Related papers: Diffusion and Relaxation Controlled by Tempered \a…
This paper develops strong solutions and stochastic solutions for the tempered fractional diffusion equation on bounded domains. First the eigenvalue problem for tempered fractional derivatives is solved. Then a separation of variables, and…
In this article, we study the potential theory of normal tempered stable process which is obtained by time-changing the Brownian motion with a tempered stable subordinator. Precisely, we study the asymptotic behavior of potential density…
We analyze fluctuations of particle displacements and stresses in a sheared athermal suspension of elastic capsules (red blood cells). Upon variation of the volume fraction from the dilute up to the highly concentrated regime, our numerical…
In the context of an exactly soluble out of equilibrium (quenched) model, we study an extension of the fluctuation-dissipation relation. This involves a modified differential form of this relation, with an effective temperature which may…
We analyze the temperature relaxation phenomena of systems in contact with a thermal reservoir that undergo a non-Markovian diffusion process. From a generalized Langevin equation, we show that the temperature is governed by a law of…
We study the planar front solution for a class of reaction diffusion equations in multidimensional space in the case when the essential spectrum of the linearization in the direction of the front touches the imaginary axis. At the linear…
This paper is concerned with the connection between the properties of dielectric relaxation and ac (alternating-current) conduction in disordered dielectrics. The discussion is divided between the classical linear-response theory and a…
We present in this paper a rigorous method to derive the nonlinear Fokker-Planck (FP) equation of anomalous diffusion directly from a generalization of the principle of least action of Maupertuis proposed by Wang for smooth or quasi-smooth…
Employing time-dependent projection formalism, a Fokker-Planck equation with non-Markovian transport coefficients is derived for large amplitude collective motion. Properties of transport coefficients for diffusion processes in a potential…
In vivo measurements of the passive movements of biomolecules or vesicles in cells consistently report ''anomalous diffusion'', where mean-squared displacements scale as a power law of time with exponent $\alpha< 1$ (subdiffusion). While…
In a finite system driven out of equilibrium by a constant external force the thermodynamic uncertainty relation (TUR) bounds the variance of the conjugate current variable by the thermodynamic cost of maintaining the non-equilibrium…
It is shown that stochastic processes of diffusion type possess, in all generality, a structure of uncertainty relations and of coherent and squeezed states. This fact is used to obtain, via Nelson stochastic formulation of quantum…
We study thermal relaxation in ordered arrays of coupled nonlinear elements with external driving. We find, that our model exhibits dynamic self-organization manifested in a universal stretched-exponential form of relaxation. We identify…
The empirical velocity of a reaction-diffusion front, propagating into an unstable state, fluctuates because of the shot noises of the reactions and diffusion. Under certain conditions these fluctuations can be described as a diffusion…
Fluctuation theorems are a generalization of thermodynamics on small scales and provide the tools to characterize the fluctuations of thermodynamic quantities in non-equilibrium nanoscale systems. They are particularly important for…
We give an explicit representation for the transition law of a tempered stable Ornstein-Uhlenbeck process and use it to develop a rejection sampling algorithm for exact simulation of increments from this process. Our results apply to…
The smoothing distribution is the conditional distribution of the diffusion process in the space of trajectories given noisy observations made continuously in time. It is generally difficult to sample from this distribution. We use the…
We describe the resulting spatiotemporal dynamics when a homogeneous equilibrium loses stability in a spatially extended system. More precisely, we consider reaction-diffusion systems, assuming only that the reaction kinetics undergo a…
We constructed a model that evolved from a non-equilibrium state to an equilibrium state. The model only needs two basic coefficients, including self-similar coefficients and non-equilibrium coefficients. The coefficients of the model can…
We present new connections among anomalous diffusion (AD), normal diffusion (ND) and the Central Limit Theorem. This is done by defining a point transformation to a new position variable, which we postulate to be Cartesian, motivated by…