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Related papers: Diffusive persistence and the `sign-time' distribu…

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We obtain new estimates for the solution of both the porous medium and the fast diffusion equations by studying the evolution of suitable Lipschitz norms. Our results include instantaneous regularization for all positive times, long-time…

Analysis of PDEs · Mathematics 2023-09-26 Noemi David , Filippo Santambrogio

Consider a windtree model with several parallel arbitrary right-angled obstacles placed periodically on the plane. We show that its diffusion rate is the largest Lyapunov exponent of some stratum of quadratic differentials and exhibit a new…

Dynamical Systems · Mathematics 2018-07-10 Charles Fougeron

In this article we investigate the asymptotic behavior of a new class of multi-dimensional diffusions in random environment. We introduce cut times in the spirit of the work done by Bolthausen, Sznitman and Zeitouni, see [4], in the…

Probability · Mathematics 2009-12-12 Ivan del Tenno

We describe the evolution of a plasma equilibrium having a toroidal topology in the presence of constant electric resistivity. After outlining the main analytical properties of the solution, we illustrate its physical implications by…

Plasma Physics · Physics 2022-11-21 Giovanni Montani , Matteo Del Prete , Nakia Carlevaro , Francesco Cianfrani

We present a new method for detecting superdiffusive behaviour and for determining rates of superdiffusion in time series data. Our method applies equally to stochastic and deterministic time series data (with no prior knowledge required of…

Data Analysis, Statistics and Probability · Physics 2016-12-23 Georg A. Gottwald , Ian Melbourne

In systems which exhibit deterministic diffusion, the gross parameter dependence of the diffusion coefficient can often be understood in terms of random walk models. Provided the decay of correlations is fast enough, one can ignore memory…

Chaotic Dynamics · Physics 2013-02-07 Thomas Gilbert , David P. Sanders

The purpose of this article is to give another proof on the existence of a diffusion on a junction, which has been already done by M.Freidlin and S-J.Sheu, in Diffusion processes on graphs, (2000). We generalize the result to time dependent…

Probability · Mathematics 2023-11-28 Isaac Ohavi

In this article, we consider the diffusion equation with multi-term time-fractional derivatives. We first derive that the solution is positive when the source term is nonpositive by a subordination principle for the solution. As an…

Analysis of PDEs · Mathematics 2021-06-25 Xiaona Yang , Zhiyuan Li

We devise a new geometric approach to study the propagation of disturbance - compactly supported data - in reaction diffusion equations. The method builds a bridge between the propagation of disturbance and of almost planar solutions. It…

Analysis of PDEs · Mathematics 2016-05-19 Luca Rossi

In this paper, we develop a novel high-dimensional time-varying coefficient estimation method, based on high-dimensional It\^o diffusion processes. To account for high-dimensional time-varying coefficients, we first estimate local (or…

Methodology · Statistics 2026-01-06 Donggyu Kim , Minseog Oh , Minseok Shin

In this paper, we consider the initial boundary value problem of the two dimensional multi-term time fractional mixed diffusion and diffusion-wave equations. An alternating direction implicit (ADI) spectral method is developed based on…

Numerical Analysis · Mathematics 2018-09-03 Zeting Liu , Fawang Liu , Fanhai Zeng

A Langevin process diffusing in a periodic potential landscape has a time dependent diffusion constant which means that its average mean squared displacement (MSD) only becomes linear at late times. The long time, or effective diffusion…

Statistical Mechanics · Physics 2015-06-19 David S. Dean , Gleb Oshanin

Diffusion of a polymer in a gel is studied within the framework of de Gennes' model for reptation. Our results for the scaling of the diffusion coefficient D and the longest relaxation time tau are markedly different from the most recently…

Condensed Matter · Physics 2009-10-31 G. T. Barkema , H. M. Krenzlin

We study the distribution of residence time or equivalently that of ``mean magnetization" for a family of Gaussian Markov processes indexed by a positive parameter $\alpha$. The persistence exponent for these processes is simply given by…

Statistical Mechanics · Physics 2009-10-31 Abhishek Dhar , Satya N. Majumdar

In this work, we investigate a numerical procedure for recovering a space-dependent diffusion coefficient in a (sub)diffusion model from the given terminal data, and provide a rigorous numerical analysis of the procedure. By exploiting…

Numerical Analysis · Mathematics 2024-05-20 Bangti Jin , Xiliang Lu , Qimeng Quan , Zhi Zhou

We study the diffusion of a particle with a time-dependent diffusion constant $D(t)$ that switches between random values drawn from a distribution $W(D)$ at a fixed rate $r$. Using a renewal approach, we compute exactly the moments of the…

Statistical Mechanics · Physics 2025-08-06 Mathis Guéneau , Satya N. Majumdar , Gregory Schehr

We consider the persistence phenomenon in advectecd passive scalar equation in 1-dimension. The velocity field is random with the $<v(k,\omega)v(-k,-\omega) > \sim |k|^{-(2+\alpha)}$. In presence of the non-linearity the complete Green's…

Statistical Mechanics · Physics 2009-11-13 D. Chakraborty

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

Stochastic diffusion equations are crucial for modeling a range of physical phenomena influenced by uncertainties. We introduce the generalized finite difference method for solving these equations. Then, we examine its consistency,…

Numerical Analysis · Mathematics 2024-11-22 Faezeh Nassajian Mojarrad

We calculate the diffusion coefficients of persistent random walks on lattices, where the direction of a walker at a given step depends on the memory of a certain number of previous steps. In particular, we describe a simple method which…

Statistical Mechanics · Physics 2013-02-07 Thomas Gilbert , David P. Sanders
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