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The convective transport in a multicomponent isothermal compressible fluid subject to the mass continuity equations is considered. The velocity is proportional to the negative pressure gradient, according to Darcy's law, and the pressure is…
The recently proposed Ehrenfest M-urn model with interactions on a ring is considered as a paradigm model which can exhibit a variety of distinct nonequilibrium steady states. Unlike the previous three-urn model on a ring which consists of…
The paper studies a class of Ornstein-Uhlenbeck processes on the classical Wiener space. These processes are associated with a diffusion type Dirichlet form whose corresponding diffusion operator is unbounded in the Cameron-Martin space. It…
Diffusion of a two component fluid is studied in the framework of differential equations, but where these equations are systematically derived from a well-defined microscopic model. The model has a finite carrying capacity imposed upon it…
We generalize Einstein's probabilistic method for the Brownian motion to study compressible fluids in porous media. The multi-dimensional case is considered with general probability distribution functions. By relating the expected…
The porous media equation has been proposed as a phenomenological ``non-extensive'' generalization of classical diffusion. Here, we show that a very similar equation can be derived, in a systematic manner, for a classical fluid by assuming…
We present regularity results for nonlinear drift-diffusion equations of porous medium type (together with their incompressible limit). We relax the assumptions imposed on the drift term with respect to previous results and additionally…
We introduce a general method to determine the large scale non-equilibrium steady-state properties of one-dimensional multi-species driven diffusive systems with open boundaries, generalizing thus the max-min current principle known for…
We study a nonlinear, degenerate cross-diffusion model which involves two densities with two different drift velocities. A general framework is introduced based on its gradient flow structure in Wasserstein space to derive a notion of…
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…
We study a general class of translation invariant quantum Markov evolutions for a particle on $\bbZ^d$. The evolution consists of free flow, interrupted by scattering events. We assume spatial locality of the scattering events and…
Due to extreme difficulties in numerical simulations of Euler-Maxwell equations, which are caused by the highly complicated structures of the equations, this paper concerns the simplification of Euler-Maxwell system through the…
We study the Dyson-Ornstein-Uhlenbeck diffusion process, an evolving gas of interacting particles. Its invariant law is the beta Hermite ensemble of random matrix theory, a non-product log-concave distribution. We explore the convergence to…
The smoothing distribution is the conditional distribution of the diffusion process in the space of trajectories given noisy observations made continuously in time. It is generally difficult to sample from this distribution. We use the…
We study the dynamics of a quantum particle hopping on a simple cubic lattice and driven by a constant external force. It is coupled to an array of identical, independent thermal reservoirs consisting of free, massless Bose fields, one at…
We deal with some extensions of the space-fractional diffusion equation, which is satisfied by the density of a stable process (see Mainardi, Luchko, Pagnini (2001)): the first equation considered here is obtained by adding an exponential…
We study the escape rate of diffusion process with two approaches. We first give an upper rate function for the diffusion process associated with a symmetric, strongly local regular Dirichlet form. The upper rate function is in terms of the…
Imaginary assemblies of intercommunicating bottles-or boxes, in which marbles circulate performing random walks, can help modeling (and hence understanding) slow and long-lasting diffusion processes and enable easy evaluations of typical…
We study a double-ended queue where buyers and sellers arrive to conduct trades. When there is a pair of buyer and seller in the system, they immediately transact a trade and leave. Thus there cannot be non-zero number of buyers and sellers…
The problem of deriving a gradient flow structure for the porous medium equation which is {\em thermodynamic}, in that it arises from the large deviations of some microscopic particle system, is studied. To this end, a rescaled zero-range…