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Einstein's explanation of Brownian motion provided one of the cornerstones which underlie the modern approaches to stochastic processes. His approach is based on a random walk picture and is valid for Markovian processes lacking long-term…

Statistical Mechanics · Physics 2009-11-10 I. M. Sokolov , J. Klafter

We consider a one dimensional infinite chain of har- monic oscillators whose dynamics is perturbed by a stochastic term conserving energy and momentum. We prove that in the unpinned case the macroscopic evolution of the energy converges to…

Statistical Mechanics · Physics 2016-01-12 Milton Jara , Tomasz Komorowski , Stefano Olla

We introduce a model of interacting Random Walk, whose hopping amplitude depends on the number of walkers/particles on the link. The mesoscopic counterpart of such a microscopic dynamics is a diffusing system whose diffusivity depends on…

Statistical Mechanics · Physics 2008-10-01 E. Agliari , M. Casartelli , A. Vezzani

Consider two unit balls in a $d$-dimensional flat torus with edge length $r$, for $d\geq 2$. The balls do not move by themselves but they are pushed by a Brownian motion. The balls never intersect---they reflect if they touch. It is proved…

Probability · Mathematics 2014-10-07 Krzysztof Burdzy

The study of wave propagation and scattering in time-dependent materials is a rapidly growing field of research. Whereas for 1D applications there is a simple relation between the wave equations for space-dependent and time-dependent…

Applied Physics · Physics 2025-02-07 Kees Wapenaar

The relation between relaxation and diffusion is investigated in a Hamiltonian system of globally coupled rotators. Diffusion is anomalous if and only if the system is going towards equilibrium. The anomaly in diffusion is not anomalous…

Chaotic Dynamics · Physics 2007-05-23 Yamaguchi Y. Yoshiyuki

We study systems of reaction-diffusion equations with discontinuous spatially distributed hysteresis in the right-hand side. The input of hysteresis is given by a vector-valued function of space and time. Such systems describe hysteretic…

Analysis of PDEs · Mathematics 2013-09-27 Pavel Gurevich , Sergey Tikhomirov

In this paper we consider a diffusion process obtained as a small random perturbation of a dynamical system attracted to a stable equilibrium point. The drift and the diffusive perturbation are assumed to evolve slowly in time. We describe…

Probability · Mathematics 2016-10-23 Mark Freidlin , Leonid Koralov

We consider an elliptic and time-inhomogeneous diffusion process with time-periodic coefficients evolving in a bounded domain of $\mathbb{R}^d$ with a smooth boundary. The process is killed when it hits the boundary of the domain (hard…

Probability · Mathematics 2016-03-22 Pierre Del Moral , Denis Villemonais

We prove existence and uniqueness of a reaction-diffusion equation whose diffusivity is a non-linear functional of the boundary temperature. We do this by studying systems of one-dimensional reflecting diffusions whose noise is a function…

Probability · Mathematics 2021-07-29 Clayton Barnes

We consider a reaction-diffusion system for two densities lying in adjacent domains of $\mathbb{R}^N$. We treat two configurations: either a cylinder and its complement, or two half-spaces. Diffusion and reaction heterogeneities for the two…

Analysis of PDEs · Mathematics 2025-06-06 Henri Berestycki , Luca Rossi , Andrea Tellini

Imaging the propagation of light in time and space is crucial in optics, notably for the study of complex media. We here demonstrate the passive measurement of time-dependent Green's functions between every point at the surface of a…

Various biological cells secrete diffusing chemical compounds into their environment for communication purposes. Secretion usually takes place over the cell membrane in a spatially heterogeneous manner. Mathematical models of these…

Numerical Analysis · Mathematics 2025-11-20 Qiyao Peng , Sander C. Hille

We investigate anomalous diffusion processes governed by the fractional Langevin equation and confined to a finite or semi-infinite interval by reflecting potential barriers. As the random and damping forces in the fractional Langevin…

Statistical Mechanics · Physics 2019-11-01 Thomas Vojta , Sarah Skinner , Ralf Metzler

The homogeneous Green's function is the difference between an impulse response and its time-reversal. According to existing representation theorems, the homogeneous Green's function associated with source-receiver pairs inside a medium can…

Geophysics · Physics 2020-06-17 Christian Reinicke , Kees Wapenaar

The mesosocpic concept is applied to the theory of mixtures. The aim is to investigate the diffusion phenomenon from a mesoscopic point of view. The domain of the field quantities is extended by the set of mesoscopic variables, here the…

Statistical Mechanics · Physics 2007-05-23 A. Palumbo , C. Papenfuss , P. Rogolino

Let $L_t:=\Delta_t+Z_t$ for a $C^{1,1}$-vector field $Z$ on a differential manifold $M$ with boundary $\partial M$, where $\Delta_t$ is the Laplacian induced by a time dependent metric $g_t$ differentiable in $t\in [0,T_c)$. We first…

Probability · Mathematics 2017-08-17 Li-Juan Cheng , Kun Zhang

We consider a non acoustic chain of harmonic oscillators with the dynamics perturbed by a random local exchange of momentum, such that energy and momentum are conserved. The macroscopic limits of the energy density, momentum and the…

Mathematical Physics · Physics 2016-08-24 Tomasz Komorowski , Stefano Olla

Diffusion-driven flow is a boundary layer flow arising from the interplay of gravity and diffusion in density-stratified fluids when a gravitational field is non-parallel to an impermeable solid boundary. This study investigates…

Fluid Dynamics · Physics 2024-09-23 Lingyun Ding

The diffusion limit of the linear Boltzmann equation with a strong magnetic field is performed. The giration period of particles around the magnetic field is assumed to be much smaller than the collision relaxation time which is supposed to…

Analysis of PDEs · Mathematics 2010-05-31 Naoufel Ben Abdallah , Raymond El Hajj
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