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We investigate the diffusion of particles in an attractive one-dimensional potential that grows logarithmically for large $|x|$ using the Fokker-Planck equation. An eigenfunction expansion shows that the Boltzmann equilibrium density does…
We investigate the distribution of number of photons emitted by a single molecule undergoing a spectral diffusion process and interacting with a continuous wave field. Using a generating function formalism an exact analytical formula for…
We study the energy diffusion in a chain of anharmonic oscillators where the Hamiltonian dynamics is perturbed by a local energy conserving noise. We prove that under diffusive rescaling of space-time, energy fluctuations diffuse and evolve…
Diffusion models have shown remarkable empirical success in sampling from rich multi-modal distributions. Their inference relies on numerically solving a certain differential equation. This differential equation cannot be solved in closed…
Anomalous diffusion phenomena are ubiquitous in complex media, such as biological tissues. A wide class of sub-diffusive phenomena phenomena is described by the time-fractional diffusion equation. The paper investigates the case of…
We explore properties the solution of Langevin equation when stochastic influence is orthogonal to velocity of a particle. Wiener's process can accept unlimited values. But for these equations, the attraction surfaces exist. For these…
We present here a conjecture about the equivalence between the noise density of states of a system governed by a generalized Langevin equation and the fluctuation in the energy density of states in a Hamiltonian system. We present evidence…
A universal law for the supercritical bifurcation shape of transverse one-dimensional (1D) systems in presence of additive noise is given. The stochastic Langevin equation of such systems is solved by using a Fokker-Planck equation leading…
The one-dimensional overdamped Brownian motion in a symmetric periodic potential modulated by external time-reversible noise is analyzed. The calculation of the effective diffusion coefficient is reduced to the mean first passage time…
Multiscale spatial structure complicates temporal prediction because small-scale spatial fluctuations influence large-scale evolution, yet resolving all scales is often intractable. Standard diffusion models do not address this problem…
We consider a half-order time-fractional diffusion equation in an arbitrary dimension and investigate inverse problems of determining the source term or the diffusion coefficient from spatial data at an arbitrarily fixed time under some…
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…
We study the multi-time distribution in a discrete polynuclear growth model or, equivalently, in directed last-passage percolation with geometric weights. A formula for the joint multi-time distribution function is derived in the discrete…
The solution of the Langevin equation of an anisotropic fluid [Colmenares P. J; L\'opez F. and Olivares-Rivas W., Phys. Rev E. 2009, 80061123] allowed the evaluation of the position dependent perpendicular and parallel diffusion…
Using a density matrix description in space we study the evolution of wavepackets in a fluctuating space-time background. We assume that space-time fluctuations manifest as classical fluctuations of the metric. From the non-relativistic…
A Langevin equation is suggested to describe a system driven by correlated Gaussian white noise as well as with positive and negative damping demarcated by a critical velocity. The equation can be transformed into the Fokker-Planck equation…
We consider stochastic systems involving general -- non-Gaussian and asymmetric -- stable processes. The random quantities, either a stochastic force or a waiting time in a random walk process, explicitly depend on the position. A…
We generalize the method of obtaining the fundamental linear partial differential equations such as the diffusion and Schrodinger equation, Dirac and telegrapher's equation from a simple stochastic consideration to arrive at certain…
In this paper, we are interested in the propagation of convexity by the strong solution to a one-dimensional Brownian stochastic differential equation with coefficients Lipschitz in the spatial variable uniformly in the time variable and in…
Advances in nanotechnology have allowed scientists to study biological processes on an unprecedented nanoscale molecule-by-molecule basis, opening the door to addressing many important biological problems. A phenomenon observed in recent…