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Several problems, issued from physics, biology or the medical science, lead to parabolic equations set in two sub-domains separated by a membrane with selective permeability to specific molecules. The corresponding boundary conditions,…

Analysis of PDEs · Mathematics 2022-06-27 Giorgia Ciavolella , Benoît Perthame

We propose a generalized diffusion equation for a flat Euclidean space subjected to a continuous infinitesimal scale transform. For the special cases of an algebraic or exponential expansion/contraction, governed by time-dependent scale…

Statistical Mechanics · Physics 2018-04-17 Manuel Schrauth , Maximilian Schneider

Convergence of stochastic processes with jumps to diffusion processes is investigated in the case when the limit process has discontinuous coefficients. An example is given in which the diffusion approximation of a queueing model yields a…

Probability · Mathematics 2016-09-07 N. V. Krylov , R. Liptser

Numerical simulations and cluster mean-field approximations with coherent anomaly extrapolation show that the critical line of the 1d annihilation fission process is separated into two regions. In both the small and high diffusion cases the…

Statistical Mechanics · Physics 2009-10-31 Geza Odor

This paper is concerned with the blow-up property of solutions to an initial boundary value problem for a reaction diffusion equation with special diffusion processes. It is shown, under certain conditions on the initial data, that the…

Analysis of PDEs · Mathematics 2020-06-11 Yuzhu Han

Given a first-order nonlinear hyperbolic system of conservation laws endowed with a convex entropy-entropy flux pair, we can consider the class of weak solutions containing shock waves depending upon some small scale parameters. In this…

Analysis of PDEs · Mathematics 2019-12-10 Philippe G. LeFloch , Allen M. Tesdall

We consider a nonlinear reaction--diffusion equation in a domain consisting of two bulk regions connected via small channels periodically distributed within a thin layer. The height and the thickness of the channels are of order $\epsilon$,…

Analysis of PDEs · Mathematics 2021-12-02 Markus Gahn , Maria Neuss-Radu

Let $\Lambda$ be a connected closed region with smooth boundary contained in the $d$-dimensional continuous torus $\bb T^d$. In the discrete torus $N^{-1} \bb T^d_N$, we consider a nearest neighbor symmetric exclusion process where…

Probability · Mathematics 2010-05-19 Tertuliano Franco , Adriana Neumann , Glauco Valle

We study diffusion of a particle in a system composed of K parallel channels, where the transition rates within the channels are quenched random variables whereas the inter-channel transition rate v is homogeneous. A variant of the strong…

Disordered Systems and Neural Networks · Physics 2015-05-14 R. Juhász , F. Iglói

We examine the dynamic spreading of a dense overdamped suspension of particles under power law repulsive potentials, often called Riesz gases. That is, potentials that decay with distance as 1/r^k where k\in (-2,\infty]. Depending on the…

Soft Condensed Matter · Physics 2025-01-13 Ido Fanto , Naomi Oppenheimer

The dynamics of a freely diffusing particle in a two-dimensional channel with cross sectional area $A(x)$, can be effectively described by a one-dimensional diffusion equation under the action of a potential of mean force $U(x)=-k_BT\ln…

Statistical Mechanics · Physics 2019-02-28 Matan Sivan , Oded Farago

In this paper we consider a system of equations that describes a class of mass-conserving aggregation phenomena, including gravitational collapse and bacterial chemotaxis. In spatial dimensions strictly larger than two, and under the…

Analysis of PDEs · Mathematics 2009-11-10 Ignacio A. Guerra , Mark A. Peletier

The presented explanations are provided for the one--dimensional diffusion process with constant drift by using forward Fokker--Planck technique. We are interested in the outflow probability in a finite interval, i.e. first passage time…

Statistical Mechanics · Physics 2007-09-12 Julia Hinkel , Reinhard Mahnke

We derive a Thermodynamic Uncertainty Relation bounding the mean squared displacement of a Gaussian process with memory, driven out of equilibrium by unbalanced thermal baths and/or by external forces. Our bound is tighter with respect to…

Statistical Mechanics · Physics 2023-05-23 Andrea Plati , Andrea Puglisi , Alessandro Sarracino

We consider the long-time behavior of a diffusion process on $\mathbb{R}^d$ advected by a stationary random vector field which is assumed to be divergence-free, dihedrally symmetric in law and have a log-correlated potential. A special case…

Probability · Mathematics 2024-09-19 Scott Armstrong , Ahmed Bou-Rabee , Tuomo Kuusi

We study the real-time and real-space dynamics of charge in the one-dimensional Hubbard model in the limit of high temperatures. To this end, we prepare pure initial states with sharply peaked density profiles and calculate the time…

Strongly Correlated Electrons · Physics 2017-12-04 R. Steinigeweg , F. Jin , H. De Raedt , K. Michielsen , J. Gemmer

For a Markov process associated with a diffusion type Dirichlet form an upper bound is shown for the law of the finite dimensional distributions of the process. Under some more assumptions on the underlaying space this is also shown for the…

Probability · Mathematics 2009-07-28 Ann-Kathrin Jarecki

The release of a gas limited by surface desorption, or by diffusion from the bulk of spherical pebbles is revisited. A method is proposed to identify the release limiting process, by comparing a partial temperature ramp, up to slightly…

Other Condensed Matter · Physics 2009-11-13 Ricardo E. Avila

We construct a non reversible exclusion process with Bernoulli product invariant measure and having, in the diffusive hydrodynamic scaling, a non symmetric diffusion matrix, that can be explicitly computed. The antisymmetric part does not…

Probability · Mathematics 2025-02-18 Leonardo De Carlo , Davide Gabrielli , Patrícia Gonçalves

We provide, in a general setting, explicit solutions for optimal stopping problems that involve a diffusion process and its running maximum. Besides, a new feature includes absorbing boundaries that vary with the value of the running…

Optimization and Control · Mathematics 2016-02-16 Masahiko Egami , Tadao Oryu