Related papers: Rigorous drift-diffusion asymptotics of a high-fie…
Random walk has wide applications in many fields, such as machine learning, biology, physics, and chemistry. Random walk can be discrete or continuous in time and space. Asymmetric random walk could be described by drift-diffusion equation.…
A gauge-invariant Wigner quasi-distribution function for charged particles in classical electromagnetic fields is derived in a rigorous way. Its relation to the axial gauge is discussed, as well as the relation between the kinetic and…
Rapidly rotating Rayleigh-B\'enard convection is studied by combining results from direct numerical simulations (DNS), laboratory experiments and asymptotic modeling. The asymptotic theory is shown to provide a good description of the bulk…
In this paper we establish a rigorous gradient flow structure for one-dimensional Kimura equations with respect to some Wasserstein-Shahshahani optimal transport geometry. This is achieved by first conditioning the underlying stochastic…
We derive a grey linear diffusion equation for photons with respect to inertial (or lab-frame) space and time, using asymptotic analysis in 1D planar geometry. The solution of the equation is the comoving radiation energy density. Our…
A nonlinear parabolic equation of sixth order is analyzed. The equation arises as a reduction of a model from quantum statistical mechanics, and also as the gradient flow of a second-order information functional with respect to the…
We design a numerical scheme for transport equations with oscillatory periodic scattering coefficients. The scheme is asymptotic preserving in the diffusion limit as Knudsen number goes to zero. It also captures the homogenization limit as…
Convection-diffusion equations provide the basis for describing heat and mass transfer phenomena as well as processes of continuum mechanics. To handle flows in porous media, the fundamental issue is to model correctly the convective…
With a view to numerical applications we address the following question: given an ergodic Brownian diffusion with a unique invariant distribution, what are the invariant distributions of the duplicated system consisting of two trajectories?…
We establish sharp weighted smoothing estimates for limit solutions to the Cauchy-Dirichlet problem for the fast diffusion equation on smooth bounded domains. We demonstrate that the critical exponent governing these estimates coincides…
Consider the unsteady neutron transport equation with diffusive boundary condition in 2D convex domains. We establish the diffusive limit with both initial layer and boundary layer corrections. The major difficulty is the lack of regularity…
A steady self-diffusion process in a gas of hard spheres at equilibrium is analyzed. The system exhibits a constant gradient of labeled particles. Neither the concentration of these particles nor its gradient are assumed to be small. It is…
A nonlinear master equation is derived, reflecting properly the entropy of open quantum systems. In contrast to linear alternatives, its equilibrium solution is exactly the canonical Gibbs density matrix. The corresponding nonlinear…
A solution is developed for a convection-diffusion equation describing chemical transport with sorption, decay, and production. The problem is formulated in a finite domain where the appropriate conservation law yields Robin conditions at…
Applying a Weyl-Stratonovich transform to the evolution equation of the Wigner function in an electromagnetic field yields a multidimensional gauge-invariant equation which is numerically very challenging to solve. In this work, we apply…
We propose numerical schemes for the approximate solution of problems defined on the edges of a one-dimensional graph. In particular, we consider linear transport and a drift-diffusion equations, and discretize them by extending Finite…
We first review the usefulness of the Wigner distribution functions (WDF), associated with Lindblad and pre-master equations, for analyzing a host of problems in Quantum Optics where dissipation plays a major role, an arena where weak…
In this paper we study the diffusion approximation of a swarming model given by a system of interacting Langevin equations with nonlinear friction. The diffusion approximation requires the calculation of the drift and diffusion coefficients…
We study a class of discrete-time random walks in $\mathbb{R}^d$ whose conditional drift decays polynomially in time and grows polynomially with the distance from the origin to the current position. This class is related to several models…
We find for the first time the asymptotic representation of the solution to the space dependent variable order fractional diffusion and Fokker-Planck equations. We identify a new advection term that causes ultra-slow spatial aggregation of…