Related papers: A pathwise approach to relativistic diffusions
We study the propagation of waves in quasi-one-dimensional finite periodic systems whose classical (ray) dynamics is diffusive. By considering a random matrix model for a chain of $L$ identical chaotic cavities, we show that its average…
We provide a complete characterization of the class of one-dimensional time-homogeneous diffusions consistent with a given law at an exponentially distributed time using classical results in diffusion theory. To illustrate we characterize…
We consider the distribution of free path lengths, or the distance between consecutive bounces of random particles, in an n-dimensional rectangular box. If each particle travels a distance R, then, as R tends to infinity the free path…
We consider a system of two reaction-diffusion-advection equations describing the one dimensional directed motion of particles with superimposed diffusion and mutual alignment. For this system we show the existence of traveling wave…
We study in detail a one-dimensional lattice model of a continuum, conserved field (mass) that is transferred deterministically between neighbouring random sites. The model falls in a wider class of lattice models capturing the joint effect…
In a generalized Heisenberg/Schroedinger picture we use an invariant space-time transformation to describe the motion of a relativistic particle. We discuss the relation with the relativistic mechanics and find that the propagation of the…
When is it possible to interpret a given Markov process as a L\'evy-like process? Since the class of L\'evy processes can be defined by the relation between transition probabilities and convolutions, the answer to this question lies in the…
The Weierstrass random walk is a paradigmatic Markov chain giving rise to a L\'evy-type superdiffusive behavior. It is well known that Special Relativity prevents the arbitrarily high velocities necessary to establish a superdiffusive…
Recently a path integral formalism has been proposed by the author which gives the time evolution of moments of slow variables in a Hamiltonian statistical system. This closure relies on evaluating the informational discrepancy of a time…
We prove a Large Deviations Principle (LDP) for systems of diffusions (particles) interacting through their ranks, when the number of particles tends to infinity. We show that the limiting particle density is given by the unique solution of…
Deterministic diffusion in temporally oscillating convection is studied for particles with finite mass. The particles are assumed to obey a simple dissipative dynamical system and the particle diffusion is induced by the strange attractor.…
Recent advances in data-driven modeling have shown that diffusion models can successfully generate synthetic Lagrangian trajectories in turbulent flows. Building on this progress, we extend the method to the joint generation of pairs of…
Continuous time random walks and Langevin equations are two classes of stochastic models for describing the dynamics of particles in the natural world. While some of the processes can be conveniently characterized by both of them, more…
We introduce a L\'evy-Lorentz gas in which a light particle is scattered by static point scatterers arranged on a line. We investigate the case where the intervals between scatterers $\{\xi_i \}$ are independent random variables identically…
The master equation describing non-equilibrium one-dimensional problems like diffusion limited reactions or critical dynamics of classical spin systems can be written as a Schr\"odinger equation in which the wave function is the probability…
Generalising the work of Lenard and Bernstein, we introduce a new, fully relativistic model to describe collisional plasmas. Like the Fokker-Planck operator, this equation represents velocity diffusion and conserves particle number.…
The shear viscosity is a fundamental transport property of matter. Here we derive a general theory of the viscosity of gases based on the relativistic Langevin equation (deduced from a relativistic Lagrangian) and nonaffine linear response…
We study front propagation in the reversible reaction-diffusion system A + A <-> A on a 1-d lattice. Extending the idea of leading particle in studying the motion of the front we write a master equation in the stochastically moving frame…
We recently demonstrated that standard fixed-time lattice random-walk models cannot be modified to properly represent biased diffusion processes in more than two dimensions. The origin of this fundamental limitation appears to be the fact…
A class of Laplace transforms is examined to show that particular cases of this class are associated with production-destruction and reaction-diffusion problems in physics, study of differences of independently distributed random variables…