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In this paper, we investigate stochastic heat equation with sublinear diffusion coefficients. By assuming certain concavity of the diffusion coefficient, we establish non-trivial moment upper bounds and almost sure spatial asymptotic…

Probability · Mathematics 2023-06-13 Le Chen , Panqiu Xia

Reaction diffusion systems describe the behaviour of dynamic, interacting, particulate systems. Quantum stochastic processes generalise Brownian motion and Poisson processes, having operator valued It\^{o} calculus machinery. Here it is…

Mathematical Physics · Physics 2023-05-31 Chris D Greenman

Anomalous relaxation and diffusion processes have been widely characterized by fractional derivative models, where the definition of the fractional-order derivative remains a historical debate due to the singular memory kernel that…

Statistical Mechanics · Physics 2016-06-17 HongGuang Sun , Xiaoxiao Hao , Yong Zhang , Dumitru Baleanu

We consider the fragmentation equation $\dfrac{\partial}{\partial t}f (t, x) = --B(x)f (t, x) + \int\_{ y=x}^{ y=\infty} k(y, x)B(y)f (t, y)dy,$ and address the question of estimating the fragmentation parameters-i.e. the division rate…

Analysis of PDEs · Mathematics 2018-06-24 Marie Doumic , Miguel Escobedo , Magali Tournus

The diffusion, "explosion" and "evaporation" of dimers and the subsequent coalescence are treated in a formal way by identifying and solving the differential equations deduced from the respective behaviors of dimers in the different cases.…

Materials Science · Physics 2021-04-28 Georges Sitja

Propulsion of otherwise passive objects is achieved by mechanisms of active driving. We concentrate on cases in which the direction of active drive is subject to spontaneous symmetry breaking. In our case, this direction will be maintained,…

Biological Physics · Physics 2022-07-08 Andreas M. Menzel

The self-similar asymptotics for solutions to the drift-diffusion equation with fractional dissipation, coupled to the Poisson equation, is analyzed in the whole space. It is shown that in the subcritical and supercritical cases, the…

Analysis of PDEs · Mathematics 2018-03-01 Franz Achleitner , Ansgar Jüngel , Masakazu Yamamoto

We establish the fractional diffusion limit of the kinetic scattering equation with diffusive boundary condition in a strongly convex bounded domain $\mathcal{D}\subset\mathbb{R}^d$. According to the nature of the boundary condition, two…

Probability · Mathematics 2025-12-22 Loïc Béthencourt , Nicolas Fournier

We consider two Ito equations that evolve on different time scales. The equations are fully coupled in the sense that all coefficients may depend on both the "slow" and the "fast" processes and the diffusion terms may be correlated. The…

Probability · Mathematics 2016-12-13 Anatolii A. Puhalskii

This article is concerned with the fluctuation analysis and the stability properties of a class of one-dimensional Riccati diffusions. These one-dimensional stochastic differential equations exhibit a quadratic drift function and a…

Probability · Mathematics 2019-02-04 Adrian N. Bishop , Pierre Del Moral , Kengo Kamatani , Bruno Remillard

Motivated by the modeling of three-dimensional fluid turbulence, we define and study a class of stochastic partial differential equations (SPDEs) that are randomly stirred by a spatially smooth and uncorrelated in time forcing term. To…

Probability · Mathematics 2021-12-24 Gabriel B. Apolinário , Laurent Chevillard , Jean-Christophe Mourrat

It is well-known that the excursions of a one-dimensional diffusion process can be studied by considering a certain Riccati equation associated with the process. We show that, in many cases of interest, the Riccati equation can be solved in…

Probability · Mathematics 2010-02-11 Alain Comtet , Yves Tourigny

We calculate the exact stationary distribution of the one-dimensional zero-range process with open boundaries for arbitrary bulk and boundary hopping rates. When such a distribution exists, the steady state has no correlations between sites…

Statistical Mechanics · Physics 2009-11-10 E. Levine , D. Mukamel , G. M. Schutz

We investigate the kinetics of systems in which particles of one species undergo binary fragmentation and pair annihilation. In the latter, nonlinear process, fragments react at collision to produce an inert species, causing loss of mass.…

Condensed Matter · Physics 2009-10-28 Joao A. N. Filipe , Geoff J. Rodgers

This study investigates city dynamics employing a nonextensive diffusion equation suited for addressing diffusion within a fractal medium, where the nonadditive parameter, $q$, plays a relevant role. The findings demonstrate the efficacy of…

Physics and Society · Physics 2024-12-19 A. Deppman , R. L. Fagundes , E. Megias , R. Pasechnik , F. L. Ribeiro , C. Tsallis

The diffusion equation is a universal and standard textbook model for partial differential equations (PDEs). In this work, we revisit its solutions, seeking, in particular, self-similar profiles. This problem connects to the classical…

Analysis of PDEs · Mathematics 2017-02-16 P. G. Kevrekidis , M. O. Williams , D. Mantzavinos , E. G. Charalampidis , M. Choi , I. G. Kevrekidis

Fractional derivatives can be used to model time delays in a diffusion process. When the order of the fractional derivative is distributed over the unit interval, it is useful for modeling a mixture of delay sources. In some special cases…

Analysis of PDEs · Mathematics 2016-11-29 Jebessa B. Mijena , Erkan Nane

We study coagulation equations under non-equilibrium conditions which are induced by the addition of a source term for small cluster sizes. We consider both discrete and continuous coagulation equations, and allow for a large class of…

Mathematical Physics · Physics 2020-09-28 Marina A. Ferreira , Jani Lukkarinen , Alessia Nota , Juan J. L. Velázquez

This paper proposes a physical-statistical modeling approach for spatio-temporal data arising from a class of stochastic convection-diffusion processes. Such processes are widely found in scientific and engineering applications where…

Applications · Statistics 2020-08-07 Xiao Liu , Kyongmin Yeo , Siyuan Lu

Diffusion processes with boundaries are models of transport phenomena with wide applicability across many fields. These processes are described by their probability density functions (PDFs), which often obey Fokker-Planck equations (FPEs).…

Probability · Mathematics 2019-09-25 Haozhe Shan , Rubén Moreno-Bote , Jan Drugowitsch
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