Related papers: Diffusion, Fragmentation and Coagulation Processes…
In this paper we derive martingale estimating functions for the dimensionality parameter of a Bessel process based on the eigenfunctions of the diffusion operator. Since a Bessel process is non-ergodic and the theory of martingale…
We establish precise bounds on cumulants for a rather general class of non-linear geometric functionals satisfying the stabilization property under a simple, stationary (marked) point process admitting fast decay of its correlation…
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 develop an analytical diffusion-equation-type approximation scheme for the one-dimensional coagulation reaction A+A->A with partial reaction probability on particle encounters which are otherwise hard-core. The new approximation…
Diffusion-coagulation can be simply described by a dynamic where particles perform a random walk on a lattice and coalesce with probability unity when meeting on the same site. Such processes display non-equilibrium properties with strong…
We investigate a class of stochastic fragmentation processes involving stable and unstable fragments. We solve analytically for the fragment length density and find that a generic algebraic divergence characterizes its small-size tail.…
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…
The effective, fast transport of matter through porous media is often characterized by complex dispersion effects. To describe in mathematical terms such situations, instead of a simple macroscopic equation (as in the classical Darcy's…
In this note we analyse the propagation of a small density perturbation in a one-dimensional compressible fluid by means of fractional calculus modelling, replacing thus the ordinary time derivative with the Caputo fractional derivative in…
We present a study of dynamical scaling and front motion in a one dimensional system that describes Rayleigh-Benard convection in a rotating cell. We use a model of three competing modes proposed by Busse and Heikes to which spatial…
We derive the exact evolution equation for the probability density function of particle displacements generated by arbitrary Gaussian velocity processes, when neither Markovianity and nor stationarity are assumed. Starting from the…
We develop a class of non-Gaussian translation processes that extend classical stochastic differential equations (SDEs) by prescribing arbitrary absolutely continuous marginal distributions. Our approach uses a copula-based transformation…
We study the escape rate of diffusion process with two approaches. We first give an upper rate function for the diffusion process associated with a symmetric, strongly local regular Dirichlet form. The upper rate function is in terms of the…
In this paper, we study the asymptotic estimate of solution for a mixed-order time-fractional diffusion equation in a bounded domain subject to the homogeneous Dirichlet boundary condition. Firstly, the unique existence and regularity…
We propose a stochastic model of a fragmentation process, developed by taking into account fragment lifetime as a function of their size based on the Gibrat process. If lifetime is determined by a power function of fragment size, numerical…
In this paper, we derive an effective model for transport processes in periodically perforated elastic media, taking into account, e.g., cyclic elastic deformations as they occur in lung tissue due to respiratory movement. The underlying…
We discuss transport equations resulting from relativistic diffusions in the proper time. We show that a solution of the transport equation can be obtained from the solution of the diffusion equation by means of an integration over the…
The problem of deriving a gradient flow structure for the porous medium equation which is {\em thermodynamic}, in that it arises from the large deviations of some microscopic particle system, is studied. To this end, a rescaled zero-range…
We investigate the aggregation kinetics of sedimenting particles theoretically and numerically, using the advection-diffusion equation. Agglomeration, caused by both transport mechanisms (diffusion and advection), is important for small…
We compute the dynamical prefactor in the nucleation rate of bubbles or droplets in first order phase transitions for the case where both viscous damping and thermal dissipation are significant. This result, which generalizes previous work…