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We evaluate the limit distribution of the maximal excursion of a random walk in any dimension for homogeneous environments and for self-similar supports under the assumption of spherical symmetry. This distribution is obtained in closed…

统计力学 · 物理学 2009-10-31 Roger Bidaux , Jerome Chave , Radim Vocka

We consider a mathematical model for heterogeneous catalysis in a finite three-dimensional pore of cylinder-like geometry, with the lateral walls acting as a catalytic surface. The system under consideration consists of a…

偏微分方程分析 · 数学 2017-08-29 Dieter Bothe , Matthias Köhne , Siegfried Maier , Jürgen Saal

Experimental measurements of properties of the large-scale circulation (LSC) in turbulent convection of a fluid heated from below in a cylindrical container of aspect ratio one are presented and used to test a model of diffusion in a…

流体动力学 · 物理学 2009-11-13 Eric Brown , Guenter Ahlers

The Persistent Turning Walker Model (PTWM) was introduced by Gautrais et al in Mathematical Biology for the modelling of fish motion. It involves a nonlinear pathwise functional of a non-elliptic hypo-elliptic diffusion. This diffusion…

偏微分方程分析 · 数学 2010-06-15 Patrick Cattiaux , Djalil Chafai , Sébastien Motsch

We introduce a model of attractive penetrable spheres by adding a short range attractive square well outside a penetrable core, and we provide a detailed analysis of structural and thermodynamical properties in one dimension using the exact…

软凝聚态物质 · 物理学 2009-09-24 Andres Santos , Riccardo Fantoni , Achille Giacometti

The models that are based of fractional derivatives should be highlighted among promising new models to describe turbulent fluid flows. In the present work, a steady-state flow in a duct is considered under the condition that the turbulent…

数值分析 · 计算机科学 2016-07-20 Alexander G. Churbanov , Petr N. Vabishchevich

This paper proposes a novel reaction-diffusion system approximation tailored for singular diffusion problems, typified by the fast diffusion equation. While such approximation methods have been successfully applied to degenerate parabolic…

偏微分方程分析 · 数学 2026-04-01 Hideki Murakawa , Florian Salin

In this paper we develop a random walk model on lattice for coordinate dependent diffusion at constant temperature in contact with a heat bath. We employ here a coordinate dependent waiting time of the random walker to make the diffusivity…

统计力学 · 物理学 2020-08-27 Rohan Maniar , A. Bhattacharyay

Transport in biological systems often occurs in complex spatial environments involving random structures. Motivated by such applications, we investigate an idealised model for solute transport past an array of point sinks, randomly…

无序系统与神经网络 · 物理学 2019-09-20 Matthew J. Russell , Oliver E. Jensen

In this paper we study the asymptotic behavior of the Random-Walk Metropolis algorithm on probability densities with two different `scales', where most of the probability mass is distributed along certain key directions with the…

统计计算 · 统计学 2015-10-12 Alexandros Beskos , Gareth Roberts , Alexandre Thiery , Natesh Pillai

This paper studies the distribution of chain and maximal chain lengths in a causal set. We first provide a new derivation for these distributions for a causal set uniformly embedded in Minkowski space, for various dimensionalities, which…

广义相对论与量子宇宙学 · 物理学 2019-07-15 M. Aghili , L. Bombelli , BB Pilgrim

We study the continuum version of Sinai's problem of a random walker in a random force field in one dimension. A method of stochastic representations is used to represent various probability distributions in this problem (mean probability…

凝聚态物理 · 物理学 2009-10-31 Alain Comtet , David S. Dean

A generalisation of reaction diffusion systems and their travelling solutions to cases when the productive part of the reaction happens only on a surface in space or on a line on plane but the degradation and the diffusion happen in bulk…

动力系统 · 数学 2022-01-05 Anton S. Zadorin

Rotationally symmetric bodies with longitudinal cross sections of parabolic shape are frequently used to model astrophysical objects, such as magnetospheres and other blunt objects, immersed in interplanetary or interstellar gas or plasma…

太阳与恒星天体物理 · 物理学 2024-11-07 Jens Kleimann , Christian Röken

Problems involving the capture of a moving entity by a trap occur in a variety of physical situations, the moving entity being an electron, an excitation, an atom, a molecule, a biological object such as a receptor cluster, a cell, or even…

统计力学 · 物理学 2015-06-17 K. Spendier , S. Sugaya , V. M. Kenkre

The problem of the emergence of wave dispersion due to the heterogeneity of a transmission line (TL) is considered. An exactly solvable model helps to better understand the physical process of a signal passing through a non-uniform section…

应用物理 · 物理学 2024-02-20 A. B. Shvartsburg , S. N. Artekha , N. S. Artekha

A physical-mathematical approach to anomalous diffusion may be based on fractional diffusion equations and related random walk models. The fundamental solutions of these equations can be interpreted as probability densities evolving in time…

统计力学 · 物理学 2008-05-27 Rudolf Gorenflo , Francesco Mainardi

The Smoluchowski coagulation-diffusion PDE is a system of partial differential equations modelling the evolution in time of mass-bearing Brownian particles which are subject to short-range pairwise coagulation. This survey presents a fairly…

概率论 · 数学 2019-02-14 Alan Hammond

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…

概率论 · 数学 2022-03-16 Tony Lelièvre , Mouad Ramil , Julien Reygner

The long-time dynamics of reaction-diffusion processes in low dimensions is dominated by fluctuation effects. The one-dimensional coagulation-diffusion process describes the kinetics of particles which freely hop between the sites of a…

统计力学 · 物理学 2013-01-15 Xavier Durang , Jean-Yves Fortin , Diego Del Biondo , Malte Henkel , Jean Richert