相关论文: Analytic solution for Brownian motion in three dim…

We study the defocusing nonlinear Schr\"odinger equation in three space dimensions. We prove that any radial solution that remains bounded in the critical Sobolev space must be global and scatter. In the energy-supercritical setting, we…

We study the spectrum of the kinetic Brownian motion in the space of $d\times d$ Hermitian matrices, $d\geq2$. We show that the eigenvalues stay distinct for all times, and that the process $\Lambda$ of eigenvalues is a kinetic diffusion…

We investigate the construction of diffusions consisting of infinitely numerous Brownian particles moving in $\mathbb{R}^d$ and interacting via logarithmic functions (two-dimensional Coulomb potentials). These potentials are very strong and…

The paper starts by giving a motivation for this research and justifying the considered stochastic diffusion models for cosmic microwave background radiation studies. Then it derives the exact solution in terms of a series expansion to a…

We solve the time-dependent Fokker-Planck equation for a two-dimensional active Brownian particle exploring a rectangular domain with absorbing boundary and in the presence of a parabolic barrier along one direction. By taking those of a…

Non-local equations of motion contain an infinite number of derivatives and commonly appear in a number of string theory models. We review how these equations can be rewritten in the form of a diffusion-like equation with non-linear…

In this paper, we study diagonal hyperbolic systems in one space dimension. Based on a new gradient entropy estimate, we prove the global existence of a continuous solution, for large and non-decreasing initial data. We remark that these…

A steady-state convection-diffusion problem with a small diffusion of order $\mathcal{O}(\varepsilon)$ is considered in a thin three-dimensional graph-like junction consisting of thin cylinders connected through a domain (node) of diameter…

This article investigates the multiplicity of solutions to the Brezis-Nirenberg problem on smooth bounded domains in the hyperbolic space $\mathbb{B}^N$ for $N \ge 4$. Specifically, we study the critical semilinear equation…

We study a planar two-temperature diffusion of a Brownian particle in a parabolic potential. The diffusion process is defined in terms of two Langevin equations with two different effective temperatures in the X and the Y directions. In the…

We study the relativistic Euler equations on the Minkowski spacetime background. We make assumptions on the equation of state and the initial data that are relativistic analogs of the well-known physical vacuum boundary condition, which has…

A number of physical phenomena are described by nonlinear hyperbolic equations. Presence of discontinuous solutions motivates the necessity of development of reliable numerical methods based on the fundamental mathematical properties of…

We study the mathematical character of the angular moment equations of radiative transfer in spherical symmetry and conclude that the system is hyperbolic for general forms of the closure relation found in the literature. Hyperbolicity and…

Traditionally, the quantum Brownian motion is described by Fokker-Planck or diffusion equations in terms of quasi-probability distribution functions, e.g., Wigner functions. These often become singular or negative in the full quantum…

We analyse qualitative properties of the solutions to a mean-field equation for particles interacting through a pairwise potential while diffusing by Brownian motion. Interaction and diffusion compete with each other depending on the…

We study the existence of particular traveling wave solutions of a nonlinear parabolic degenerate diffusion equation with a shear flow. Under some assumptions we prove that such solutions exist at least for propagation speeds c {\in}]c*,…

The present paper has the purpose to illustrate the importance of the ideas and constructions of the Non-Euclidean (Lobachevsky) Geometry, which can be applied even today for solving some conceptually important problems. We study the static…

We consider a class of autonomous Hamiltonian systems subject to small, time-periodic perturbations. When the perturbation parameter is set to zero, the energy of the system is preserved. This is no longer the case when the perturbation…

A super-Brownian motion in two and three dimensions is constructed where "particles" give birth at a higher rate, if they approach the origin. Via a log-Laplace approach, the construction is based on Albeverio et al. (1995) who calculated…

Brownian motion has served as a pilot of studies in diffusion and other transport phenomena for over a century. The foundation of Brownian motion, laid by Einstein, has generally been accepted to be far from being complete since the late…