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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…
Diffusive scaling of position moments and a central limit theorem are obtained for the mean position of a quantum particle hopping on a cubic lattice and subject to a random potential consisting of a large static part and a small part that…
I construct a well-defined expansion in $\epsilon=2-d$ for diffusion processes on small-world networks. The technique permits one to calculate the average over disorder of moments of the Green's function, and is used to calculate the…
We study Lorentz processes in two different settings. Both cases are characterized by infinite expectation of the free-flight times, contrary to what happens in the classical Gallavotti-Spohn models. Under a suitable Boltzmann-Grad type…
In this article, we have studied the convergence behavior of the Dirichlet-Neumann and Neumann- Neumann waveform relaxation algorithms for time-fractional sub-diffusion and diffusion-wave equations in 1D & 2D for regular domains, where the…
In this paper, we provide the $O(\epsilon)$ corrections to the hydrodynamic model derived by Degond and Motsch from a kinetic version of the model by Vicsek & coauthors describing flocking biological agents. The parameter $\epsilon$ stands…
We consider the two-dimensional advection-diffusion equation on a bounded domain subject to either Dirichlet or von Neumann boundary conditions and study both time-independent and time-periodic cases involving Liouville integrable…
The most common way of estimating the anomalous diffusion exponent from single-particle trajectories consists in a linear fitting of the dependence of the time averaged mean square displacement on the lag time at the log-log scale. However,…
Diffusion is a fundamental physical phenomenon with critical applications in fields such as metallurgy, cell biology, and population dynamics. While standard diffusion is well-understood, anomalous diffusion often requires complex non-local…
Chaotic deterministic dynamics of a particle can give rise to diffusive Brownian motion. In this paper, we compute analytically the diffusion coefficient for a particular two-dimensional stochastic layer induced by the kicked Harper map.…
A self-consistent theory of the frequency dependent diffusion coefficient for the Anderson localization problem is presented within the tight-binding model of non-interacting electrons on a lattice with randomly distributed on-site energy…
We consider a one-dimensional stochastic differential equation driven by a Wiener process, where the diffusion coefficient depends on an ergodic fast process. The averaging principle is satisfied: it is well-known that the slow component…
We show that observing the trajectories of confined particles in a thermal equilibrium state yields an estimate on the free-space diffusion coefficient. For generic trapping potentials and interactions between particles, the estimate comes…
The diffusion and coalescence of individual atoms on a nanostructured surface are treated in a purely statistical way. From this, analytical formulas are derived which, from a known initial state, give the final cluster size distribution on…
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…
We propose a communication and computation efficient second-order method for distributed optimization. For each iteration, our method only requires $\mathcal{O}(d)$ communication complexity, where $d$ is the problem dimension. We also…
An approximate stochastic model for the topological dynamics of the periodic triangular Lorentz gas is constructed. The model, together with an extremum principle, is used to find a closed form approximation to the diffusion coefficient as…
The Lorentz-Maxwell model of dispersion of light has been analyzed in this paper to determine the true resonance frequency in the ultraviolet for the electrons in optically transparent glasses and the damping coefficient at this frequency.…
A one-dimensional model of classical diffusion in a random force field with a weak concentration $\rho$ of absorbers is studied. The force field is taken as a Gaussian white noise with $\mean{\phi(x)}=0$ and $\mean{\phi(x)\phi(x')}=g…
First we introduce and analyze a convergent numerical method for a large class of nonlinear nonlocal possibly degenerate convection diffusion equations. Secondly we develop a new Kuznetsov type theory and obtain general and possibly optimal…