Related papers: Taylor dispersion with absorbing boundaries: A Sto…
We study the Taylor expansion for the solutions of differential equations driven by $p$-rough paths with $p>2$. We prove a general theorem concerning the convergence of the Taylor expansion on a nonempty interval provided that the vector…
Classical Taylor-Aris dispersion theory is extended to describe the transport of suspensions of self-propelled dipolar cells in a tubular flow. General expressions for the mean drift and effective diffusivity are determined exactly in terms…
We consider stochastic diffusion processes absorbed at the boundary of a domain. It is shown that there exist initial distributions which ensure a given decreasing of density of the absorbed process.
Approximate analytical solution of two dimensional problem for stationary Navier-Stokes, continuity and Fourier-Kirchhoff equations describing free convective heat transfer from isothermal surface of half infinite vertical plate is…
A fundamental problem in statistics is estimating the shape matrix of an Elliptical distribution. This generalizes the familiar problem of Gaussian covariance estimation, for which the sample covariance achieves optimal estimation error.…
We generalize classical dispersion theory for a passive scalar to derive an asymptotic long-time convection-diffusion equation for a solute suspended in a wide, structured channel and subject to a steady low-Reynolds-number shear flow. Our…
This paper considers approximate smoothing for discretely observed non-linear stochastic differential equations. The problem is tackled by developing methods for linearising stochastic differential equations with respect to an arbitrary…
Motivated by a novel method for granular segregation, we analyze the one dimensional drift-diffusion between two absorbing boundaries. The time evolution of the probability distribution and the rate of absorption are given by explicit…
A new approach to the modeling of nonfree particle diffusion is presented. The approach uses a general setup based on geometric graphs (networks of curves), which means that particle diffusion in anything from arrays of barriers and pore…
We develop a general transfer-matrix formalism for determining the growth rate of the Rayleigh-Taylor instability in a fluid system with spatially varying density and viscosity. We use this formalism to analytically and numerically treat…
We present a numerical method for the solution of diffusion problems in unbounded planar regions with complex geometries of absorbing and reflecting bodies. Our numerical method applies the Laplace transform to the parabolic problem,…
We perform an exhaustive study of the simplest, nontrivial problem in advection-diffusion -- a finite absorber of arbitrary cross section in a steady two-dimensional potential flow of concentrated fluid. This classical problem has been…
A variety of real-world applications are modeled via hyperbolic conservation laws. To account for uncertainties or insufficient measurements, random coefficients may be incorporated. These random fields may depend discontinuously on the…
There is much current interest in modelling suspensions of algae and other micro-organisms for biotechnological exploitation, and many bioreactors are of tubular design. Using generalized Taylor dispersion theory, we develop a…
The Lagrangian approach is natural to study issues of turbulent dispersion and mixing. We propose in this work a general Lagrangian stochastic model including velocity and acceleration as dynamical variables for inhomogeneous turbulent…
We develop perturbation theory and physically motivated resummations of the perturbation theory for the problem of a tracer particle diffusing in a random media. The random media contains point scatterers of density $\rho$ uniformly…
The Gaussian beam superposition method is an asymptotic method for computing high frequency wave fields in smoothly varying inhomogeneous media. In this paper we study the accuracy of the Gaussian beam superposition method and derive error…
The L\'evy, jumping process, defined in terms of the jumping size distribution and the waiting time distribution, is considered. The jumping rate depends on the process value. The fractional diffusion equation, which contains the variable…
We consider the classical problem of particle diffusion in $d$-dimensional radially-symmetric systems with absorbing boundaries. A key quantity to characterise such diffusive transport is the evolution of the proportion of particles…
In this note, we study the long-time dynamics of passive scalars driven by rotationally symmetric flows. We focus on identifying precise conditions on the velocity field in order to prove enhanced dissipation and Taylor dispersion in…