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In this paper we revisit the problem of Brownian motion in a tilted periodic potential. We use homogenization theory to derive general formulas for the effective velocity and the effective diffusion tensor that are valid for arbitrary…
This paper investigates the Einstein relation; the connection between the volume growth, the resistance growth and the expected time a random walk needs to leave a ball on a weighted graph. The Einstein relation is proved under different…
The validity of Einstein's fluctuation-dissipation relation is discussed in respect to the type of relaxation in an isothermal system. The first model, presuming isothermic fluctuations, leads to the Einstein formula. The second model…
We consider the increase of the spatial variance of some inhomogeneous, non-equilibrium density (particles, energy, etc.) in a periodic quantum system of condensed matter-type. This is done for a certain class of initial quantum states…
We consider one-dimensional Mott variable-range hopping with a bias, and prove the linear response as well as the Einstein relation, under an assumption on the exponential moments of the distances between neighboring points. In a previous…
We provide a simple no-go theorem for ergodicity and the generalized Einstein relation for anomalous diffusion processes. The theorem states that either ergodicity in the sense of equal time and ensemble averaged mean squared displacements…
In his PhD thesis, Einstein derived an explicit first-order expansion for the effective viscosity of a Stokes fluid with a suspension of small rigid particles at low density. His formal derivation relied on two implicit assumptions: (i)…
In this article, we consider the speed of the random walks in a (uniformly elliptic and i.i.d.) random environment (RWRE) under perturbation. We obtain the derivative of the speed of the RWRE w.r.t. the perturbation, under the assumption…
The celebrated Einstein relation between the diffusion coefficient $D$ and the drift velocity $v$ is violated in non-equilibrium circumstances. We analyze how this violation emerges for the simplest example of a Brownian motion on a…
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…
This paper is a companion to 'Quantum Diffusion with Drift and the Einstein Relation I' (jointly submitted to arXiv). Its purpose is to describe and prove a certain number of technical results used in 'Quantum Diffusion with Drift and the…
We investigate the relationship between the effective diffusivity and effective drift of a particle moving in a random medium. The velocity of the particle combines a white noise diffusion process with a local drift term that depends…
We employ a generalization of Einstein's random walk paradigm for diffusion to derive a class of multidimensional degenerate nonlinear parabolic equations in non-divergence form. Specifically, in these equations, the diffusion coefficient…
The problem of reconstructing the drift of a diffusion in $\erre^d$, $d\geq 2$, from the transition probability density observed outside a domain is considered. The solution of this problem also solves a new inverse problem for a class of…
Our Recent advancements in stochastic processes have illuminated a paradox associated with the Einstein model of Brownian motion. The model predicts an infinite propagation speed, conflicting with the second law of thermodynamics. The…
Thermal diffusion has been studied for over 150 years. Despite of the long history and the increasing importance of the phenomenon, the physics of thermal diffusion remains poorly understood. In this paper Ludwig's thermal diffusion is…
In this paper, we are interested in a general equation that has finite speed of propagation compatible with Einstein's theory of special relativity. This equation without external force fields has been derived recently by means of optimal…
With Einstein's inertial motion (free-falling and non-rotating relative to gyroscopes), geodesics for non-relativistic particles can intersect repeatedly, allowing one to compute the space-time curvature $R^{\hat{0} \hat{0}}$ exactly.…
Generalized Einstein relation between the mobility and diffusion in conductors with a large built-in field near the thermodynamic equilibrium has been derived.
We study many interacting Brownian particles under a tilted periodic potential. We numerically measure the linear response coefficient of the density field by applying a slowly varying potential transversal to the tilted direction. In…