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We investigate the well-posedness of the fast diffusion equation (FDE) in a wide class of noncompact Riemannian manifolds. Existence and uniqueness of solutions for globally integrable initial data was established in [5]. However, in the…
We investigate the effects of relatively rapid variations of the boundaries of an overmoded cavity on the stochastic properties of its interior acoustic or electromagnetic field. For quasi-static variations, this field can be represented as…
The steady motion of a viscous incompressible fluid in a junction of unbounded channels with sources and sinks is modeled through the Navier-Stokes equations under inhomogeneous Dirichlet boundary conditions. In contrast to many previous…
We consider a continuous random walk model for describing normal as well as anomalous diffusion of particles subjected to an external force when these particles diffuse in a uniformly expanding (or contracting) medium. A general equation…
The time-fractional diffusion equation is considered, where the time derivative is either of Caputo or Riemann-Liouville type. The solution of a general initial-boundary value problem with time-dependent boundary conditions over bounded and…
This paper's aim is threefold. First, using Feynman's path approach to the derivation of theclassical Schr{\"o}dinger's equation in [6] and by introducing a slight path (or wave) dependency ofthe action, we derive a new class of equations…
Diffusion theory establishes a fundamental connection between stochastic differential equations and partial differential equations. The solution of a partial differential equation known as the Fokker-Planck equation describes the…
We explore properties the solution of Langevin equation when stochastic influence is orthogonal to velocity of a particle. Wiener's process can accept unlimited values. But for these equations, the attraction surfaces exist. For these…
The self-diffusion process of a hard sphere fluid confined by two parallel plates separated by a distance on the order of the particle diameter is studied. The starting point is a closed kinetic equation for the distribution function that…
We break the mold in flow-based generative modeling by proposing a new model based on the damped wave equation, also known as telegrapher's equation. Similar to the diffusion equation and Brownian motion, there is a Feynman-Kac type…
We study the diffusion (or heat) equation on a finite 1-dimensional spatial domain, but we replace one of the boundary conditions with a "nonlocal condition", through which we specify a weighted average of the solution over the spatial…
The emergence of diffusion is one of the deepest physical phenomena observed in many-body interacting, chaotic systems. But establishing rigorously that correlation functions, say of the spin, expand diffusively, remains one of the most…
We prove that the solution to the singular-degenerate stochastic fast-diffusion equation with parameter $m\in (0,1)$, with zero Dirichlet boundary conditions on a bounded domain in any spatial dimension, and driven by linear multiplicative…
We study the (characteristic) Cauchy problem for the Maxwell-Bloch equations of light-matter interaction via asymptotics, under assumptions that prevent the generation of solitons. Our analysis clarifies some features of the sense in which…
We study diffusions, variational principles and associated boundary value problems on directed graphs with natural weightings. Using random walks and exit times, we associate to certain subgraphs (domains) a pair of sequences, each of which…
We introduce an efficient boundary-adapted spectral method for peridynamic diffusion problems with arbitrary boundary conditions. The spectral approach transforms the convolution integral in the peridynamic formulation into a multiplication…
Stochastic processes play a key role for modeling a huge variety of transport problems out of equilibrium, with manifold applications throughout the natural and social sciences. To formulate models of stochastic dynamics the conventional…
We describe the structure of solutions of the kinetic Fokker-Planck equations in domains with boundaries near the singular set in one-space dimension. We study in particular the behaviour of the solutions of this equation for inelastic…
The results of this paper are twofold. One is that we show the local existence and uniqueness of very regular or smooth solution to the initial-Neumann boundary value problem of the Schr\"{o}dinger flow for maps from a smooth bounded domain…
We consider Schr\"{o}dinger equations with linearly energy-depending potentials which are compactly supported on the half-line. We first provide estimates of the number of eigenvalues and resonances for such complex-valued potentials under…