Related papers: Einstein's random walk and thermal diffusion
The properties of the thermal force driving micron particles in incompressible fluids are studied within the hydrodynamic theory of the Brownian motion. It is shown that the assumption used for the hydrodynamic Langevin equation in its…
Atomic diffusion is usually understood as a succession of random, independent displacements of an adatom over the surface's potential energy landscape. Nevertheless, an analysis of Molecular Dynamics simulations of self-diffusion on Cu(111)…
New aspects of turbulence are uncovered if one considers flow motion from the perspective of a fluid particle (known as the Lagrangian approach) rather than in terms of a velocity field (the Eulerian viewpoint). Using a new experimental…
Propagation in quantum walks is revisited by showing that very general 1D discrete-time quantum walks with time- and space-dependent coefficients can be described, at the continuous limit, by Dirac fermions coupled to electromagnetic…
We discuss a new phenomenon of turbulent thermal diffusion associated with turbulent transport of aerosols in the atmosphere and in laboratory experiments. The essence of this phenomenon is the appearance of a nondiffusive mean flux of…
Random walk subject to random drive has been extensively employed as a model for physical and biological processes. While equilibrium statistical physics has yielded significant insights into the distributions of dynamical fixed points of…
Let $\tau = (\tau_i : i \in {\Bbb Z})$ denote i.i.d.~positive random variables with common distribution $F$ and (conditional on $\tau$) let $X = (X_t : t\geq0, X_0=0)$, be a continuous-time simple symmetric random walk on ${\Bbb Z}$ with…
The divergence of the thermal conductivity in the thermodynamic limit is thoroughly investigated. The divergence law is consistently determined with two different numerical approaches based on equilibrium and non-equilibrium simulations. A…
Random walks provide a simple conventional model to describe various transport processes, for example propagation of heat or diffusion of matter through a medium. However, in many practical cases the medium is highly irregular due to…
Let a simple random walk run inside a torus of dimension three or higher for a number of steps which is a constant proportion of the volume. We examine geometric properties of the range, the random subgraph induced by the set of vertices…
We analyse how simple local constraints in two dimensions lead a defect to exhibit robust, non-transient, and tunable, subdiffusion. We uncover a rich dynamical phenomenology realised in ice- and dimer-type models. On the microscopic scale…
The thermal diffusion of a free particle is a random process and generates entropy at a rate equal to twice the particle temperature in natural units of information per second. The rate is calculated using a Gaussian process with a variance…
We revisit the diffusion properties and the mean drift induced by an external field of a random walk process in a class of branched structures, as the comb lattice and the linear chains of plaquettes. A simple treatment based on scaling…
We consider a one-dimensional simple symmetric exclusion process in equilibrium, constituting a dynamic random environment for a nearest-neighbor random walk that on occupied/vacant sites has two different local drifts to the right. We…
The condition of thermal equilibrium simplifies the theoretical treatment of fluctuations as found in the celebrated Einstein's relation between mobility and diffusivity for Brownian motion. Several recent theories relax the hypothesis of…
A new approach to thermo-quantum diffusion is proposed and a nonlinear quantum Smoluchowski equation is derived, which describes classical diffusion in the field of the Bohm quantum potential. A nonlinear thermo-quantum expression for the…
Prolongating our previous paper on the Einstein relation, we study the motion of a particle diffusing in a random reversible environment when subject to a small external forcing. In order to describe the long time behavior of the particle,…
Random walks are ubiquitous in the sciences, and they are interesting from both theoretical and practical perspectives. They are one of the most fundamental types of stochastic processes; can be used to model numerous phenomena, including…
We employ a generalization of Einstein's random walk paradigm for diffusion to derive a class of multidimensional degenerate nonlinear parabolic equations in non-divergence form. Specifically, in these equations, the diffusion coefficient…
We calculate the diffusion coefficients of persistent random walks on cubic and hypercubic lattices, where the direction of a walker at a given step depends on the memory of one or two previous steps. These results are then applied to study…