Related papers: Approach to equilibrium of diffusion in a logarith…
In this paper we are concerned with the stochastic partial differential equations of super-fast diffusion processes describing behavior of plasma dX(t)-{\Delta}ln(X(t)+1)dt=\surd(Q)dW(t), in (0,T)\timesO, where O is a bounded open subset of…
The Discrete Nonlinear Schroedinger Equation with a random potential in one dimension is studied as a dynamical system. It is characterized by the length, the strength of the random potential and by the field density that determines the…
We study the first-passage time (FPT) problem for widespread recurrent processes in confined though large systems and present a comprehensive framework for characterizing the FPT distribution over many time scales. We find that the FPT…
We study the finite-size scaling behaviour at the critical point, resulting from the addition of a homogeneous size-dependent perturbation, decaying as an inverse power of the system size. The scaling theory is first formulated in a general…
We investigate the local time $(T_{loc})$ statistics for a run and tumble particle in an one dimensional inhomogeneous medium. The inhomogeneity is introduced by considering the position dependent rate of the form $R(x) = \gamma…
For a general class of diffusion processes with multiplicative noise, describing a variety of physical as well as financial phenomena, mostly typical of complex systems, we obtain the analytical solution for the moments at all times. We…
We show that finite size scaling techniques can be employed to study the glass transition. Our results follow from the postulate of a diverging correlation length at the glass transition whose physical manifestation is the presence of…
We introduce three models of fragmentation in which the largest fragment in the system can be broken at each time step with a fixed probability, p. We solve these models exactly in the long time limit to reveal stable time invariant…
This paper is concerned with solutions to a one dimensional linear diffusion equation and their relation to some problems in stochastic control theory. A stochastic variational formula is obtained for the logarithm of the solution to the…
The exclusion process in which particles may jump any distance l>=1 with the probability that decays as l^-(1+sigma) is studied from coarse-grained equation for density profile in the limit when the lattice spacing goes to zero. For…
We investigate the work fluctuations in an overdamped non-equilibrium process that is stopped at a stochastic time. The latter is characterized by a first passage event that marks the completion of the non-equilibrium process. In…
The dispersion of a passive scalar in a fluid through the combined action of advection and molecular diffusion is often described as a diffusive process, with an effective diffusivity that is enhanced compared to the molecular value.…
Linear rate equations are used to describe the cascading decay of an initial heavy cluster into fragments. We consider moments of arbitrary orders of the mass multiplicity spectrum and derive scaling properties pertaining to their time…
We reproduce patterns of drying paste by means of smoothed particle hydrodynamics which is the one of methods for solving the equations of continuum in the Lagrangian description. In addition to reproduce a realistic pattern, we find that…
The chaotic diffusion for particles moving in a time dependent potential well is described by using two different procedures: (i) via direct evolution of the mapping describing the dynamics and ; (ii) by the solution of the diffusion…
A standard model for the study of scalar dispersion through advection and molecular diffusion is a two-dimensional periodic flow with closed streamlines inside periodic cells. Over long time scales, the dispersion of a scalar in this flow…
We consider the following stochastic space-time fractional diffusion equation with vanishing initial condition:$$ \partial^{\beta} u(t, x)=- \left(-\Delta\right)^{\alpha / 2} u(t, x)+ I_{0+}^{\gamma}\left[\dot{W}(t, x)\right],\quad…
Stationary probability distributions of one-dimensional random walks on lattices with aperiodic disorder are investigated. The pattern of the distribution is closely related to the diffusional behavior, which depends on the wandering…
This paper provides a full characterization of the value function and solution(s) of an optimal stopping problem for a one-dimensional diffusion with an integral criterion. The results hold under very weak assumptions, namely, the diffusion…
The dispersion of a diffusive scalar in a fluid flowing through a network has many applications including to biological flows, porous media, water supply and urban pollution. Motivated by this, we develop a large-deviation theory that…