Related papers: A no-go theorem for ergodicity and an Einstein rel…
We generalize Einstein's master equation for random walk processes by considering that the probability for a particle at position $r$ to make a jump of length $j$ lattice sites, $P_j(r)$ is a functional of the particle distribution function…
A homogenization problem of infinite dimensional diffusion processes indexed by ${\mathbf Z}^d$ having periodic drift coefficients is considered. By an application of the uniform ergodic theorem for infinite dimensional diffusion processes…
We introduce the concept of Randomly Modulated Gaussian Processes as a unifying framework for modeling, analyzing and classifying anomalous diffusion models in heterogeneous media. This formulation incorporates correlations in the…
A generalized Einstein relation is studied for Brownian motion in a tilted potential. The exact form of the diffusion constant of the Brownian motion is compared with the generalized Einstein relation. The generalized Einstein relation is a…
We are discussing long-time, scaling limit for the anomalous diffusion composed of the subordinated L\'evy-Wiener process. The limiting anomalous diffusion is in general non-Markov, even in the regime, where ensemble averages of a…
Despite the fact that conserved currents have dimensions that are determined solely by dimensional analysis (and hence no anomalous dimensions), Nature abounds in examples of anomalous diffusion in which $L\propto t^\gamma$, with $\gamma\ne…
In this article, we discuss subgeometric ergodicity of a class of regime-switching diffusion processes. We derive conditions on the drift and diffusion coefficients, and the switching mechanism which result in subgeometric ergodicity of the…
We study the long time behavior of an advection-diffusion equation with a random shear flow which depends on a stationary Ornstein-Uhlenbeck (OU) process in parallel-plate channels enforcing the no-flux boundary conditions. We derive a…
We investigate one-dimensional driven diffusive systems where particles may also be created and annihilated in the bulk with sufficiently small rate. In an open geometry, i.e., coupled to particle reservoirs at the two ends, these systems…
Unbalanced probability circulation, which yields cyclic motions in phase space, is the defining characteristics of a stationary diffusion process without detailed balance. In over-damped soft matter systems, such behavior is a hallmark of…
We derive generalized charge energy rate equations for organic solids and biomolecular aggregates, even when these are dynamically disordered. These equations suggest that the transport in such cases rely on both drift and diffusion…
The mean-squared displacement (MSD) of a hard sphere and of a dumbbell molecule consisting of two fused hard spheres immersed in a dense hard-sphere system is calculated within the mode-coupling theory for ideal liquid-glass transitions. It…
The stochastic motion of a particle with long-range correlated increments (the moving phase) which is intermittently interrupted by immobilizations (the traping phase) in a disordered medium is considered in the presence of an external…
A Langevin process diffusing in a periodic potential landscape has a time dependent diffusion constant which means that its average mean squared displacement (MSD) only becomes linear at late times. The long time, or effective diffusion…
We consider the ergodicity and consensus problem for a discrete-time linear dynamic model driven by random stochastic matrices, which is equivalent to studying these concepts for the product of such matrices. Our focus is on the model where…
The hypothesis that the energy-momentum tensor of ordinary matter is not conserved separately, leads to a non-adiabatic expansion and, in many cases, to an Universe older than usual. This may provide a solution for the entropy and age…
This article considers the statistical properties of L\'evy walks possessing a regular long-term linear scaling of the mean square displacement with time, for which the conditions of the classical Central Limit Theorem apply.…
This letter raises the possibility that ergodicity concerns might have some bearing on the signal-to-noise paradox. This is explored by applying the ergodic theorem to the theory behind ensemble weather forecasting and the ensemble mean.…
Variable Speed Generalized L\'{e}vy Walks (VGLWs) are a class of spatio-temporally coupled stochastic processes that unify a broad range of previously studied models within a single parametrized framework. Their dynamics consist of discrete…
We study the linear response in different models of driven granular gases. In some situations, even if the the velocity statistics can be strongly non-Gaussian, we do not observe appreciable violations of the Einstein formula for diffusion…