Related papers: Diffusive persistence and the `sign-time' distribu…
We study the persistence probability for some discrete-time, time-reversible processes. In particular, we deduce the persistence exponent in a number of examples: first, we deal with random walks in random sceneries (RWRS) in any dimension…
For n-dimensional ergodic diffusion processes with values in $G=\mathbb{R}_{+}^n$ we prove time-independent upper bounds for the transitional density and so also for the unique ergodic density. We do not require geodesic completeness of the…
This paper considers the existence of local and global-in-time strong solutions to the advection-diffusion equation with variable coefficients on an evolving surface with a boundary. We apply both the maximal $L^p$-in-time regularity for…
The purpose of this paper is to provide a formula for the effective diffusion operator obtained by projecting the 3-dimensional diffusion equation onto a 2-dimensional plane, assuming reflective boundary conditions at two surfaces in…
Diffusive scaling of position moments and a central limit theorem are obtained for the mean position of a quantum particle hopping on a cubic lattice and subject to a random potential consisting of a large static part and a small part that…
In this paper we consider a final value problem for a diffusion equation with time-space fractional differentiation on a bounded domain $D$ of $ \mathbb{R}^{k}$, $k\ge 1$, which includes the fractional power $\mathcal L^\beta$, $0<\beta\le…
The problem of a particle diffusion in a fluctuating scalar field is studied. In contrast to most studies of advection diffusion in random fields we analyze the case where the particle position is also coupled to the dynamics of the field.…
In recent letter [Phys. Rev. Lett {\bf 105}, 150606 (2010)], the surface-mediated diffusion problem is theoretically discussed, and interesting results have been obtained. However, for more general cases, the ansatz of solutions of the…
Of primary interest in this paper is the numerical approximation of a time dependent fractional, in space, diffusion equation where the domain is assumed to be nonhomogeneous, having different axial diffusion coefficients. This work is…
We investigate the stability of the equilibrium-induced optimal value in one-dimensional diffusion setting for a time-inconsistent stopping problem under non-exponential discounting. We show that the optimal value is semi-continuous with…
We provide explicit classical solutions and stochastic analogues for distributed-order space-time fractional diffusion equations on bounded domains with zero exterior boundary conditions. We also show that our results still hold when the…
In this work, we consider a FDE (fractional diffusion equation) $${}^C D_t^\alpha u(x,t)-a(t)\mathcal{L} u(x,t)=F(x,t)$$ with a time-dependent diffusion coefficient $a(t)$. For the direct problem, given an $a(t),$ we establish the…
The scaling invariance for chaotic orbits near a transition from unlimited to limited diffusion in a dissipative standard mapping is explained via the analytical solution of the diffusion equation. It gives the probability of observing a…
The problem of a diffusing particle moving among diffusing traps is analyzed in general space dimension d. We consider the case where the traps are initially randomly distributed in space, with uniform density rho, and derive upper and…
One key issue in the probability density function (PDF) approach for disperse two-phase turbulent flows is to close the diffusion term in the phase space. This study aimed to derive a kinetic equation for particle dispersion in turbulent…
In this paper, we investigate the solutions for a generalized fractional diffusion equation that extends some known diffusion equations by taking a spatial time-dependent diffusion coefficient and an external force into account, which…
Persistence in coarsening 1D spin systems with a power law interaction $r^{-1-\sigma}$ is considered. Numerical studies indicate that for sufficiently large values of the interaction exponent $\sigma$ ($\sigma\geq 1/2$ in our simulations),…
We develop a numerical scheme for subdiffusion of variable exponent by combining the $L2-1_\sigma$ temporal discretization with finite element spatial approximation. In existing works, determining the superconvergence points requires…
We study solution techniques for parabolic equations with fractional diffusion and Caputo fractional time derivative, the latter being discretized and analyzed in a general Hilbert space setting. The spatial fractional diffusion is realized…
We propose diffusion-like equations with time and space fractional derivatives of the distributed order for the kinetic description of anomalous diffusion and relaxation phenomena, whose diffusion exponent varies with time and which,…