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New splitting theorems in a semi-Riemannian manifold which admits an irrotational vector field (not necessarily a gradient) with some suitable properties are obtained. According to the extras hypothesis assumed on the vector field, we can…
For the rendering of multiple scattering effects in participating media, methods based on the diffusion approximation are an extremely efficient alternative to Monte Carlo path tracing. However, in sufficiently transparent regions,…
We consider $\mathbb{R}^d$-valued diffusion processes of type \begin{align*} dX_t\ =\ b(X_t)dt\, +\, dB_t. \end{align*} Assuming a geometric drift condition, we establish contractions of the transitions kernels in Kantorovich ($L^1$…
We consider for a small parameter $\varepsilon >0$ a parabolic convection-diffusion problem with P\'eclet number of order $\mathcal{O}(\varepsilon^{-1})$ in a three-dimensional graph-like junction consisting of thin curvilinear cylinders…
Constrained diffusions in convex polyhedral domains with a general oblique reflection field, and with a diffusion coefficient scaled by a small parameter, are considered. Using an interior Dirichlet heat kernel lower bound estimate for…
We describe the compact Lorentzian $3$-manifolds admitting a parallel lightlike vector field. The classification of compact Lorentzian $3$-manifolds admitting non-isometric affine diffeomorphisms follows, together with the complete…
In this paper we present a mathematical model for the electrochemical deposition aimed at the production of inverse opals. The real system consists of an arrangement of sub micrometer spheres, through which the species in an electrolytic…
Based on Fick's 2nd law the development of moving particle semi-implicit method for predicting diffusion process is proposed in this study
In many applications, transport of particles can be described by the diffusion equation, or its convective-diffusion generalizations, in part of three-dimensional space. In particular, in surface deposition or in growth of aggregates or…
A steady-state convection-diffusion problem with a small diffusion of order $\mathcal{O}(\varepsilon)$ is considered in a thin three-dimensional graph-like junction consisting of thin cylinders connected through a domain (node) of diameter…
In this note, we consider the necessary and sufficient condition for viability property of diffusion processes with jumps on closed submanifolds of $R^{m}$ with some concrete examples.
The multi-phase-field approach is generalized to treat capillarity-driven diffusion parallel to the surfaces and phase-boundaries, i.e. the boundaries between a condensed phase and its vapor and the boundaries between two or multiple…
This paper is the first of a series of three dedicated to a proof of the Arnold diffusion conjecture for perturbations of {convex} integrable Hamiltonian systems on $\mathbb{A}^3=\mathbb{T}^3\times \mathbb{R}^3$. We consider systems of the…
This paper is the last in a series of three papers which investigate pseudoholomorphic strips in the symplectisation of a three dimensional closed contact manifold with a mixed boundary condition. We will prove a compactness and an…
A simple Markov process is considered involving a diffusion in one direction and a transport in a transverse direction. Quantitative mixing rate estimates are obtained with limited assumptions about the transport field, which might be…
Using techniques of the theory of semigroups of linear operators we study the question of approximating solutions to equations governing diffusion in thin layers separated by a semi-permeable membrane. We show that as thickness of the…
We study the convergence of the new family of mimetic finite difference schemes for linear diffusion problems recently proposed in [38]. In contrast to the conventional approach, the diffusion coefficient enters both the primary mimetic…
We develop a new fast-diffusion approximation for the kinetics of deposition of extended objects on a linear substrate, accompanied by diffusional relaxation. This new approximation plays the role of the mean-field theory for such processes…
We present several results on smoothness in $L_{p}$ sense of filtering densities under the Lipschitz continuity assumption on the coefficients of a partially observable diffusion processes. We obtain them by rewriting in divergence form…
We introduce closed-form transition density expansions for multivariate affine jump-diffusion processes. The expansions rely on a general approximation theory which we develop in weighted Hilbert spaces for random variables which possess…