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We investigate how structural ordering, i.e. crystallization, affects the flow of bidisperse granular materials in a quasi-two-dimensional silo. By systematically varying the mass fraction of two particle sizes, we finely tune the degree of…
Anomalous diffusions arise as scaling limits of continuous-time random walks (CTRWs) whose innovation times are distributed according to a power law. The impact of a non-exponential waiting time does not vanish with time and leads to…
A finite element discretization is developed for the Cai-Hu model, describing the formation of biological networks. The model consists of a non linear elliptic equation for the pressure $p$ and a non linear reaction-diffusion equation for…
A micro-scale model is proposed for the evolution of the limit order book. Within this model, the flows of orders (claims) are described by doubly stochastic Poisson processes taking account of the stochastic character of intensities of bid…
The Aldous diffusion is a conjectured Markov process on the space of real trees that is the continuum analogue of discrete Markov chains on binary trees. We construct this conjectured process via a consistent system of stationary evolutions…
Many transport processes in nature exhibit anomalous diffusive properties with non-trivial scaling of the mean square displacement, e.g., diffusion of cells or of biomolecules inside the cell nucleus, where typically a crossover between…
In this paper, we consider the problem of minimizing the exit rate with which a diffusion process pertaining to a chain of distributed control systems, with random perturbations, exits from a given bounded open domain. In particular, we…
Motivated by queues with many servers, we study Brownian steady-state approximations for continuous time Markov chains (CTMCs). Our approximations are based on diffusion models (rather than a diffusion limit) whose steady-state, we prove,…
Patterns of different symmetries may arise after solution to reaction-diffusion equations. Hexagonal arrays, layers and their perturbations are observed in different models after numerical solution to the corresponding initial-boundary…
The crossover among two or more types of diffusive processes represents a vibrant theme in nonequilibrium statistical physics. In this work we propose two models to generate crossovers among different L\'evy processes: in the first model we…
We consider processes that coincide with a given diffusion process except on the boundaries of a finite collection of domains. The behavior on each of the boundaries is asymmetric: the process is much more likely to enter the interior of…
We consider diffusion limited aggregation of particles of two different kinds. It is assumed that a particle of one kind may adhere only to another particle of the same kind. The particles aggregate on a linear substrate which consists of…
This work focuses on time-inhomogeneous Markov chains with two time scales. Our motivations stem from applications in reliability and dependability, queueing networks, financial engineering and manufacturing systems, where two-time-scale…
Strang splitting is a widely used second-order method for solving diffusion-reaction problems. However, its convergence order is often reduced to order $1$ for Dirichlet boundary conditions and to order $1.5$ for Neumann and Robin boundary…
This paper studies adaptive least-squares finite element methods for convection-dominated diffusion-reaction problems. The least-squares methods are based on the first-order system of the primal and dual variables with various ways of…
Second order recurrence of a $d$-dimensional diffusion with an additive Wiener process, with switching, and with one recurrent and one transient regime and constant switching intensities is established under suitable conditions. The…
This paper is devoted to investigate the pattern formation of a volume-filling chemotaxis model with logistic cell growth. We first apply the local stability analysis to establish sufficient conditions of destabilization for uniform…
A model for diffusion on a cubic lattice with a random distribution of traps is developed. The traps are redistributed at certain time intervals. Such models are useful for describing systems showing dynamic disorder, such as ion-conducting…
Turing theory of pattern formation is among the most popular theoretical means to account for the variety of spatio-temporal structures observed in Nature and, for this reason, finds applications in many different fields. While Turing…
Diffusion models are important in tissue engineering as they enable an understanding of molecular delivery to cells in tissue constructs. As three-dimensional (3D) tissue constructs become larger, more intricate, and more clinically…