Related papers: An ergodic diffusion with unbounded inward and out…
Recent investigations call attention to the dynamics of anomalous diffusion and its connection with basic principles of statistical mechanics. We present here a short review of those ideas and their implications.
We introduce a variant of the asymmetric random average process with continuous state variables where the maximal transport is restricted by a cutoff. For periodic boundary conditions, we show the existence of a phase transition between a…
We analyze numerically and analytically the non linear transport properties of a drift-diffusion equation in presence of a magnetic field and of a disorder potential. For a wide range of parameters this model exhibits a plateau where the…
The paper considers an Euler discretization based numerical scheme for approximating functionals of invariant distribution of an ergodic diffusion. Convergence of the numerical scheme is shown for suitably chosen discretization step, and a…
A limit theorem for a sequence of diffusion processes on graphs is proved in a case when vary both parameters of the processes (the drift and diffusion coefficients on every edge and the asymmetry coefficients in every vertex), and…
Heterogeneous diffusion processes can be well described by an overdamped Langevin equation with space-dependent diffusivity $D(x)$. We investigate the ergodic and non-ergodic behavior of these processes in an arbitrary potential well $U(x)$…
An ergodic analogue of a well-known diffusion model for risk and dividend distribution of a financial company is considered. In this simple primer it is curious how infinitely many optimal strategies are in accordance with the ergodic…
We extend the theory of ergodic optimization and maximizing measures to the non-commutative field of C*-dynamical systems. We then provide a result linking the ergodic optimizations of elements of a C*-dynamical system to the convergence of…
We analyze a system of stochastic differential equations describing the joint motion of a massive (inert) particle in a viscous fluid in the presence of a gravitational field and a Brownian particle impinging on it from below, which…
The explicit criteria for several types of ergodicity of one-dimensional diffusions or birth-death processes have been found out recently in a surprisingly short period. One of the criteria is for exponential ergodicity of birth-death…
One century after Einstein's work, Brownian Motion still remains both a fundamental open issue and a continous source of inspiration for many areas of natural sciences. We first present a discussion about stochastic and deterministic…
We prove that diffusion equations with a space-time stationary and ergodic, divergence-free drift homogenize in law to a deterministic stochastic partial differential equation with Stratonovich transport noise. In the absence of spatial…
By means of a novel variational approach we study ergodic properties of a model of a multi lane traffic flow, considered as a (deterministic) wandering of interacting particles on an infinite lattice. For a class of initial configurations…
We consider diffusion processes with a spatially varying diffusivity giving rise to anomalous diffusion. Such heterogeneous diffusion processes are analysed for the cases of exponential, power-law, and logarithmic dependencies of the…
In the case of diffusions on $\mathbb R^d$ with constant diffusion matrix, without assuming reversibility nor hypoellipticity, we prove that the contractivity of the deterministic drift is equivalent to the constant rate contraction of…
We reveal that realistic fluids generate microscopic-level discontinuity constantly and the discontinuity spreads out with motion of particles rather rapidly and widely. These things cannot be treated by the standard kinetic equations, and…
We extend to Lipschitz continuous functionals either of the true paths or of the Euler scheme with decreasing step of a wide class of Brownian ergodic diffusions, the Central Limit Theorems formally established for their marginal empirical…
Diffusion is a fundamental aspect of transport processes in biological systems, and thus, in the development of life itself. And yet, the diffusive dynamics of active fluids with directed rotation, known as chiral fluids, has not been…
Nonequilibrium fluctuation-dissipation theorems (FDTs) are one of the most important advances in stochastic thermodynamics over the past two decades. Here we provide rigorous mathematical proofs of two types of nonequilibrium FDTs for…
We study an ergodic singular control problem with constraint of a regular one-dimensional linear diffusion. The constraint allows the agent to control the diffusion only at jump times of independent Poisson process. Under relatively weak…