Related papers: Laplace, Fourier, and stochastic diffusion

Einstein's thesis ``A New Determination of Molecular Dimensions'' was the second of his five celebrated papers in 1905. Although it is -- thanks to its widespread practical applications -- the most quoted of his papers, it is less known…

In 1905, Einstein's theory of Brownian motion supported the molecular basis of the diffusion equation and introduced two complementary viewpoints: a deterministic field description and a probabilistic formulation based on stochastic…

Stochastic homogenization is achieved for a class of elliptic and parabolic equations describing the lifetime, in large domains, of stationary diffusion processes in random environment which are small, statistically isotropic perturbations…

We briefly review the problem of Brownian motion and describe some intriguing facets. The problem is first treated in its original form as enunciated by Einstein, Langevin, and others. Then, utilizing the problem of Brownian motion as a…

This is a review of statistical inference methodology for stochastic differential equations driven by fractional Brownian motion, otherwise called fractional diffusions. The first section reviews the theory needed to rigorously define them.…

The propagation of light in a scattering medium is described as the motion of a special kind of a Brownian particle on which the fluctuating forces act only perpendicular to its velocity. This enforces strictly and dynamically the…

The lateral diffusion coefficient of a Brownian particle on a two-dimensional random surface is studied in the quenched limit for which the surface configuration is time-independent. We start with the stochastic equation of motion for a…

In 1916 Einstein introduced the first rules for a quantum theory of electromagnetic radiation, and he applied them to a model of matter in thermal equilibrium with radiation to derive Planck's black-body formula. Einstein's treatment is…

The aforementioned celebrated model, though a breakthrough in Stochastic processes and a great step toward the construction of the Brownian motion leads to a paradox: infinite propagation speed and violation of the 2nd law of…

Some 80-90 years ago, George A. Linhart, unlike A. Einstein, P. Debye, M. Planck and W. Nernst, has managed to derive a very simple, but ultimately general mathematical formula for heat capacity vs. temperature from the fundamental…

In two respects Ludwig Boltzmann was a pioneer of quantum mechanics. First because in his statistical interpretation of the second law of thermodynamics he introduced the theory of probability into a fundamental law of physics and thus…

In biological, glassy, and active systems, various tracers exhibit Laplace-like, i.e., exponential, spreading of the diffusing packet of particles. The limitations of the central limit theorem in fully capturing the behaviors of such…

Boltzmann's struggle with a derivation of the Second Law of Thermodynamics is sketched. So is his first derivation of the connection between entropy and probability in 1877. Planck's derivation and quantum mechanical modifications of…

The Fourier law and the diffusion equation are derived from the Schrodinger equation of a diffusive medium (consisting of a random potential). The theoretical model is backed by numerical simulation. This derivation can easily be…

In the first paper of this series, I investigated whether a wavefunction model of a heavy particle and a collection of light particles might generate "Brownian-Motion-Like" trajectories of the heavy particle. I concluded that it was…

Brownian motion has played important roles in many different fields of science since its origin was first explained by Albert Einstein in 1905. Einstein's theory of Brownian motion, however, is only applicable at long time scales. At short…

In the year 1905 Albert Einstein published four papers that raised him to a giant in the history of science of all times. These works encompass the photon hypothesis (for which he obtained the Nobel prize in 1921), his first two papers on…

We consider the problem of leakage or effusion of an ensemble of independent stochastic processes from a region where they are initially randomly distributed. The case of Brownian motion, initially confined to the left half line with…

The new scheme of stochastic quantization is proposed. This quantization procedure is equivalent to the deformation of an algebra of observables in the manner of deformation quantization with an imaginary deformation parameter (the Planck…

This paper gives a short review of the history of statistical physics starting from D. Bernoulli's kinetic theory of gases in the 18th century until the recent new developments in nonequilibrium kinetic theory in the last decades of this…