analyzed and the convergence of the discrete scheme to the solution to the corresponding continuum…