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The paper studies the overdamped motion of Brownian particles in a tilted sawtooth potential. The dependencies of the diffusion coefficient and coherence level of Brownian transport on temperature, tilting force, and the shape of the…
We investigate the long time behavior of a passive particle evolving in a one-dimensional diffusive random environment, with diffusion constant $D$. We consider two cases: (a) The particle is pulled forward by a small external constant…
The paper investigates solutions of the fractional hyperbolic diffusion equation in its most general form with two fractional derivatives of distinct orders. The solutions are given as spatial-temporal homogeneous and isotropic random…
Recent years have witnessed significant progress in developing effective training and fast sampling techniques for diffusion models. A remarkable advancement is the use of stochastic differential equations (SDEs) and their…
This article studies the quasi-stationary behaviour of absorbed one-dimensional diffusions. We obtain necessary and sufficient conditions for the exponential convergence to a unique quasi-stationary distribution in total variation,…
We consider a process given as the solution of a stochastic differential equation with irregular, path dependent and time-inhomogeneous drift coefficient and additive noise. Explicit and optimal bounds for the Lebesgue density of that…
This paper is devoted to the analysis of some fundamental problems of linear elasticity in 1D continua with self-similar interparticle interactions. We introduce a self-similar continuous field approach where the self-similarity is…
We study one-dimensional stochastic differential equations of form $dX_t = \sigma(X_t)dY_t$, where $Y$ is a suitable H\"older continuous driver such as the fractional Brownian motion $B^H$ with $H>\frac12$. The innovative aspect of the…
Brownian motion in confinement and at interfaces is a canonical situation, encountered from fundamental biophysics to nanoscale engineering. Using the Lorenz-Mie framework, we optically record the thermally-induced tridimensional…
We study nonlinear stability of spatially homogeneous oscillations in reaction-diffusion systems. Assuming absence of unstable linear modes and linear diffusive behavior for the neutral phase, we prove that spatially localized perturbations…
Supersonic turbulence occurs in many environments, particularly in astrophysics. In the crucial case of isothermal turbulence, the probability density function (PDF) of the logarithmic density, $s$, is well measured, but a theoretical…
We define a simple model of conformal field theory in random space-time environments, which we refer to as stochastic conformal field theory. This model accounts for the effects of dilute random impurities in strongly interacting critical…
The present work investigates the asymptotic behaviors, at the zero-noise limit, of the first collision-time and first collision-location related to a pair of self-stabilizing diffusions and of their related particle approximations. These…
For characterizing the Brownian motion in a bounded domain: $\Omega$, it is well-known that the boundary conditions of the classical diffusion equation just rely on the given information of the solution along the boundary of a domain; on…
A study of the diffusion of a passive Brownian particle on the surface of a sphere and subject to the effects of an external potential, coupled linearly to the probability density of the particle's position, is presented through a numerical…
In this paper we study the randomized heat equation with homogeneous boundary conditions. The diffusion coeffcient is assumed to be a random variable and the initial condition is treated as a stochastic process. The solution of this…
The diffusion of a pulse of small grains in an horizontal rotating drum is studied through discrete elements methods simulations. We present a theoretical analysis of the diffusion process in a one-dimensional confined space in order to…
In this paper, we study ergodic backward stochastic differential equations (EBSDEs for short), for which the underlying diffusion is assumed to be multiplicative and of at most linear growth. The fact that the forward process has an…
The diffusive properties in velocity fields whose small scales are parameterized by non $\delta$-correlated noise is investigated using multiscale technique. The analytical expression of the eddy diffusivity tensor is found for a 2D steady…
We describe direct imaging measurements of the collective and relative diffusion of two colloidal spheres near a flat plate. The bounding surface modifies the spheres' dynamics, even at separations of tens of radii. This behavior is…