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We consider a generalization of classical results of Freidlin and Wentzell to the case of time dependent dissipative drifts. We show the convergence of diffusions with multiplicative noise in the zero limit of a diffusivity parameter to the…
The distribution of finite time observable averages and transport in low dimensional Hamiltonian systems is studied. Finite time observable average distributions are computed, from which an exponent $\alpha$ characteristic of how the…
Dynamical systems driven by a general L\'evy stable noise are considered. The inertia is included and the noise, represented by a generalised Ornstein-Uhlenbeck process, has a finite relaxation time. A general linear problem (the additive…
We consider reversible diffusions in random environment and prove the Einstein relation for this model. It says that the derivative of the effective velocity under an additional local drift equals the diffusivity of the model without drift.…
In many physical or biological systems, diffusion can be described by Brownian motions with stochastic diffusion coefficients (DCs). In the present study, we investigate properties of the diffusion with a broad class of stochastic DCs with…
Prolongating our previous paper on the Einstein relation, we study the motion of a particle diffusing in a random reversible environment when subject to a small external forcing. In order to describe the long time behavior of the particle,…
We show that given a general uncoupled a priori unstable Hamiltonian \[ \frac12 p^2 + V(q) + G(I) + \epsilon h(p, q, I, \varphi, t), \] where $h$ is a generic Ma\~n\'e analytic function and $\epsilon$ is small enough, there is an orbit for…
A study of the transport coefficients of a system of elastic hard disks, based on the use of Helfand-Einstein expressions is reported. The self-diffusion, the viscosity, and the heat conductivity are examined with averaging techniques…
This paper deals with ergodic theorems for particular time-inhomogeneous Markov processes, whose the time-inhomogeneity is asymptotically periodic. Under a Lyapunov/minorization condition, it is shown that, for any measurable bounded…
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…
We prove the transportation inequality with the uniform norm for the laws of diffusion processes with Lipschitz and/or dissipative coefficients and apply them to some singular stochastic differential equations of interest.
We study the infinite-horizon average (ergodic) risk sensitive control problem for diffusion processes under a general structural hypothesis: there is a partition of state space into two subsets, where the controlled diffusion process…
We consider a Poisson equation in $\mathbb R^d$ for the elliptic operator corresponding to an ergodic diffusion process. Optimal regularity and smoothness with respect to the parameter are obtained under mild conditions on the coefficients.…
A functional method for calculating averages of the time-ordered exponential of a continuous isotropic random $N\times N$ matrix process is presented. The process is not assumed to be Gaussian. In particular, the Lyapunov exponents and…
We study Langevin dynamics with stochastic diffusivity arising from fluctuations of the surrounding medium. The diffusivity is modeled as Ornstein-Uhlenbeck process driven by symmetric dichotomous noise, which confines it to a finite…
We study some new universal aspects of diffusion in chaotic systems, especially such having very large Lyapunov coefficients on the chaotic (indecomposable, topologically transitive) component. We do this by discretizing the chaotic…
We study the global and the local transport and diffusion in the case of the standard map, by calculating the diffusion exponent $\mu$. In the global case we find that the mean diffusion exponent for the whole phase space is either $\mu=1$,…
We presented a general approach for obtaining the generalized transport equations with fractional derivatives by using the Liouville equation with fractional derivatives for a system of classical particles and Zubarev's nonequilibrium…
The present work analyzes the distribution function of the finite scale local Lyapunov exponent of a pair fluid particles trajectories in fully developed incompressible homogeneous isotropic turbulence. According to the hypothesis of fully…
By Girsanov's thoerem and using the existing log-Harnack inequality for distribution independent SDEs, the log-Harnack inequality is derived for path-distribution dependent stochastic Hamiltonian systems. As an application, the exponential…