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In this paper we introduce a novel method to simulate lateral diffusion of inclusions in a fluctuating membrane. The regarded systems are governed by two dynamic processes: the height fluctuations of the membrane and the diffusion of the…
We study the empirical process arising from a multi-dimensional diffusion process with periodic drift and diffusivity. The smoothing properties of the generator of the diffusion are exploited to prove the Donsker property for certain…
We study a system of interacting diffusions that models chemotaxis of biological cells or microorganisms (referred to as particles) in a chemical field that is dynamically modified through the collective contributions from the particles.…
We construct Skorokhod decompositions for diffusions with singular drift and reflecting boundary behavior on open subsets of $\mathbb R^d$ with $C^2$-smooth boundary except for a sufficiently small set. This decomposition holds almost…
We consider conservative ergodic measure preserving transformations on infinite measure spaces and investigate the asymptotic behaviour of distorted return time processes with respect to sets satisfying a type of Darling-Kac condition. We…
We study time series concerning rare events. The occurrence of a rare event is depicted as a jump of constant intensity always occurring in the same direction, thereby generating an asymmetric diffusion process. We consider the case where…
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…
In this paper, we develop a new integral representation for the solution of the time harmonic Maxwell equations in media with piecewise constant dielectric permittivity and magnetic permeability in R^3. This representation leads to a…
Under continuity and recurrence assumptions, we prove that the iteration of successive partial symmetrizations that form a time-homogeneous Markov process, converges to a symmetrization. We cover several settings, including the…
We establish a general analytic framework for determining the AF-martingale dimension of diffusion processes associated with strongly local regular Dirichlet forms on metric measure spaces. While previous approaches typically relied on…
The Lorenz 1963 dynamical system is known to reduce in the steady state to a one-dimensional motion of a classical particle subjected to viscous damping in a past history-dependent potential field. If the potential field is substituted by a…
We show that the second-order accurate generalized-$\alpha$ method on a uniform temporal mesh may be viewed as an implicit midpoint method on a shifted temporal mesh. With this insight, we demonstrate generalized-$\alpha$ time integration…
The paper presents a unified approach to different fluctuation relations for classical nonequilibrium dynamics described by diffusion processes. Such relations compare the statistics of fluctuations of the entropy production or work in the…
We establish the fractional diffusion limit of the kinetic scattering equation with diffusive boundary condition in a strongly convex bounded domain $\mathcal{D}\subset\mathbb{R}^d$. According to the nature of the boundary condition, two…
We study two schemes for a time-fractional Fokker-Planck equation with space- and time-dependent forcing in one space dimension. The first scheme is continuous in time and is discretized in space using a piecewise-linear Galerkin finite…
The interdiffusion of a solvent into a polymer melt has been studied using large scale molecular dynamics and Monte Carlo simulation techniques. The solvent concentration profile and weight gain by the polymer have been measured as a…
The time-fractional convection-diffusion equation is performed by Lie symmetry analysis method which involves the Riemann-Liouville time-fractional derivative of the order $\alpha\in(0,2)$. In eight cases, the symmetries are obtained and…
The chaotic diffusion for particles moving in a time dependent potential well is described by using two different procedures: (i) via direct evolution of the mapping describing the dynamics and ; (ii) by the solution of the diffusion…
The method of iterated conformal maps allows to study the harmonic measure of Diffusion Limited Aggregates with unprecedented accuracy. We employ this method to explore the multifractal properties of the measure, including the scaling of…
We study a linear-quadratic optimal control problem involving a parabolic equation with fractional diffusion and Caputo fractional time derivative of orders $s \in (0,1)$ and $\gamma \in (0,1]$, respectively. The spatial fractional…