相关论文: Drift-diffusion processes from elimination of fast…

The way particles interact with turbulent structures, particularly in regions of high vorticity and strain rate, has been investigated in simulations of homogeneous turbulence and in simple flows which have a periodic or persistent…

Aggregation-diffusion equations are foundational tools for modelling biological aggregations. Their principal use is to link the collective movement mechanisms of organisms to their emergent space use patterns in a concrete mathematical…

Diffusion models have emerged as powerful generative tools with applications in computer vision and scientific machine learning (SciML), where they have been used to solve large-scale probabilistic inverse problems. Traditionally, these…

The drift and diffusion of a cloud of ions in a fluid are distorted by an inhomogeneous electric field. If the electric field carries the center of the distribution in a straight line and the field configuration is suitably symmetric, the…

We study evolution equations of drift-diffusion type when various parameters are random. Motivated by applications in pedestrian dynamics, we focus on the case when the total mass is, due to boundary or reaction terms, not conserved. After…

For reaction-diffusion processes without exclusion, in which the particles can exist in the same site of a one-dimensional lattice, we study all the integrable models which can be obtained by imposing a boundary condition on the master…

We consider stochastic control with discretionary stopping for the drift of a diffusion process over an infinite time horizon. The objective is to choose a control process and a stopping time to minimize the expectation of a convex terminal…

The maximum likelihood approach is adapted to the problem of estimation of drift and diffusion functions of stochastic processes from measured time series. We reconcile a previously devised iterative procedure [Kleinhans et al., Physics…

Fractional kinetic equations employ non-integer calculus to model anomalous relaxation and diffusion in many systems. While this approach is well explored, it so far failed to describe an important class of transport in disordered systems.…

We study a reaction-diffusion-convection problem with nonlinear drift posed in a domain with periodically arranged obstacles. The non-linearity in the drift is linked to the hydrodynamic limit of a totally asymmetric simple exclusion…

The aim of this article is to provide a scheme for simulating diffusion processes evolving in one-dimensional discontinuous media. This scheme does not rely on smoothing the coefficients that appear in the infinitesimal generator of the…

In this article we review classical and recent results in anomalous diffusion and provide mechanisms useful for the study of the fundamentals of certain processes, mainly in condensed matter physics, chemistry and biology. Emphasis will be…

We discuss the effective diffusion constant $D_{{\it eff}}$ for stochastic processes with spatially-dependent noise. Starting from a stochastic process given by a Langevin equation, different drift-diffusion equations can be derived…

We show theoretically that an imposed uniaxial anisotropy leads to new universality classes for the dynamics of active particles suspended in a viscous fluid. In the homogeneous state, their concentration relaxes superdiffusively, stirred…

This paper focuses on a drift-diffusion system subjected to boundedly non dissipative Robin boundary conditions. A general existence result with large initial conditions is established by using suitable L1, L2 and trace estimates. Finally,…

We identify a single-particle drift resulting from collisional interactions with a background species, in the presence of a collisionality gradient and background net flow. We analyze this drift in different limits, showing how it reduces…

Diffusion probabilistic models excel at sampling new images from learned distributions. Originally motivated by drift-diffusion concepts from physics, they apply image perturbations such as noise and blur in a forward process that results…

Controlled one-dimensional diffusion processes, with infinitesimal variance (instead of the infinitesimal mean) depending on the control variable, are considered in an interval located on the positive half-line. The process is controlled…

We develop a practical method of computing the stationary drift velocity V and the diffusion coefficient D of a particle (or a few particles) in a periodic system with arbitrary transition rates. We solve this problem both in a physically…

We address several concerns related to the derivation of drift-ordered fluid equations. Starting from a fully Galilean invariant fluid system, we show how consistent sets of perturbative drift-fluid equations in the case of a isothermal…