Related papers: Temporal Diffusion
We study the first-passage time (FPT) problem for widespread recurrent processes in confined though large systems and present a comprehensive framework for characterizing the FPT distribution over many time scales. We find that the FPT…
We consider a spatially homogeneous advection-diffusion equation in which the diffusion tensor and drift velocity are time-independent, but otherwise general. We derive asymptotic expressions, valid at large distances from a steady point…
We consider fractional diffusion equations and study the stability of the inverse problem of determining the time-dependent parameter in a source term or a coefficient of zero-th order term from observations of the solution at one point in…
In this paper, we are concerned with the stochastic time-fractional diffusion-wave equations in a Hilbert space. The main objective of this paper is to establish properties of the stochastic weak solutions of the initial-boundary value…
We consider the homogenization for time-fractional diffusion equations in a periodic structure and we derive the homogenized time-fractional diffusion equation. Then we discuss the determination of the constant diffusion coefficient by…
We study the first passage time (FPT) problem for biased continuous time random walks. Using the recently formulated framework of fractional Fokker-Planck equations, we obtain the Laplace transform of the FPT density function when the bias…
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…
Superslow diffusion, i.e., the long-time diffusion of particles whose mean-square displacement (variance) grows slower than any power of time, is studied in the framework of the decoupled continuous-time random walk model. We show that this…
Reaction-diffusion equations are widely used as the governing evolution equations for modeling many physical, chemical, and biological processes. Here we derive reaction-diffusion equations to model transport with reactions on a…
An initial-boundary value problem for the time-fractional diffusion equation is discretized in space using continuous piecewise-linear finite elements on a polygonal domain with a re-entrant corner. Known error bounds for the case of a…
The presented explanations are provided for the one--dimensional diffusion process with constant drift by using forward Fokker--Planck technique. We are interested in the outflow probability in a finite interval, i.e. first passage time…
The paper examines stochastic diffusion within an expanding space-time framework. It starts with providing a rationale for the considered model and its motivation from cosmology where the expansion of space-time is used in modelling various…
Sub-diffusion equations are used in a large range of applications including fluids, plasma physics and biology. Their mathematical analysis is advanced even if a much larger literature addresses super-diffusions. The goal of this paper is…
The prediction of arrival time or first passage time statistics of a quantum particle is an open problem, which challenges the foundations of quantum theory. One of the most promising and insightful approaches to this problem stems from the…
We consider a run-and-tumble particle on a half-line with an absorbing target at the origin. The particle has an internal velocity state that switches between two opposite values at Poisson-distributed times. The position of the particle…
In biological, glassy, and active systems, various tracers exhibit Laplace-like, i.e., exponential, spreading of the diffusing packet of particles. The limitations of the central limit theorem in fully capturing the behaviors of such…
Recently a general growth curve including the well known growth equations, such as Malthus, logistic, Bertallanfy, Gompertz, has been studied. We now propose two stochastic formulations of this growth equation. They are obtained starting…
We discuss an initial-boundary value problem for a fractional diffusion equation with Caputo time-fractional derivative where the coefficients are dependent on spatial and time variables and the zero Dirichlet boundary condition is…
The first passage is a generic concept for quantifying when a random quantity such as the position of a diffusing molecule or the value of a stock crosses a preset threshold (target) for the first time. The last decade saw an enlightening…
We consider a solution $u(\cdot,t)$ to an initial boundary value problem for time-fractional diffusion-wave equation with the order $\alpha \in (0,2) \setminus \{ 1\}$ where $t$ is a time variable. We first prove that a suitable norm of…