Related papers: A diffusion limit for a test particle in a random …
We study the diffusion of tagged hard core interacting particles under the influence of an external force field. Using the Jepsen line we map this many particle problem onto a single particle one. We obtain general equations for the…
From the exact single step evolution equation of the two-point correlation function of a particle distribution subjected to a stochastic displacement field $\bu(\bx)$, we derive different dynamical regimes when $\bu(\bx)$ is iterated to…
We introduce a model of self-propelled particles carrying out a Brownian motion with a diffusion coefficient which depends on the local density of particles within a certain finite radius. Numerical simulations show that in a range of…
The diffusion equation and its time-fractional counterpart can be obtained via the diffusion limit of continuous-time random walks with exponential and heavy-tailed waiting time distributions. The space dependent variable-order…
Convergence of stochastic processes with jumps to diffusion processes is investigated in the case when the limit process has discontinuous coefficients. An example is given in which the diffusion approximation of a queueing model yields a…
In this paper we deal with anomalous diffusions induced by Continuous Time Random Walks - CTRW in $\mathbb{R}^n$. A particle moves in $\mathbb{R}^n$ in such a way that the probability density function $u(\cdot,t)$ of finding it in region…
In this paper we introduce a new approach to the diffusive limit of the weakly random Schrodinger equation, first studied by L. Erdos, M. Salmhofer, and H.T. Yau. Our approach is based on a wavepacket decomposition of the evolution…
We study the one-dimensional diffusion process which takes place between two reflecting boundaries and which is acted upon by a time-dependent and spatially-constant force. The assumed force possesses both the harmonically oscillating and…
Superluminal propagation is an intrinsic problem in the diffusion equation and has not been effectively addressed for a long time. In this work, a rigorous solution to this issue is obtained under the assumption that particles undergo a…
We investigate the random flight process that arises as the Boltzmann-Grad limit of a random scatterer Lorentz gas with variable scatterer density in a gravitational field. For power function densities we show how the parameters of the…
Consider "Frozen Random Walk" on $\mathbb{Z}$: $n$ particles start at the origin. At any discrete time, the leftmost and rightmost $\lfloor{\frac{n}{4}}\rfloor$ particles are "frozen" and do not move. The rest of the particles in the "bulk"…
The Einstein relation describes the response of a diffusing particle to a small constant external force. It states that, as the force tends to zero, the ratio of the limiting velocity to the force magnitude converges to the diffusivity…
We investigate the diffusive motion of an overdamped classical particle in a 1D random potential using the mean first-passage time formalism and demonstrate the efficiency of this method in the investigation of the large-time dynamics of…
We expand the off-resonant scattering theory for particle diffusion in magnetized current filaments that can be typically compared to astrophysical jets, including active galactic nucleus jets. In a high plasma beta region where the…
Diffusive transport of a particle in spatially correlated random energy landscape having exponential density of states has been considered. We exactly calculate the diffusivity in the nondispersive quasi-equilibrium transport regime and…
We investigate anomalous diffusion processes governed by the fractional Langevin equation and confined to a finite or semi-infinite interval by reflecting potential barriers. As the random and damping forces in the fractional Langevin…
Using techniques of the theory of semigroups of linear operators we study the question of approximating solutions to equations governing diffusion in thin layers separated by a semi-permeable membrane. We show that as thickness of the…
We study the spread of a quantum-mechanical wavepacket in a noisy environment, modeled using a tight-binding Hamiltonian. Despite the coherent dynamics, the fluctuating environment may give rise to diffusive behavior. When correlations…
We consider the Lorentz gas in a distribution of scatterers which microscopically converges to a periodic distribution, and prove that the Lorentz gas in the low density limit satisfies a linear Boltzmann equation. This is in contrast with…
The Lorentz gas, a point particle making mirror-like reflections from an extended collection of scatterers, has been a useful model of deterministic diffusion and related statistical properties for over a century. This survey summarises…