Related papers: An ergodic diffusion with unbounded inward and out…
The stochastic processes underlying the growth and stability of biological and psychological systems reveal themselves when far from equilibrium. Far from equilibrium, nonergodicity reigns. Nonergodicity implies that the average outcome for…
We obtain a non-linear generalization of the relativistic diffusion of particles with spin. We discuss diffusion equations whose non-linearity is a consequence of quantum statistics. We show that the assumptions of the relativistic…
The hindered diffusion model is introduced. It is a continuum model giving the dynamics of a conserved density. Similar to the spin-facilitated models, the kinetics are hindered by a fluctuating diffusion coefficient that decreases as the…
The problem of eliminating fast-relaxing variables to obtain an effective drift-diffusion process in position is solved in a uniform and straightforward way for models with velocity a function jointly of position and fast variables. A more…
We study existence and uniqueness of the invariant measure for a stochastic process with degenerate diffusion, whose infinitesimal generator is a linear subelliptic operator in the whole space R N with coefficients that may be unbounded.…
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 propose a model of sub-diffusion in which an external force is acting on a particle at all times not only at the moment of jump. The implication of this assumption is the dependence of the random trapping time on the force with the…
Deterministic diffusion in temporally oscillating convection is studied for particles with finite mass. The particles are assumed to obey a simple dissipative dynamical system and the particle diffusion is induced by the strange attractor.…
In this paper we will study homogenization of for stable-like process with divergence-free drift in ergodic environments. In particular, neither the drift nor the stream function are required to be bounded.
Irreversible drift-diffusion processes are very common in biochemical reactions. They have a non-equilibrium stationary state (invariant measure) which does not satisfy detailed balance. For the corresponding Fokker-Planck equation on a…
Although the same mathematical expression is used to describe physical diffusion and stochastic diffusion, there are intrinsic similarities and differences in their nature. A comparative study shows that characteristic terms of physical and…
We construct an ensemble distribution to describe steady immiscible two-phase flow of two incompressible fluids in a porous medium. The system is found to be ergodic. The distribution is used to compute macroscopic flow parameters. In…
A new class of random partial differential equations of parabolic type is considered, where the stochastic term consists of an irregular noisy drift, not necessarily Gaussian, for which a suitable interpretation is provided. After freezing…
The paper contains an example to describe magnetic fields in a conductive medium. The authors assume that new applications for turbulent magnetic fields in the case the magnetic field is not left- and right- polarized are possible.
We propose as a generalization of an idea of Ruelle to describe turbulent fluid flow a chaotic hypothesis for reversible dissipative many particle systems in nonequilibrium stationary states in general. This implies an extension of the…
The time variation of entropy, as an alternative to the variance, is proposed as a measure of the diffusion rate. It is shown that for linear and time-translationally invariant systems having a large-time limit for the density, at large…
In this article we review classical and recent results in anomalous diffusion and provide mechanisms useful for the study of the fundamentals of certain processes, mainly in condensed matter physics, chemistry and biology. Emphasis will be…
Consider a chaotic dynamical system generating Brownian motion-like diffusion. Consider a second, non-chaotic system in which all particles localize. Let a particle experience a random combination of both systems by sampling between them in…
Ergodic systems, being indecomposable are important part of the study of dynamical systems but if a system is not ergodic, it is natural to ask the following question: Is it possible to split it into ergodic systems in such a way that the…
We study the asymptotic properties of the trajectories of a discrete-time random dynamical system in an infinite-dimensional Hilbert space. Under some natural assumptions on the model, we establish a multiplica-tive ergodic theorem with an…