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We analyse a class of estimators of the generalized diffusion coefficient for fractional Brownian motion $B_t$ of known Hurst index $H$, based on weighted functionals of the single time square displacement. We show that for a certain choice…

Statistical Mechanics · Physics 2015-06-12 Denis Boyer , David S. Dean , Carlos Mejia-Monasterio , Gleb Oshanin

By using the generalized Boltzmann equation of transport in nonextensive statistics, we study transport properties of the diffusion flux and the heat flux of charged particles in the weakly ionized plasma with the power-law q-distributions…

Plasma Physics · Physics 2020-03-06 Yue Wang , Jiulin Du

In our recent work on concentrated suspensions of uniformly porous colloidal spheres with excluded volume interactions, a variety of short-time dynamic properties were calculated, except for the rotational self-diffusion coefficient. This…

Soft Condensed Matter · Physics 2015-05-27 Gustavo C. Abade , Bogdan Cichocki , Maria L. Ekiel-Jezewska , Gerhard Naegele , Eligiusz Wajnryb

While it is very common to model diffusion as a random walk by assuming memorylessness of the trajectory and diffusive step lengths, these assumptions can lead to significant errors. This paper describes the extent to which a physical…

Statistical Mechanics · Physics 2025-08-07 Ludovico Cademartiri

We consider the diffusive limit of an unsteady neutron transport equation in a two-dimensional plate with one-speed velocity. We show the solution can be approximated by the sum of interior solution, initial layer, and boundary layer with…

Analysis of PDEs · Mathematics 2016-05-06 Lei Wu

Numerical simulation is used to characterise double potential step chronoamperometry at a microband electrode for a simple redox process A + e- goes to B, under conditions of full support such that diffusion is the only active form of mass…

Chemical Physics · Physics 2013-10-28 Edward O. Barnes , Linhongjia Xiong , Kristopher R. Ward , Richard G. Compton

A detailed study of various distinguished limits of the Green-Kubo formula for the self-diffusion coefficient is presented in this paper. First, an alternative representation of the Green-Kubo formula in terms of the solution of a Poisson…

Mathematical Physics · Physics 2010-02-23 G. A. Pavliotis

We construct a class of one-dimensional diffusion processes on the particles of branching Brownian motion that are symmetric with respect to the limits of random martingale measures. These measures are associated with the extended extremal…

Probability · Mathematics 2018-11-07 Sebastian Andres , Lisa Hartung

Collective diffusion coefficient in a one dimensional lattice gas adsorbate is calculated using variational approach. Particles interact via either a long-range, or a long range electron-gas-mediated (for a metallic substrate), or a…

Materials Science · Physics 2009-05-26 Filip Krzyżewski , Magdalena A. Załuska-Kotur

We prove a central limit theorem for the momentum distribution of a particle undergoing an unbiased spatially periodic random forcing at exponentially distributed times without friction. The start is a linear Boltzmann equation for the…

Mathematical Physics · Physics 2015-05-14 Jeremy Clark , Christian Maes

We study the long time behavior of an Ornstein-Uhlenbeck process under the influence of a periodic drift. We prove that, under the standard diffusive rescaling, the law of the particle position converges weakly to the law of a Brownian…

Mathematical Physics · Physics 2009-11-10 M. Hairer , G. A. Pavliotis

The mean square displacement and instantaneous diffusion coefficient for different configurations of charged particles in stochastic motion are calculated by numerically solving the associated equations of motion. The method is suitable for…

Statistical Mechanics · Physics 2019-06-26 Gabriela Raluca Mocanu

A variety of boundary value problems in linear transport theory are expressed as a diffusion equation of the two-way, or forward-backward, type. In such problems boundary data are specified only on part of the boundary, which introduces…

Mathematical Physics · Physics 2019-02-18 Caleb G. Wagner , Richard Beals

The molecular motion in heterogeneous media displays anomalous diffusion by the mean-squared displacement $\langle X^2(t) \rangle = 2 D t^\alpha$. Motivated by experiments reporting populations of the anomalous diffusion parameters $\alpha$…

Biological Physics · Physics 2025-10-09 Yann Lanoiselée , Gianni Pagnini , Agnieszka Wyłomańska

We generalize Einstein's probabilistic method for the Brownian motion to study compressible fluids in porous media. The multi-dimensional case is considered with general probability distribution functions. By relating the expected…

Analysis of PDEs · Mathematics 2025-03-06 Luan Hoang , Akif Ibragimov

Overdamped Langevin dynamics are reversible stochastic differential equations which are commonly used to sample probability measures in high-dimensional spaces, such as the ones appearing in computational statistical physics and Bayesian…

Numerical Analysis · Mathematics 2025-02-10 Tony Lelièvre , Grigorios A. Pavliotis , Geneviève Robin , Régis Santet , Gabriel Stoltz

Barrier crossing is a widespread phenomenon across natural and engineering systems. While an abundant cross-disciplinary literature on the topic has emerged over the years, the stochastic underpinnings of the process are yet to be linked…

Statistical Mechanics · Physics 2024-12-19 Toby Kay , Luca Giuggioli

We consider the collective motion of finite-sized, overdamped Brownian particles (e.g., motor proteins) in a periodic potential. Simulations of our model have revealed a number of novel cooperative transport phenomena, including (i) the…

Statistical Mechanics · Physics 2009-10-31 Imre Derenyi , Tamas Vicsek

Quantum Brownian motion in a periodic cosine potential is studied and a simple estimate of the tunneling effect is obtained in the frames of a quasi-equilibrium semiclassical approach. It is shown that the latter is applicable for heavy…

Quantum Physics · Physics 2012-01-19 R. Tsekov

We discuss the dynamics of a Brownian particle under the influence of a spatially periodic noise strength in one dimension using analytical theory and computer simulations. In the absence of a deterministic force, the Langevin equation can…

Statistical Mechanics · Physics 2022-01-28 Davide Breoni , Ralf Blossey , Hartmut Löwen