Related papers: Einstein relation for reversible diffusions in ran…
The Nelson stochastic mechanics of inhomogeneous quantum diffusion in flat spacetime with a tensor of diffusion can be described as a homogeneous one in a Riemannian manifold where this tensor of diffusion plays the role of a metric tensor.…
We introduce a notion of viscosity solutions for a nonlinear degenerate diffusion equation with a drift potential. We show that our notion of solutions coincide with the weak solutions defined via integration by parts. As an application of…
Although an intimate relation between entropy and diffusion has been advocated for many years and even seems to have been verified in theory and experiments, a quantitatively reliable study, and any derivation of an algebraic relation…
A recent paper [M. H. Lee, Phys. Rev. Lett. 98, 190601 (2007)] has called attention to the fact that irreversibility is a broader concept than ergodicity, and that therefore the Khinchin theorem [A. I. Khinchin, Mathematical Foundations of…
We discuss the effective diffusion constant $D_{{\it eff}}$ for stochastic processes with spatially-dependent noise. Starting from a stochastic process given by a Langevin equation, different drift-diffusion equations can be derived…
Inhomogeneous Nelson's diffusion in flat spacetime with a tensor of diffusion can be described as a homogeneous one in a Riemannian manifold with this tensor of diffusion as a metric tensor. The influence of matter to the energy density of…
Motivated by entropic optimal transport, time reversal of diffusion processes is revisited. An integration by parts formula is derived for the carr\'e du champ of a Markov process in an abstract space. It leads to a time reversal formula…
We consider non-reversible perturbations of reversible diffusions that do not alter the invariant distribution and we ask whether there exists an optimal perturbation such that the rate of convergence to equilibrium is maximized. We solve…
Using a simple and well-motivated modification of the stress-energy tensor for a viscous fluid proposed by Lichnerowicz, we prove that Einstein's equations coupled to a relativistic version of the Navier-Stokes equations are well-posed in a…
We consider a one-dimensional simple symmetric exclusion process in equilibrium, constituting a dynamic random environment for a nearest-neighbor random walk that on occupied/vacant sites has two different local drifts to the right. We…
The isospin diffusion and other irreversible phenomena are discussed for a two-component nuclear Fermi system. The set of Boltzmann transport equations, such as employed for reactions, are linearized, for weak deviations of a system from…
We consider a free fermion chain with uniform nearest-neighbor hopping and let it evolve from an arbitrary initial state with a fixed macroscopic number of particles. We then prove that, at a sufficiently large and typical time, the…
We extend a generalized integral fluctuation relation in diffusion processes that we obtained previously to the situation with feedback control. The general relation not only covers existing results but also predicts other unnoticed…
We present the exact analytical equation of diffusion-mobility for two-dimensional (2D) Schr\"odinger type transport systems, from molecules to materials. The density of electronic states in such Schr\"odinger systems pertains to the 2D…
The properties of the thermal force driving micron particles in incompressible fluids are studied within the hydrodynamic theory of the Brownian motion. It is shown that the assumption used for the hydrodynamic Langevin equation in its…
Diffusion-induced Ramsey narrowing that appears when atoms can leave the interaction region and repeatedly return without lost of coherence is investigated using strong collisions approximation. The effective diffusion equation is obtained…
We study nonparametric Bayesian models for reversible multi-dimensional diffusions with periodic drift. For continuous observation paths, reversibility is exploited to prove a general posterior contraction rate theorem for the drift…
We revisit the diffusion properties and the mean drift induced by an external field of a random walk process in a class of branched structures, as the comb lattice and the linear chains of plaquettes. A simple treatment based on scaling…
In this note, we connect two seemingly unrelated objects: On the one hand is a two-dimensional drift-diffusion process $X$ with divergence-free and time-independent drift $b$. The drift is given by a stationary Gaussian ensemble, and we…
The Lorentz transformations are represented on the ball of relativistically admissible velocities by Einstein velocity addition and rotations. This representation is by projective maps. The relativistic dynamic equation can be derived by…