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We study the distribution of first passage time (FPT) in Levy type of anomalous diffusion. Using recently formulated fractional Fokker-Planck equation we obtain three results. (1) We derive an explicit expression for the FPT distribution in…

Statistical Mechanics · Physics 2009-11-07 Govindan Rangarajan , Mingzhou Ding

We describe how to solve the problem of Taylor dispersion in the presence of absorbing boundaries using an exact stochastic formulation. In addition to providing a clear stochastic picture of Taylor dispersion, our method leads to…

Statistical Mechanics · Physics 2013-11-25 Rudro R. Biswas , Pabitra N. Sen

The diffusion of a particle in a crowded environment typically proceeds through three regimes: for very short times the particle diffuses freely until it collides with an obstacle for the first time, while for very long times diffusion the…

Biological Physics · Physics 2019-10-09 Nguiya P. Neo , Gary W. Slater

The motion of an optically trapped sphere constrained by the vicinity of a wall is investigated at times where hydrodynamic memory is significant. First, we quantify, in bulk, the influence of confinement arising from the trapping potential…

Soft Condensed Matter · Physics 2009-11-13 Sylvia Jeney , Branimir Lukić , Jonas A. Kraus , Thomas Franosch , László Forró

We study the problem of homogenization for inertial particles moving in a time dependent random velocity field and subject to molecular diffusion. We show that, under appropriate assumptions on the velocity field, the large--scale,…

Mathematical Physics · Physics 2007-05-23 G. A. Pavliotis , A. M. Stuart , K. C. Zygalakis

A diffusion process for charge distributions in a phase space is examined. The corresponding charge moves in a force field and under an action of a random field. There are the diffusion motions for coordinates and for momenta. In our model,…

Mathematical Physics · Physics 2008-03-19 E. M. Beniaminov

Over the last two decades, anomalous diffusion processes in which the mean squares variance grows slower or faster than that in a Gaussian process have found many applications. At a macroscopic level, these processes are adequately…

Numerical Analysis · Mathematics 2015-06-23 Bangti Jin , William Rundell

Passive scalar mixing (metals, molecules, etc.) in the turbulent interstellar medium (ISM) is critical for abundance patterns of stars and clusters, galaxy and star formation, and cooling from the circumgalactic medium. However, the…

Astrophysics of Galaxies · Physics 2017-03-22 Matthew J. Colbrook , Xiangcheng Ma , Philip F. Hopkins , Jonathan Squire

Diffusion within porous media, such as biological tissues, exhibits departures from conventional Fick's laws, which could result in space-fractional diffusion. The paper considers a reaction-diffusion system with two spatial compartments --…

General Mathematics · Mathematics 2025-11-12 Dimiter Prodanov

We consider random flights in $\mathbb{R}^d$ reflecting on the surface of a sphere $\mathbb{S}^{d-1}_R,$ with center at the origin and with radius $R,$ where reflection is performed by means of circular inversion. Random flights studied in…

Probability · Mathematics 2015-09-02 Alessandro De Gregorio , Enzo Orsingher

The first passage time for a single diffusing particle has been studied extensively, but the first passage time of a system of many diffusing particles, as is often the case in physical systems, has received little attention until recently.…

Statistical Mechanics · Physics 2024-11-22 Jacob B. Hass , Ivan Corwin , Eric I. Corwin

We consider simulation of spatially one-dimensional space-time fractional diffusion. Whereas in an earlier paper of ours we have developed the basic theory of what we call parametric subordination via three-fold splitting applied to…

Probability · Mathematics 2012-11-01 Rudolf Gorenflo , Francesco Mainardi

Explicit analytical expressions for the drag and diffusion coefficients of a spherical particle attached to the interface between two immiscible fluids are constructed for the case of a small viscosity ratio between the fluid phases. The…

Soft Condensed Matter · Physics 2016-04-20 Aaron Dörr , Steffen Hardt

In a recent paper the mean square displacement (MSD), <R^2(T)>, of a particle carried by a turbulent liquid over time T has been shown to be proportional to T^6/5, meaning that the motion of the particle is slightly super-diffusive. In some…

Statistical Mechanics · Physics 2008-08-21 S. F. Edwards , Moshe Schwartz

The diffusion limit of the linear Boltzmann equation with a strong magnetic field is performed. The giration period of particles around the magnetic field is assumed to be much smaller than the collision relaxation time which is supposed to…

Analysis of PDEs · Mathematics 2010-05-31 Naoufel Ben Abdallah , Raymond El Hajj

We have developed a simulation model to describe particle adsorption to and desorption from liquid interfaces. Using this model we formulate a closed interfacial equation of state for repulsive elastic spheres. The effect of a long-range…

Soft Condensed Matter · Physics 2011-02-24 Robert D. Groot , Simeon D. Stoyanov

The fractional Poisson process and the Wright process (as discretization of the stable subordinator) along with their diffusion limits play eminent roles in theory and simulation of fractional diffusion processes. Here we have analyzed…

Probability · Mathematics 2016-01-14 Rudolf Gorenflo , Francesco Mainardi

In the dynamic diffusion limit of radiation hydrodynamics, advection dominates diffusion; the latter primarily affects small scales and has negligible impact on the large scale flow. The radiation can thus be accurately regarded as an ideal…

Astrophysics · Physics 2011-02-11 Bryan M. Johnson

The advection of a passive scalar by a quenched (frozen) incompressible velocity field is studied by extensive high precision numerical simulation and various approximation schemes. We show that second order self consistent perturbation…

Disordered Systems and Neural Networks · Physics 2009-10-31 D. S. Dean , I. T. Drummond , R. R. Horgan

We analyze the mean time t_{app} that a randomly moving particle spends in a bounded domain (sphere) before it escapes through a small window in the domain's boundary. A particle is assumed to diffuse freely in the bulk until it approaches…

Soft Condensed Matter · Physics 2015-05-18 G. Oshanin , M. Tamm , O. Vasilyev