Related papers: Reversible Diffusion by Thermal Fluctuations
Statistical invariance of Wiener increments under SO(n) rotations provides a notion of gauge transformation of state-dependent Brownian motion. We show that the stochastic dynamics of non gauge-invariant systems is not unambiguously…
We derive the distribution of particle currents for a system of interacting active Brownian particles in the long time limit using large deviation theory and a weighted many body expansion. We find the distribution is non-Gaussian, except…
The paper studies a higher-order diffusion model of Maxwell-Stefan kind. The model is based upon higher-order moment equations of kinetic theory of mixtures, which include viscous dissipation in the model. Governing equations are analyzed…
Diffusion models have made rapid progress in generating high-quality samples across various domains. However, a theoretical understanding of the Lipschitz continuity and second momentum properties of the diffusion process is still lacking.…
We study the motion of a particle sliding under the action of an external field on a stochastically fluctuating one-dimensional Edwards-Wilkinson surface. Numerical simulations using the single-step model shows that the mean-square…
A rapidly increasing number of systems is identified in which the stochastic motion of tracer particles follows the Brownian law $\langle\mathbf{r}^2(t) \rangle\simeq Dt$ yet the distribution of particle displacements is strongly…
The paper addresses the single-file diffusion in the presence of an absorbing boundary. The emphasis is on an interplay between the hard-core interparticle interaction and the absorption process. The resulting dynamics exhibits several…
In this paper, we study the long-time behavior of a fluid particle immersed in a turbulent fluid driven by a diffusion with jumps, that is, a Feller process associated with a non-local operator. We derive the law of large numbers and…
We discuss the emergence and growth of the cooperativity accompanying vitrification based on the density fluctuation dynamics for fragile glass-forming liquids. (i) The relaxation of density fluctuations proceeds by the particle (density)…
We study the asymptotic and pre-asymptotic diffusive properties of Brownian particles in channels whose section varies periodically in space. The effective diffusion coefficient $D_{\mathrm{eff}}$ is numerically determined by the asymptotic…
We extend beyond the Euler scales the hydrodynamic theory for quantum and classical integrable models developed in recent years, accounting for diffusive dynamics and local entropy production. We review how the diffusive scale can be…
The problem of spin diffusion is studied numerically in one-dimensional classical Heisenberg model using a deterministic odd even spin precession dynamics. We demonstrate that spin diffusion in this model, like energy diffusion, is normal…
We reconsider the problem of diffusion of particles at constant speed and present a generalization of the Telegrapher process to higher dimensional stochastic media ($d>1$), where the particle can move along $2^d$ directions. We derive the…
Rosenfeld [Phys. Rev. A 15, 2545 (1977)] noticed that casting transport coefficients of simple monatomic, equilibrium fluids in specific dimensionless forms makes them approximately single-valued functions of excess entropy. This has…
Laplace's first law of errors, which states that the frequency of an error can be represented as an exponential function of the error magnitude, was overlooked for many decades but was recently shown to describe the statistical behavior of…
We derive hydrodynamics of a prototypical one dimensional model, having variable-range hopping, which mimics passive diffusion and ballistic motion of active, or self-propelled, particles. The model has two main ingredients - the hardcore…
The purpose of this tutorial is to introduce the main concepts behind normal and anomalous diffusion. Starting from simple, but well known experiments, a series of mathematical modeling tools are introduced, and the relation between them is…
This paper explores the reconstruction of drift or diffusion coefficients of a scalar stochastic diffusion processes as it starts from an initial value and reaches, for the first time, a threshold value. We show that the distribution…
We describe a new, microscopic model for diffusion that captures diffusion induced fluctuations at scales where the concept of concentration gives way to discrete particles. We show that in the limit as the number of particles $N \to…
Diffusion coefficients are obtained from linear response functions and from the quantal fluctuation dissipation theorem. They are compared with the results of both the theory of hydrodynamic fluctuations by Landau and Lifschitz as well as…