Related papers: Diffusion over a saddle with a Langevin equation

We use a one-dimensional two layer model with a semi-permeable membrane to study the diffusion of a therapeutic drug delivered from a drug-eluting stent (DES). The rate of drug transfer from the stent coating to the arterial wall is…

The dynamics of a sphere fluidized in a nearly-levitating upflow of air were previously found to be identical to those of a Brownian particle in a two-dimensional harmonic trap, consistent with a Langevin equation [Ojha {\it et al.}, Nature…

We investigate single-particle diffusion in a two-state Langevin model where the friction coefficient randomly switches between low-friction (liquid-like) and high-friction (glassy-like) states. The dynamics are governed by the ratio…

Problem solutions in area of diffraction and of scattering theory are considered from one point of view. The method common for them is based on approximate orthogonality of solution constituents, which oscillate on a body long frontier.…

Truncated Levy flights are stochastic processes which display a crossover from a heavy-tailed Levy behavior to a faster decaying probability distribution function (pdf). Putting less weight on long flights overcomes the divergence of the…

Transition of a system between two states is an important but difficult problem in natural science. In this article we study the transition problem in the framework of transition path ensemble. Using the overdamped Langevin method, we…

In this paper thermal conductivity and thermal diffusivity of a two layer system is examined from the theoretical point of view. We use the one dimensional heat diffusion equation with the appropriate solution in each layer and boundary…

A steady scalar convection-diffusion problem has been studied for one and two dimensional cases. The major problem of unrealistic oscillations of the convection dominated problems is relaxed thanks to the wide range of the elements FEMLAB…

In Bai and Paulsen (SIAM J. Control optim. 48, 2010) the optimal dividend problem under transaction costs was analyzed for a rather general class of diffusion processes. It was divided into several subclasses, and for the majority of…

We consider a Langevin equation with variable drift and diffusion coefficients separable in time and space and its corresponding Fokker-Planck equation in the Stratonovich approach. From this Fokker-Planck equation we obtain a class of…

We propose a stochastic model for intracellular transport processes associated with the activity of molecular motors. This out-of-equilibrium model, based on a generalized Langevin equation, considers a particle immersed in a viscoelastic…

We analyze the translocation of a charged particle across an Alpha-Hemolysin (aHL) pore in the framework of a driven diffusion over an extended energy barrier generated by the electrical charges of the aHL. A one-dimensional electrostatic…

We consider a fourth-order extension of the Allen-Cahn model with mixed-diffusion and Navier boundary conditions. Using variational and bifurcation methods, we prove results on existence, uniqueness, positivity, stability, a priori…

To describe large momentum distributions of charged particles observed at RHIC, a diffusion equation in the three dimensional hyperbolic space is introduced.

This paper considers particle propagation in a cylindrical molecular communication channel, e.g. a simplified model of a blood vessel. Emitted particles are influenced by diffusion, flow, and a vertical force induced e.g. by gravity or…

We consider a tracer particle on a lattice in the presence of immobile obstacles. Starting from equilibrium, a force pulling on the particle is switched on, driving the system to a new stationary state. We solve for the complete transient…

It has been conjectured that transport in integrable one-dimensional (1D) systems is necessarily ballistic. The large diffusive response seen experimentally in nearly ideal realizations of the S=1/2 1D Heisenberg model is therefore puzzling…

In this work, we aimed to replicate and extend the results presented in the DiffFluid paper[1]. The DiffFluid model showed that diffusion models combined with Transformers are capable of predicting fluid dynamics. It uses a denoising…

We study anomalous diffusion for one-dimensional systems described by a generalized Langevin equation. We show that superdiffusion can be classified in slow superdiffusion and fast superdiffusion. For fast superdiffusion we prove that the…

We consider classical solutions to the kinetic Fokker-Planck equation on a bounded domain $\mathcal O \subset~\mathbb{R}^d$ in position, and we obtain a probabilistic representation of the solutions using the Langevin diffusion process with…