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An exact invariant is derived for $n$-degree-of-freedom Hamiltonian systems with general time-dependent potentials. The invariant is worked out in two equivalent ways. In the first approach, we define a special {\it Ansatz\/} for the…

Classical Physics · Physics 2023-03-23 Jürgen Struckmeier , Claus Riedel

Identifying an appropriate covariance function is one of the primary interests in spatial and spatio-temporal statistics because it allows researchers to analyze the dependence structure of the random process. For this purpose, spatial…

Methodology · Statistics 2025-02-04 Jongwook Kim , Chunfeng Huang , Nicholas Bussberg

We consider the inverse problem of determining different type of information about a diffusion process, described by ordinary or fractional diffusion equations stated on a bounded domain, like the density of the medium or the velocity field…

Analysis of PDEs · Mathematics 2019-07-05 Yavar Kian , Zhiyuan Li , Yikan Liu , Masahiro Yamamoto

In this article we study a homogeneous transient diffusion process $X$. We combine the theories of differential equations and of stochastic processes to obtain new results for homogeneous diffusion processes, generalizing the results of…

Probability · Mathematics 2013-06-07 Mykola Perestyuk , Yuliya Mishura , Georgiy Shevchenko

In this article, it is proved that for any cumulative distribution function with compact support and a specified t > 0, there exists a diffusion martingale which has this law at time t. The article proves existence; no claims are made about…

Probability · Mathematics 2012-10-01 John M. Noble

We investigated the unbounded diffusion observed in a time-dependent oval-shaped billiard and its suppression owing to inelastic collisions with the boundary. The main focus is on the behavior of the diffusion coefficient, which plays a key…

Chaotic Dynamics · Physics 2025-12-10 Anne Kétri P. da Fonseca , Diego F. M. Oliveira , Edson D. Leonel

The paper deals with homogenization of divergence form second order parabolic operators whose coefficients are periodic in spatial variables and random stationary in time. Under proper mixing assumptions, we study the limit behaviour of the…

Probability · Mathematics 2014-07-14 Marina Kleptsyna , Andrey Piatnitski , Alexandre Popier

Does the diffusion coefficient of a photon depend on time $t$ or the probability of absorption $k$? To find an answer to the question, photon transport in a medium of infinite extent is analyzed using the method of moments. It is pointed…

Other Condensed Matter · Physics 2007-05-23 K. Razi Naqvi

We present an analytical study of the time dependent diffusion coefficient in a dilute suspension of spheres with partially absorbing boundary condition. Following Kirkpatrick (J. Chem. Phys. 76, 4255) we obtain a perturbative expansion for…

Statistical Mechanics · Physics 2012-10-29 Jiang Qian , Pabitra N. Sen

We discuss the identification of a time-dependent potential in a time-fractional diffusion model from a boundary measurement taken at a single point. Theoretically, we establish a conditional Lipschitz stability for this inverse problem.…

Numerical Analysis · Mathematics 2024-07-23 Siyu Cen , Kwancheol Shin , Zhi Zhou

We consider a partial data inverse problem for a time-dependent convection-diffusion equation on an admissible manifold. We prove that the time-dependent convection term and time-dependent density can be recovered uniquely modulo a known…

Analysis of PDEs · Mathematics 2024-05-03 Rohit Kumar Mishra , Anamika Purohit , Manmohan Vashisth

We consider diffusive lattice gases on a ring and analyze the stability of their density profiles conditionally to a current deviation. Depending on the current, one observes a phase transition between a regime where the density remains…

Statistical Mechanics · Physics 2009-11-11 T. Bodineau , B. Derrida

This work discusses the homogenization analysis for diffusion processes on scale-free metric graphs, using weak variational formulations. The oscillations of the diffusion coefficient along the edges of a metric graph induce internal…

Analysis of PDEs · Mathematics 2016-05-31 Fernando A. Morales , Daniel E. Restrepo

We present an exact treatment of wave propagation in some inhomogeneous thin films with highly space-dependent dielectric constant. It is based on a space transformation which replaces the physical space by the optical path. In the new…

Optics · Physics 2009-11-11 Guillaume Petite , Alexander Shvartsburg

In this work, we are concerned with existence and uniqueness of invariant measures for path-dependent random diffusions and their time discretizations. The random diffusion here means a diffusion process living in a random environment…

Probability · Mathematics 2017-06-20 Jianhai Bao , Jinghai Shao , Chenggui Yuan

We consider diffusion processes with a spatially varying diffusivity giving rise to anomalous diffusion. Such heterogeneous diffusion processes are analysed for the cases of exponential, power-law, and logarithmic dependencies of the…

Statistical Mechanics · Physics 2017-09-13 Andrey G. Cherstvy , Ralf Metzler

In this paper we present a new model for modeling the diffusion and relative dispersion of particles in homogeneous isotropic turbulence. We use an Heisenberg-like Hamiltonian to incorporate spatial correlations between fluid particles,…

Fluid Dynamics · Physics 2012-12-18 Thomas Burgener , Dirk Kadau , Hans Jürgen Herrmann

The diffusion equation and its time-fractional counterpart can be obtained via the diffusion limit of continuous-time random walks with exponential and heavy-tailed waiting time distributions. The space dependent variable-order…

Statistical Mechanics · Physics 2025-10-24 Christopher N. Angstmann , Daniel S. Han , Bruce I. Henry , Boris Z. Huang , Zhuang Xu

In this letter, we discuss how flow inhomogeneity affects the self-diffusion behavior in granular flows. Whereas self-diffusion scalings have been well characterized in the past for homogeneous shearing, the effect of shear localization and…

Soft Condensed Matter · Physics 2022-09-26 Riccardo Artoni , Michele Larcher , James Jenkins , Patrick Richard

Here we study the long time behavior of an advection-diffusion equation with a general time varying (including random) shear flow imposing no-flux boundary conditions on channel walls. We derive the asymptotic approximation of the scalar…

Fluid Dynamics · Physics 2021-09-14 Lingyun. Ding , Richard M. McLaughlin