Related papers: An ergodic diffusion with unbounded inward and out…
In this paper, we investigate ergodicity in total variation of the process $X_t$, related to a L\'evy-driven stochastic differential equation with unbounded coefficients, and describe the speed of convergence to the respective invariant…
We study ergodic properties of partially hyperbolic systems whose central direction is mostly contracting. Earlier work of Bonatti, Viana about existence and finitude of physical measures is extended to the case of local diffeomorphisms.…
Diffusion rates through a membrane can be asymmetric, if the diffusing particles are spatially extended and the pores in the membrane have asymmetric structure. This phenomenon is demonstrated here via a deterministic simulation of a…
We study a reaction-diffusion-convection problem with nonlinear drift posed in a domain with periodically arranged obstacles. The non-linearity in the drift is linked to the hydrodynamic limit of a totally asymmetric simple exclusion…
The emergence of diffusion is one of the deepest physical phenomena observed in many-body interacting, chaotic systems. But establishing rigorously that correlation functions, say of the spin, expand diffusively, remains one of the most…
We present some new results on sample path optimality for the ergodic control problem of a class of non-degenerate diffusions controlled through the drift. The hypothesis most often used in the literature to ensure the existence of an a.s.…
Uchaikin suggested a mathematical model of an anomalous diffusion in a space was suggested. This model origins in an investigation of processes in complex systems with variable structure: glasses, liquid crystals, biopolymers, proteins and…
In this paper, the general formulation for inextensible flows of curves on oriented surface in $\mathbb{R}^3 $ is investigated. The necessary and sufficient conditions for inextensible curve flow lying an oriented surface are expressed as a…
Let $f: [0, +\infty) \to (0, +\infty)$ be a sufficiently smooth convex function, vanishing at infinity. Consider the planar domain $Q$ delimited by the positive $x$-semiaxis, the positive $y$-semiaxis, and the graph of $f$. Under certain…
We consider a one dimensional infinite chain of har- monic oscillators whose dynamics is perturbed by a stochastic term conserving energy and momentum. We prove that in the unpinned case the macroscopic evolution of the energy converges to…
The notion of drift refers to the phenomenon that the distribution, which is underlying the observed data, changes over time. Albeit many attempts were made to deal with drift, formal notions of drift are application-dependent and…
We present a modelling approach for diffusion in a complex medium characterized by a random length scale. The resulting stochastic process shows subdiffusion with a behavior in qualitative agreement with single particle tracking experiments…
We expand the classic variational formulation of $-\log\mathbb{E}\left[e^{-f}\right]$ to the case where f depends on a diffusion, and not only a on Brownian motion, while decreasing the integrability hypothesis on f. We also give an…
We generalize the thermodynamic uncertainty relation, providing an entropic upper bound for average fluxes in time-continuous steady-state systems (Gingrich et al., Phys. Rev. Lett. 116, 120601 (2016)), to time-discrete Markov chains and to…
We theoretically derive the amplitude equations for a self-propelled droplet driven by Marangoni flow. As advective flow driven by surface tension gradient is enhanced, the stationary state becomes unstable and the droplet starts to move.…
Normally hyperbolic invariant manifolds theory provides an efficient tool for proving diffusion in dynamical systems. In this paper we develop a methodology for computer assisted proofs of diffusion in a-priori chaotic systems based on this…
We derive a drift-diffusion equation for spin polarization in semiconductors by consistently taking into account electric-field effects and nondegenerate electron statistics. We identify a high-field diffusive regime which has no analogue…
We present a universal view on diffusive behaviour in chaotic spatially extended systems for anisotropic and isotropic media. For anisotropic systems, strong chaos leads to diffusive behaviour (Brownian motion with drift) and weak chaos…
We study a symmetric diffusion $X$ on $\mathbb{R}^d$ in divergence form in a stationary and ergodic environment, with measurable unbounded and degenerate coefficients $a^\omega$. The diffusion is formally associated with $L^\omega u =…
We observe n possibly dependent random variables, the distribution of which is presumed to be stationary even though this might not be true, and we aim at estimating the stationary distribution. We establish a non-asymptotic deviation bound…