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We consider the limiting behavior of fluctuations of small noise diffusions with multiple scales around their homogenized deterministic limit. We allow full dependence of the coefficients on the slow and fast motion. These processes arise…

Probability · Mathematics 2015-02-20 Konstantinos Spiliopoulos

The self-diffusion process of a hard sphere fluid confined by two parallel plates separated by a distance on the order of the particle diameter is studied. The starting point is a closed kinetic equation for the distribution function that…

Statistical Mechanics · Physics 2025-10-24 Manuel Mayo , María Isabel García de Soria , Pablo Maynar , José Javier Brey

Diffusion has been widely used to describe a random walk of particles or waves, and it requires only one parameter -- the diffusion constant. For waves, however, diffusion is an approximation that disregards the possibility of interference.…

Optics · Physics 2014-01-23 Alexey G. Yamilov , Raktim Sarma , Brandon Redding , Ben Payne , Heeso Noh , Hui Cao

We consider a stochastically perturbed reaction diffusion equation in a bounded interval, with boundary conditions imposing the two stable phases at the endpoints. We investigate the asymptotic behavior of the front separating the two…

Mathematical Physics · Physics 2016-02-11 L. Bertini , S. Brassesco , P. Buttà

Mathematical models of motility are often based on random-walk descriptions of discrete individuals that can move according to certain rules. It is usually the case that large masses concentrated in small regions of space have a great…

Physics and Society · Physics 2022-11-23 Carles Falcó

We consider an infinite-dimensional stochastic clustering model on $\mathbb{R}$. In discrete time, each point of a unit-intensity simple point process moves halfway toward either of its left or right neighbors, chosen uniformly at random.…

Probability · Mathematics 2026-03-10 Partha S. Dey , S. Rasoul Etesami , Aditya S. Gopalan

We study lower and upper bounds for the density of a diffusion process in ${\mathbb{R}}^n$ in a small (but not asymptotic) time, say $\delta$. We assume that the diffusion coefficients $\sigma_1,\ldots,\sigma_d$ may degenerate at the…

Probability · Mathematics 2019-12-03 Vlad Bally , Lucia Caramellino , Paolo Pigato

We consider processes that coincide with a given diffusion process except on the boundaries of a finite collection of domains. The behavior on each of the boundaries is asymmetric: the process is much more likely to enter the interior of…

Probability · Mathematics 2020-03-18 Mark Freidlin , Leonid Koralov

We discuss the diffusion phenomenon in the parabolic and hyperbolic regimes. New effects related to the finite velocity of the diffusion process are predicted, that can partially explain the strange behavior associated to adsorption…

Mathematical Physics · Physics 2014-02-13 A. Sapora , M. Codegone , G. Barbero

The emergence of diffusion is one of the deepest physical phenomena observed in many-body interacting, chaotic systems. But establishing rigorously that correlation functions, say of the spin, expand diffusively, remains one of the most…

Statistical Mechanics · Physics 2025-03-03 Dimitrios Ampelogiannis , Benjamin Doyon

We study the influence of the boundary conditions at the solid liquid interface on diffusion in a confined fluid. Using an hydrodynamic approach, we compute numerical estimates for the diffusion of a particle confined between two planes.…

Materials Science · Physics 2015-06-25 Anthony Saugey , Laurent Joly , Christophe Ybert , Jean-Louis Barrat , Lyderic Bocquet

We consider a family of one-dimensional diffusions, in dynamical Wiener mediums, which are random perturbations of the Ornstein-Uhlenbeck diffusion process. We prove quenched and annealed convergences in distribution and under weighted…

Probability · Mathematics 2012-12-14 Yoann Offret

We provide an explicit rigorous derivation of a diffusion limit - a stochastic differential equation with additive noise - from a deterministic skew-product flow. This flow is assumed to exhibit time-scale separation and has the form of a…

Dynamical Systems · Mathematics 2015-05-27 I. Melbourne , A. M. Stuart

We consider the Helmholtz problem in the context of the evolution of uniform initial distribution of a physical attribute in general porous media subject to a partially absorbing boundary condition. Its spectral property as a reflection of…

Soft Condensed Matter · Physics 2013-05-29 Seungoh Ryu , David Linton Johnson

We attempt to give a bird's eye view of the physical mechanisms leading to anomalous relaxation, and the relation of this phenomenon with anomalous diffusion and transport. Whereas in some cases these two notions are indeed deeply related,…

Disordered Systems and Neural Networks · Physics 2007-05-23 Jean-Philippe Bouchaud

We introduce a new self-interacting random walk on the integers in a dynamic random environment and show that it converges to a pure diffusion in the scaling limit. We also find a lower bound on the diffusion coefficient in some special…

Probability · Mathematics 2007-05-23 Majid Hosseini , Krishnamurthi Ravishankar

We demonstrate and analyze anomalous diffusion properties of point-like particles in a two-dimensional system with circular scatterers arranged in a square lattice and governed by smooth potentials, referred to as the square soft Lorentz…

We track the motion of a horizontally vibrated amorphous assembly of bidisperse hard disks, for densities ranging across the jamming transition. We derive on very general grounds a bound on the dynamical susceptibility in terms of the…

Soft Condensed Matter · Physics 2008-08-26 F. Lechenault , O. Dauchot , G. Biroli , J. P. Bouchaud

Natural populations often show enhanced genetic drift consistent with a strong skew in their offspring number distribution. The skew arises because the variability of family sizes is either inherently strong or amplified by population…

Populations and Evolution · Quantitative Biology 2022-01-13 Takashi Okada , Oskar Hallatschek

Using event-driven molecular dynamics simulations, we quantify how the self diffusivity of confined hard-sphere fluids depends on the nature of the confining boundaries. We explore systems with featureless confining boundaries that treat…

Soft Condensed Matter · Physics 2015-05-30 William P. Krekelberg , Vincent K. Shen , Jeffrey R. Errington , Thomas M. Truskett
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