Related papers: Causal diffusions, causal Zeno effect and collisio…
The crossover among two or more types of diffusive processes represents a vibrant theme in nonequilibrium statistical physics. In this work we propose two models to generate crossovers among different L\'evy processes: in the first model we…
The central limit theorem ensures that a sum of random variables tends to a Gaussian distribution as their total number tends to infinity. However, for a class of positive random variables, we find that the sum tends faster to a log-normal…
This paper uses dynamical invariants to describe the evolution of collisionless systems subject to time-dependent gravitational forces without resorting to maximum-entropy probabilities. We show that collisionless relaxation can be viewed…
We consider weakly interacting diffusions on time varying random graphs. The system consists of a large number of nodes in which the state of each node is governed by a diffusion process that is influenced by the neighboring nodes. The…
We introduce and analyze a model for the transport of particles or energy in extended lattice systems. The dynamics of the model acts on a discrete phase space at discrete times but has nonetheless some of the characteristic properties of…
We analyze a simple and feasible practical scheme displaying Zeno, anti-Zeno, and inverse-Zeno effects in the observation of wave-packet spreading caused by free evolution. The scheme is valid both in spatial diffraction of classical…
We show how the scattering-into-cones and flux-across-surfaces theorems in Quantum Mechanics have very intuitive pathwise probabilistic versions based on some results by Carlen about large time behaviour of paths of Nelson diffusions. The…
The transport of an infinitely thin, hard rod in a random, dense array of point obstacles is investigated by molecular dynamics simulations. Our model mimics the sterically hindered dynamics in dense needle liquids. The center-of-mass…
We analyze a pair of diffusion equations which are derived in the infinite system--size limit from a microscopic, individual--based, stochastic model. Deviations from the conventional Fickian picture are found which ultimately relate to the…
We conjecture that the random walk and the corresponding diffusion in the relativistic velocity space is an adequate method for describing the acceleration process in relativistic jets. Considering a simple toy model, the main features of…
We introduce a single generative mechanism with which it is able to describe diverse non-stationary diffusions. A non-stationary Markovian replication process for steps is considered, for which we analytically derive time-evolution of the…
The description of dynamical fluctuations near the QCD critical point in heavy-ion collisions is crucial for understanding the existing and upcoming experimental data from the beam energy scan programs. In this talk we discuss the evolution…
We survey recent results of normal and anomalous diffusion of two types of random motions with long memory in ${\Bbb R}^d$ or ${\Bbb Z}^d$. The first class consists of random walks on ${\Bbb Z}^d$ in divergence-free random drift field,…
We consider conservative cross-diffusion systems for two species where individual motion rates depend linearly on the local density of the other species. We develop duality estimates and obtain stability and approximation results. We first…
We study the relaxation process of two driven colloidal suspensions in diffusive contact to a steady state, similar to thermalization. We start by studying a single suspension, subjecting it to random driving forces via holographic optical…
One key issue in the probability density function (PDF) approach for disperse two-phase turbulent flows is to close the diffusion term in the phase space. This study aimed to derive a kinetic equation for particle dispersion in turbulent…
The concept of random walk, in which particles or waves undergo multiple collisions with the microscopic constituents of a surrounding medium, is central to understanding diffusive transport across many research areas. However, this…
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…
Given a reaction-advection-diffusion system modelling the sulphation phenomenon, we derive a single regularised non-conservative and path-dependent nonlinear partial differential equation and propose a probabilistic interpretation via a…
We present a multiscale approach to model diffusion in a crowded environment and its effect on the reaction rates. Diffusion in biological systems is often modeled by a discrete space jump process in order to capture the inherent noise of…