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In the case of diffusions on $\mathbb R^d$ with constant diffusion matrix, without assuming reversibility nor hypoellipticity, we prove that the contractivity of the deterministic drift is equivalent to the constant rate contraction of…

概率论 · 数学 2023-04-06 Pierre Monmarché

The stochastic thermodynamics of a dilute, well-stirred mixture of chemically-reacting species is built on the stochastic trajectories of reaction events obtained from the Chemical Master Equation. However, when the molecular populations…

统计力学 · 物理学 2017-07-04 Jordan M. Horowitz

In this work, we study an inverse problem of recovering a space-time dependent diffusion coefficient in the subdiffusion model from the distributed observation, where the mathematical model involves a Djrbashian-Caputo fractional derivative…

数值分析 · 数学 2022-09-23 Bangti Jin , Zhi Zhou

We introduce a (linear) positive and asymptotic preserving method or solving the one-group radiation transport equation. The approximation in space is discretization agnostic: the space approximation can be done with continuous or…

数值分析 · 数学 2019-05-10 Jean-Luc Guermond , Bojan Popov , Jean Ragusa

We present a general scheme to calculate within the independent interval approximation generalized (level-dependent) persistence properties for processes having a finite density of zero-crossings. Our results are especially relevant for the…

统计力学 · 物理学 2009-10-31 Ivan Dornic , Anaël Lemaître , Andrea Baldassarri , Hugues Chaté

A new solution to the mono-dimensional diffusion equation for time-variable first kind boundary condition is presented where the time-variable function at the surface is derived proposing a surface saturation model. This solution may be…

材料科学 · 物理学 2022-12-08 Guglielmo Macrelli

We study the effect of spatially-varying potential and diffusivity on the dispersion of a tracer particle in single-file diffusion. Non-interacting particles in such a system exhibit normal diffusion at late times, which is characterised by…

统计力学 · 物理学 2025-09-15 Benjamin Sorkin , David S. Dean

We study diffusion of (fluorescently) tagged hard-core interacting particles of finite size in a finite one-dimensional system. We find an exact analytical expression for the tagged particle probability density using a coordinate…

软凝聚态物质 · 物理学 2009-11-13 Ludvig Lizana , Tobias Ambjörnsson

We show the relation between processes which are modeled by a Langevin equation with multiplicative noise and infinite ergodic theory. We concentrate on a spatially dependent diffusion coefficient that behaves as ${D(x)}\sim…

统计力学 · 物理学 2019-05-01 N. Leibovich , E. Barkai

At the fully discrete setting, stability of the discontinuous Petrov--Galerkin (DPG) method with optimal test functions requires local test spaces that ensure the existence of Fortin operators. We construct such operators for $H^1$ and…

数值分析 · 数学 2023-01-31 Thomas Führer , Norbert Heuer

We show that, for any spatially discretized system of reaction-diffusion, the approximate solution given by the explicit Euler time-discretization scheme converges to the exact time-continuous solution, provided that diffusion coefficient…

最优化与控制 · 数学 2019-12-12 Adrien Le Coënt , Laurent Fribourg

We consider the asymmetric exclusion process. We start from a profile which is constant along the drift direction and prove that the density profile, under a diffusive rescaling of time, converges to the solution of a parabolic equation.

概率论 · 数学 2009-11-10 C. Landim , R. M. Sued , G. Valle

We introduce a multi-species generalization of the symmetric simple exclusion process with open boundaries. This model possesses the property of being integrable and appears as physically relevant because the boundary conditions can be…

统计力学 · 物理学 2017-02-01 Matthieu Vanicat

We consider an aggregation-diffusion equation modelling particle interaction with non-linear diffusion and non-local attractive interaction using a homogeneous kernel (singular and non-singular) leading to variants of the Keller-Segel model…

偏微分方程分析 · 数学 2016-12-28 Vincent Calvez , Jose Antonio Carrillo , Franca Hoffmann

The invariance for the equation of fast diffusion in the 2D coordinate space has been proved, and its reduction to the 1D (with respect to the spatial variable) analog is demonstrated. On the basis of these results, new exact…

数学物理 · 物理学 2007-05-23 E. I. Semenov

We calculate the diffusion coefficient of an active tracer in a schematic crowded environment, represented as a lattice gas of passive particles with hardcore interactions. Starting from the master equation of the problem, we put forward a…

统计力学 · 物理学 2022-02-02 Pierre Rizkallah , Alessandro Sarracino , Olivier Bénichou , Pierre Illien

This paper contains construction and analysis a finite element approximation for convection dominated diffusion problems with full coefficient matrix on general simplicial partitions in $R^d$, $d=2,3$. This construction is quite close to…

数值分析 · 数学 2012-11-07 Raytcho D. Lazarov , Ludmil T. Zikatanov

The present paper is devoted to the investigation of the long term behavior of a class of singular multi-dimensional diffusion processes that get absorbed in finite time with probability one. Our focus is on the analysis of quasi-stationary…

概率论 · 数学 2021-02-12 Alexandru Hening , Weiwei Qi , Zhongwei Shen , Yingfei Yi

We study finite size effects in the variance of the displacement of a tagged particle in the stationary state of the Asymmetric Simple Exclusion Process (ASEP) on a ring of size $L$. The process involves hard core particles undergoing…

统计力学 · 物理学 2009-11-13 Shamik Gupta , Satya N. Majumdar , Claude Godrèche , Mustansir Barma

We approximate a diffusion equation with highly oscillatory coefficients with a diffusion equation with constant coefficients. The approach is put in action in contexts where only partial information (namely the global energy stored in the…

最优化与控制 · 数学 2026-02-17 Claude Le Bris , Frédéric Legoll , Simon Ruget