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Let $x$ denote a diffusion process defined on a closed compact manifold. In an earlier article, the author introduced a new approach to constructing admissible vector fields on the associated space of paths, under the assumption of…

概率论 · 数学 2007-05-23 Denis Bell

A new diffuse interface model for a two-phase flow of two incompressible fluids with different densities is introduced using methods from rational continuum mechanics. The model fulfills local and global dissipation inequalities and is…

流体动力学 · 物理学 2011-04-08 H. Abels , H. Garcke , G. Grün

A thermodynamic approach to rapid phase transformations within a diffuse interface in a binary system is developed. Assuming an extended set of independent thermodynamic variables formed by the union of the classic set of slow variables and…

材料科学 · 物理学 2009-11-10 Peter Galenko , David Jou

We study a nonlocal diffusion operator in a bounded smooth domain prescribing the flux through the boundary. This problem may be seen as a generalization of the usual Neumann problem for the heat equation. First, we prove existence,…

偏微分方程分析 · 数学 2007-05-23 C. Cortazar , M. Elgueta , J. D. Rossi , N. Wolanski

We consider the motion of a particle on a surface which is a small perturbation of the standard sphere. One may qualitatively describe the motion by means of a precessing great circle of the sphere. The observation is employed to derive a…

数学物理 · 物理学 2007-05-23 V. L. Golo , D. O. Sinitsyn

For an arbitrary diffusion process $X$ with time-homogeneous drift and variance parameters $\mu(x)$ and $\sigma^2(x)$, let $V_\varepsilon$ be $1/\varepsilon$ times the total time $X(t)$ spends in the strip…

概率论 · 数学 2026-03-03 Nils Lid Hjort , Rafail Zalmonovich Khasminskii

The chaotic diffusion for particles moving in a time dependent potential well is described by using two different procedures: (i) via direct evolution of the mapping describing the dynamics and ; (ii) by the solution of the diffusion…

We study the long-time dynamics of the nonlinear processes modeled by diffusion-transport partial differential equations in non-divergence form with drifts. The solutions are subject to some inhomogeneous Dirichlet boundary condition.…

偏微分方程分析 · 数学 2026-02-11 Luan Hoang , Akif Ibragimov

We consider the diffusion of independent particles experiencing random accelerations by a space- and time-dependent force as well as viscous damping. This model can exhibit several asymptotic behaviours, depending upon the limiting cases…

混沌动力学 · 物理学 2012-06-13 B. Mehlig , M. Wilkinson , V. Bezuglyy , K. Gustavsson , K. Nakamura

The slow viscous flow through a doubly-periodic array of cylinders does not have an analytical solution. However, as a reduced model for the flow within fibrous porous media, this solution is important for many real-world systems. We…

流体动力学 · 物理学 2023-01-31 Lyndon Koens , Rohan Vernekar , Timm Krueger , Maciej Lisicki , David W. Inglis

The dynamics of a thin layer of liquid, between a flat solid substrate and an infinitely-thick layer of saturated vapor, is examined. The liquid and vapor are two phases of the same fluid, governed by the diffuse-interface model. The…

统计力学 · 物理学 2021-09-27 E. S. Benilov

We study the one-dimensional diffusion process which takes place between two reflecting boundaries and which is acted upon by a time-dependent and spatially-constant force. The assumed force possesses both the harmonically oscillating and…

其他凝聚态物理 · 物理学 2007-05-23 Evzen Subrt , Petr Chvosta

We find explicit upper bounds for the density of marginals of continuous diffusions where we assume that the diffusion coefficient is constant and the drift is solely assumed to be progressively measurable and locally bounded. In one…

概率论 · 数学 2024-10-16 Paul Krühner , Shijie Xu

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…

概率论 · 数学 2020-03-18 Mark Freidlin , Leonid Koralov

The problem of eliminating fast-relaxing variables to obtain an effective drift-diffusion process in position is solved in a uniform and straightforward way for models with velocity a function jointly of position and fast variables. A more…

统计力学 · 物理学 2019-11-13 Paul E. Lammert

Motivated by practical applications in heat conduction and contaminant transport, we consider heat and mass diffusion across a perturbed interface separating two finite regions of distinct diffusivity. Under the assumption of continuity of…

生物物理 · 物理学 2022-01-12 Elliot J. Carr , Dylan J. Oliver , Matthew J. Simpson

We consider a simple mean reverting diffusion process, with piecewise constant drift and diffusion coefficients, discontinuous at a fixed threshold. We discuss estimation of drift and diffusion parameters from discrete observations of the…

统计理论 · 数学 2024-03-12 Sara Mazzonetto , Paolo Pigato

We consider the Navier--Stokes equations in a half-plane with a drift term parallel to the boundary and a small source term of compact support. We provide detailed information on the behavior of the velocity and the vorticity at infinity in…

数学物理 · 物理学 2012-04-23 Christoph Boeckle , Peter Wittwer

In the paper the flow in a thin tubular structure is considered. The velocity of the flow stands for a coefficient in the diffusion-convection equation set in the thin structure. An asymptotic expansion of solution is constructed. This…

偏微分方程分析 · 数学 2012-01-11 G. Cardone , G. P. Panasenko , Y. Sirakov

We investigate the bounds between normal or anomalous effective diffusion for inertial particles transported by parallel flows. The infrared behavior of the fluid kinetic-energy spectrum, i.e. the possible presence of long-range…

流体动力学 · 物理学 2014-07-07 Marco Martins Afonso