Related papers: Diffusion under a flat potential with time depende…

We introduce a generalization of Obukhov's model [A.M. Obukhov, Adv. Geophys. 6, 113 (1959)] for the description of the joint position-velocity statistics of a single fluid particle in fully developed turbulence. In the presented model the…

In quantum theory we refer to the probability of finding a particle between positions $x$ and $x+dx$ at the instant $t$, although we have no capacity of predicting exactly when the detection occurs. In this work, first we present an…

Let $T\$ be a stopping time associated with a sequence of independent random variables $Z_{1},Z_{2},...$ . By applying a suitable change in the probability measure we present relations between the moment or probability generating functions…

We consider the one-dimensional diffusion of a particle on a semi-infinite line and in a piecewise linear random potential. We first present a new formalism which yields an analytical expression for the Green function of the Fokker-Planck…

We study a diffusion process with random space-time dependent coefficients. Moreover the diffusion matrix is allowed to degenerate. An invariance principle is proved provided that the diffusion coefficient is controlled by a time…

We suggest a new approach for describing quantum dissipation in a small systems for which the system-plus-reservoir approach is not relevant. We first analyze the fact that equilibrium thermodynamics may reveal the existence of an…

In this paper, the absorption of a particle undergoing L\'{e}vy flight in the presence of a point sink of arbitrary strength and position is studied. The motion of such a particle is given by a modified Fokker-Planck equation whose exact…

A notion of measure solution is formulated for a coagulation-diffusion equation, which is the natural counterpart of Smoluchowski's coagulation equation in a spatially inhomogeneous setting. Some general properties of such solutions are…

We show how the Smoluchowski dynamics of a colloidal Brownian particle suspended in a molecular solvent can be reached starting from the microscopic Liouvillian evolution of the full classical model in the high friction limit. The…

In this article, the following results are obtained: the process of a randomly wandering particle having a size and a continuous trajectory of motion is considered; (b) based on the study of this probabilistic process, a derivation of the…

We discuss a relativistic diffusion in the proper time in an approach of Schay and Dudley. We derive (Langevin) stochastic differential equations in various coordinates.We show that in some coordinates the stochastic differential equations…

We investigate a single particle on a 3-dimensional, cubic lattice with a random on-site potential (3D Anderson model). We concretely address the question whether or not the dynamics of the particle is in full accord with the diffusion…

In this article, we consider the diffusion equation with multi-term time-fractional derivatives. We first derive that the solution is positive when the source term is nonpositive by a subordination principle for the solution. As an…

We propose a phenomenological description for the effect of a weak noise on the position of a front described by the Fisher-Kolmogorov-Petrovsky-Piscounov equation or any other travelling wave equation in the same class. Our scenario is…

We study the diffusion of a particle with a time-dependent diffusion constant $D(t)$ that switches between random values drawn from a distribution $W(D)$ at a fixed rate $r$. Using a renewal approach, we compute exactly the moments of the…

We investigate the Cauchy problem for a semilinear spatio--temporal fractional diffusion equation with a time-dependent forcing term: \[ \partial_t^\alpha u + (-\Delta)^{\mathsf{s}} u = |u|^p + t^{\sigma}\,\mathbf{w}(x), \quad (t,x) \in…

Using multiscale analysis and methods of statistical physics, we show that a solution to the N-atom Liouville Equation can be decomposed via an expansion in terms of a smallness parameter epsilon, wherein the long scale time behavior…

The problem of the flux to a spherical trap in one and three dimensions, for diffusing particles undergoing discrete-time jumps with a given radial probability distribution, is solved in general, verifying the Smoluchowski-like solution in…

In this paper we introduce the space-fractional Poisson process whose state probabilities $p_k^\alpha(t)$, $t>0$, $\alpha \in (0,1]$, are governed by the equations $(\mathrm d/\mathrm dt)p_k(t) = -\lambda^\alpha (1-B)p_k^\alpha(t)$, where…

The optimization of the usual entropy $S_1[p]=-\int du p(u) ln p(u)$ under appropriate constraints is closely related to the Gaussian form of the exact time-dependent solution of the Fokker-Planck equation describing an important class of…