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The propagation of light in a scattering medium is described as the motion of a special kind of a Brownian particle on which the fluctuating forces act only perpendicular to its velocity. This enforces strictly and dynamically the…
Full orbit dynamics of charged particles in a $3$-dimensional helical magnetic field in the presence of $\alpha$-stable L\'evy electrostatic fluctuations and linear friction modeling collisional Coulomb drag is studied via Monte Carlo…
Levy walk at the finite velocity is considered. To analyze the spatial and temporal characteristics of this process, the method of moments has been used. The asymptotic distributions of the moments (at $t\to\infty$) have been obtained for…
The movement of organisms and cells can be governed by occasional long distance runs, according to an approximate L\'evy walk. For T cells migrating through chronically-infected brain tissue, runs are further interrupted by long pauses, and…
We consider a class of time-homogeneous diffusion processes on $\mathbb{R}^{n}$ with common invariant measure but varying volatility matrices. In Euclidean space, we show via stochastic control of the diffusion coefficient that the…
The friction coefficient of a particle can depend on its position as it does when the particle is near a wall. We formulate the dynamics of particles with such state-dependent friction coefficients in terms of a general Langevin equation…
The invariance for the equation of fast diffusion in the 2D coordinate space has been proved, and its reduction to the 1D (with respect to the spatial variable) analog is demonstrated. On the basis of these results, new exact…
In this article we study the fractal Navier-Stokes equations by using stochastic Lagrangian particle path approach in Constantin and Iyer \cite{Co-Iy}. More precisely, a stochastic representation for the fractal Navier-Stokes equations is…
We derive a grey linear diffusion equation for photons with respect to inertial (or lab-frame) space and time, using asymptotic analysis in 1D planar geometry. The solution of the equation is the comoving radiation energy density. Our…
Recent advances in data-driven modeling have shown that diffusion models can successfully generate synthetic Lagrangian trajectories in turbulent flows. Building on this progress, we extend the method to the joint generation of pairs of…
The use of reaction-diffusion models rests on the key assumption that the underlying diffusive process is Gaussian. However, a growing number of studies have pointed out the prevalence of anomalous diffusion, and there is a need to…
We develop non-linear integro-differential kinetic equations for proliferating L\'{e}vy walkers with birth and death processes. A hyperbolic scaling is applied directly to the general equations to get the Hamilton-Jacobi equations that will…
We consider flame front propagation in channel geometries. The steady state solution in this problem is space dependent, and therefore the linear stability analysis is described by a partial integro-differential equation with a space…
Feynman's path integral approach is studied in the framework of the Wigner-Dunkl deformation of quantum mechanics. We start with reviewing some basics from Dunkl theory and investigate the time evolution of a Gaussian wave packet, which…
We present a simple numerical algorithm for solving elliptic equations where the diffusion coefficient, the source term, the solution and its flux are discontinuous across an irregular interface. The algorithm produces second-order accurate…
Starting from Feynman's Lagrangian description of quantum mechanics, we propose a method to construct explicitly the propagator for the Wigner distribution function of a single system. For general quadratic Lagrangians, only the classical…
We formulate the coherent state path integral on a two dimensional noncommutative plane using the fact that noncommuative quantum mechanics can be viewed as a quantum system on the Hilbert space of Hilbert-Schmidt operators acting on…
We present models for single-particle dispersion in vertical and horizontal directions of stably stratified flows. The model in the vertical direction is based on the observed Lagrangian spectrum of the vertical velocity, while the model in…
We study the acceleration, transport, and emission of particles in relativistic jets. Localized stochastic particle acceleration, spatial diffusion, and synchrotron as well as synchrotron self-Compton emission are considered in a leptonic…
This paper is concerned with the following space-time fractional stochastic nonlinear partial differential equation \begin{equation*} \left(\partial_t^{\beta}+\frac{\nu}{2}\left(-\Delta\right)^{\alpha / 2}\right) u=I_{t}^{\gamma}\Big[…