Related papers: Microscopic Derivation of Causal Diffusion Equatio…
We investigate the fractional diffusion approximation of a kinetic equation in the upper-half plane with diffusive reflection conditions at the boundary. In an appropriate singular limit corresponding to small Knudsen number and long time…
In this paper, a diffusion-aggregation equation with delta potential is introduced. Based on the global existence and uniform estimates of solutions to the diffusion-aggregation equation, we also provide the rigorous derivation from a…
We study by means of numerical simulations the model of dissipative particle dynamics with energy conservation for the simple case of thermal conduction. It is shown that the model displays correct equilibrium fluctuations and reproduces…
We develop a recursive approach for deriving closed-form solutions to both conditional and unconditional moments of affine jump diffusions with state-independent jump intensities. Using these moment solutions, we construct closed-form…
Equations of motion for the microscopic number density $\hat{\rho}({\bf x},t)$ and the momentum density $\hat{\bf g}({\bf x},t)$ of a fluid have been obtained in the past from the corresponding Langevin equations representing the dynamics…
The diffusion system with time-fractional order derivative is of great importance mathematically due to the nonlocal property of the fractional order derivative, which can be applied to model the physical phenomena with memory effects. We…
The transport equation of active motion is generalised to consider time-fractional dynamics for describing the anomalous diffusion of self-propelled particles observed in many different systems. In the present study, we consider an…
A variation principle for mass transport in solids is derived that recasts transport coefficients as minima of local thermodynamic average quantities. The result is independent of diffusion mechanism, and applies to amorphous and…
We derive an energy-based continuum limit for $\varepsilon$-graphs endowed with a general connectivity functional. We prove that the discrete energy and its continuum counterpart differ by at most $O(\varepsilon)$; the prefactor involves…
Starting from a particle model describing self-propelled particles interacting through nematic alignment, we derive a macroscopic model for the particle density and mean direction of motion. We first propose a mean-field kinetic model of…
We present a derivation of a recently proposed theory for the time dependence of density fluctuations in stationary states of strongly interacting, athermal, self-propelled particles. The derivation consists of two steps. First, we start…
The standard diffusion processes are known to be obtained as the limits of appropriate random walks. These prelimiting random walks can be quite different however. The diffusion coefficient can be made responsible for the size of jumps or…
A fractional derivative is a temporally nonlocal operation which is computationally intensive due to inclusion of the accumulated contribution of function values at past times. In order to lessen the computational load while maintaining the…
In this paper we present an integro-differential diffusion equation for continuous time random walk that is valid for a generic waiting time probability density function. Using this equation we also study diffusion behaviors for a couple of…
We introduce a model of self-propelled particles carrying out a Brownian motion with a diffusion coefficient which depends on the local density of particles within a certain finite radius. Numerical simulations show that in a range of…
In this paper we show that a process modeled by a strongly continuous real-valued semigroup (that has a space convolution operator as infinitesimal generator) cannot satisfy causality. We present and analyze a causal model of diffusion that…
The macroscopic fluctuation theory is a powerful tool to characterise the large scale dynamical properties of diffusive systems, both in- and out-of-equilibrium. It relies on an action formalism in which, at large scales, the dynamics is…
We apply the subordination principle to construct kinetic fractional statistical dynamics in the continuum in terms of solutions to Vlasov-type hierarchies. As a by-product we obtain the evolution of the density of particles in the…
First we introduce and analyze a convergent numerical method for a large class of nonlinear nonlocal possibly degenerate convection diffusion equations. Secondly we develop a new Kuznetsov type theory and obtain general and possibly optimal…
We consider the process of partial sums of moving averages of finite order with a regular varying memory function, constructed from a stationary sequence, variance of the sum of which is a regularly varying function. We study the Gaussian…