Related papers: Taylor dispersion with absorbing boundaries: A Sto…
The problem of surface effects at a fluid/force field boundary is investigated. A classical simple fluid with a locally introduced field simulating a solid is considered. For the case of a hard-core field, rigid, exponential, realistic, and…
In this paper, we introduce a fourth-order accurate finite element method for incompressible variable density flow. The method is implicit in time and constructed with the Taylor series technique, and uses standard high-order Lagrange basis…
The aim of this paper is to study the law of the last passage time of a linear diffusion to a curved boundary. We start by giving a general expression for the density of such a random variable under some regularity assumptions. Following…
Diffusing-Wave Spectroscopy (DWS) allows for the direct measurement of the squared strain-rate tensor. When combined with commonly available high-speed cameras, we show that DWS gives direct access to the spatio-temporal variations of the…
The dispersive spreading of microscopic particles in shear flows is influenced both by advection and thermal motion. At the nanoscale, interactions between such particles and their confining boundaries become unavoidable. We address the…
We introduce the simplest one-dimensional model of a dispersive optical medium with saturable dissipative nonlinearity and filtering (dispersive loss) which gives rise to stable solitary pulses (autosolitons). In the particular case when…
Turbulent emulsions are ubiquitous in chemical engineering, food processing, pharmaceuticals, and other fields. However, our experimental understanding of this area remains limited due to the multi-scale nature of turbulent flow and the…
We consider a singular stochastic control problem, which is called the Monotone Follower Stochastic Control Problem and give sufficient conditions for the existence and uniqueness of a local-time type optimal control. To establish this…
We consider the determination of the optimal stationary singular stochastic control of a linear diffusion for a class of average cumulative cost minimization problems arising in various financial and economic applications of stochastic…
We investigate the transport of a passive tracer in a two-dimensional stratified random medium with flow parallel and perpendicular to the strata. Assuming a Gaussian random flow with a Gaussian correlation function, it is not only possible…
This contribution is concerned with the effective viscosity problem, that is, the homogenization of the steady Stokes system with a random array of rigid particles, for which the main difficulty is the treatment of close particles. Standard…
The adsorption phenomenon of neutral particles from the limiting surfaces of the sample in the Langmuir approximation is investigated. The diffusion equation regulating the redistribution of particles in the bulk is assumed to be of…
The lateral diffusion coefficient of a Brownian particle on a two-dimensional random surface is studied in the quenched limit for which the surface configuration is time-independent. We start with the stochastic equation of motion for a…
We consider solutions in frequency bands of dispersive equations on the line defined by Fourier multipliers, these solutions being considered as wave packets. In this paper, a refinement of an existing method permitting to expand…
The stochastic solution with Gaussian stationary increments is establihsed for the symmetric space-time fractional diffusion equation when $0 < \beta < \alpha \le 2$, where $0 < \beta \le 1$ and $0 < \alpha \le 2$ are the fractional…
The present paper discusses the diffusion approximation of the linear Boltzmann equation in cases where the collision frequency is not uniformly large in the spatial domain. Our results apply for instance to the case of radiative transfer…
Many important properties of granular fluids can be represented by a system of hard spheres with inelastic collisions. Traditional methods of nonequilibrium statistical mechanics are effective for analysis and description of the inelastic…
We study the problem of lateral diffusion on a static, quasi-planar surface generated by a stationary, ergodic random field possessing rapid small-scale spatial fluctuations. The aim is to study the effective behaviour of a particle…
The pioneering work of G.I. Taylor on the turbulent dispersion of aerosols is exactly one century old and provides an original way of introducing both diffusive processes and turbulence at an undergraduate level. Light enough particles…
We provide examples of initial data which saturate the enhanced diffusion rates proved for general shear flows which are H\"{o}lder regular or Lipschitz continuous with critical points, and for regular circular flows, establishing the…