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We study a model of a general compressible viscous fluid subject to the Coulomb friction law boundary condition. For this model, we introduce a dissipative formulation and prove the existence of dissipative solutions. The proof of this…

Analysis of PDEs · Mathematics 2024-02-22 Sarka Necasova , Justyna Ogorzaly , Jan Scherz

We provide a general method to analyze the asymptotic properties of a variety of estimators of continuous time diffusion processes when the data are not only discretely sampled in time but the time separating successive observations may…

Statistics Theory · Mathematics 2007-06-13 Yacine Ait-Sahalia , Per A. Mykland

We investigate through a Generalized Langevin formalism the phenomenon of anomalous diffusion for asymptotic times, and we generalized the concept of the diffusion exponent. A method is proposed to obtain the diffusion coefficient…

Statistical Mechanics · Physics 2015-03-20 R. M. S. Ferreira , M. V. S. Santos , C. C. Donato , J. S. Andrade , F. A. Oliveira

Of stochastic differential equations, diffusion processes have been adopted in numerous applications, as more relevant and flexible models. This paper studies diffusion processes in a different setting, where for a given stationary…

Probability · Mathematics 2024-12-31 Saber Jafarizadeh

We probe the diffusive motion of particles in slowly sheared three dimensional granular suspensions. For sufficiently large strains, the particle dynamics exhibits diffusive Gaussian statistics, with the diffusivity proportional to the…

Soft Condensed Matter · Physics 2015-06-11 Elie Wandersman , Joshua A. Dijksman , Martin van Hecke

In a very long Gaussian polymer on time scales shorter that the maximal relaxation time, the mean squared distance travelled by a tagged monomer grows as ~t^{1/2}. We analyze such sub-diffusive behavior in the presence of one or two…

Statistical Mechanics · Physics 2011-11-10 Yacov Kantor , Mehran Kardar

Turbulence, left unforced, decays and invades the surrounding quiescent fluid. Though ubiquitous, this simple phenomenon has proven hard to capture within a simple and general framework. Experiments in conventional turbulent flow chambers…

Fluid Dynamics · Physics 2025-06-30 Takumi Matsuzawa , Minhui Zhu , Nigel Goldenfeld , William T. M. Irvine

We derive an exact equation governing two-particle backwards mean-squared dispersion for both deterministic and stochastic tracer particles in turbulent flows. For the deterministic trajectories, we probe the consequences of our formula for…

Fluid Dynamics · Physics 2014-04-18 Damien Benveniste , Theodore D. Drivas

Diffusion models have recently attained significant interest within the community owing to their strong performance as generative models. Furthermore, its application to inverse problems have demonstrated state-of-the-art performance.…

Image and Video Processing · Electrical Eng. & Systems 2022-03-22 Hyungjin Chung , Byeongsu Sim , Jong Chul Ye

Brownian rods disperse in pressure-driven flow through a coupling between axial shear, anisotropic translational diffusion and Jeffery--Brownian rotation. Classical tube Taylor--Aris theory treats transverse mixing as a scalar process, and…

Fluid Dynamics · Physics 2026-05-19 Jingsen Feng , Xu Chu

In this work it is shown how the immersed boundary method of (Peskin2002) for modeling flexible structures immersed in a fluid can be extended to include thermal fluctuations. A stochastic numerical method is proposed which deals with…

Soft Condensed Matter · Physics 2023-02-28 P. J. Atzberger , P. R. Kramer , C. S. Peskin

We propose threshold diffusion processes as unique solutions to stochastic differential equations with step-function coefficients, and obtain explicit expressions for the conditional Laplace transform of the hitting times and the potential…

Probability · Mathematics 2025-08-26 Lina Ji , Chuyang Li , Xiaowen Zhou

We revisit the classical problem of diffusion of a scalar (or heat) released in a two-dimensional medium with an embedded periodic array of impermeable obstacles such as perforations. Homogenisation theory provides a coarse-grained…

Computational Engineering, Finance, and Science · Computer Science 2020-11-18 Yahya Farah , Daniel Loghin , Alexandra Tzella , Jacques Vanneste

In this paper we study the problem of the numerical calculation (by Monte Carlo Methods) of the effective diffusivity for a particle moving in a periodic divergent-free velocity filed, in the limit of vanishing molecular diffusion. In this…

Numerical Analysis · Mathematics 2009-11-13 G. A. Pavliotis , A. M. Stuart , K. C. Zygalakis

In this paper, we investigate the long-time behavior of a passive scalar advected by a parallel shear flow in an infinite cylinder with unbounded cross section, in the regime where the viscosity coefficient satisfies $\nu \ll 1$, and in…

Analysis of PDEs · Mathematics 2025-10-16 Te Li , Le Zhang

Tracer diffusion and hydrodynamic dispersion in two-dimensional fractures with self-affine roughness is studied by analytic and numerical methods. Numerical simulations were performed via the lattice-Boltzmann approach, using a new boundary…

Statistical Mechanics · Physics 2016-08-31 German Drazer , Joel Koplik

A new solution to the mono-dimensional diffusion equation for time-variable first kind boundary condition is presented where the time-variable function at the surface is derived proposing a surface saturation model. This solution may be…

Materials Science · Physics 2022-12-08 Guglielmo Macrelli

The asymptotics of a singularly perturbed problem is constructed. describing the transport of a polydisperse impurity in the atmosphere, taking into account the processes of precipitation and wind pick-up, as well as the processes of…

Analysis of PDEs · Mathematics 2024-12-30 A. V. Nesterov

We revisit Taylor dispersion in oscillatory flows at zero Reynolds number, giving an alternative method of calculating the Taylor dispersivity that is easier to use with computer algebra packages to obtain exact expressions. We consider the…

Probability · Mathematics 2009-11-11 Kalvis M. Jansons

We study the long-time dynamics of the nonlinear processes modeled by diffusion-transport partial differential equations in non-divergence form with drifts. The solutions are subject to some inhomogeneous Dirichlet boundary condition.…

Analysis of PDEs · Mathematics 2026-02-11 Luan Hoang , Akif Ibragimov
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