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We study the metastable behavior of diffusion processes in narrow tube domains, where the metastability is induced by entropic barriers. We identify a sequence of characteristic time scales $\{T_\epsilon^i\}_{1 \leq i \leq \abs{V'}}$ and…

Probability · Mathematics 2025-12-16 Wen-Tai Hsu

The dispersion of a passive scalar in an axially strained flow in a slender tube is studied, with particular focus on large-time asymptotics following the approach of~\cite{rajamanickam2020dispersion}. For times exceeding the…

Fluid Dynamics · Physics 2025-09-03 Prabakaran Rajamanickam

We examine theoretically the spreading of a viscous liquid drop over a thin film of uniform thickness, assuming the liquid's viscosity is regulated by the concentration of a solute that is carried passively by the spreading flow. The solute…

Fluid Dynamics · Physics 2017-05-09 Feng Xu , Oliver E. Jensen

We introduce and analyze a model for the transport of particles or energy in extended lattice systems. The dynamics of the model acts on a discrete phase space at discrete times but has nonetheless some of the characteristic properties of…

Mathematical Physics · Physics 2015-06-12 Raphael Lefevere

Recent progresses in single particle tracking have shown evidences of non-Gaussian distribution of displacements in living cells, both near the cellular membrane and inside the cytoskeleton. A similar behavior has also been observed in…

Biological Physics · Physics 2019-05-30 Yann Lanoiselée , Denis S. Grebenkov

We study a system of $n$ differential equations, each in dimension $d$. Only the first equation is forced by a Brownian motion and the dependence structure is such that, under a local weak H\"ormander condition, the noise propagates to the…

Probability · Mathematics 2021-09-13 Paolo Pigato

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,…

Probability · Mathematics 2018-06-25 Pierre Mathieu , Andrey Piatnitski

A liquid drop spreading over a thin heterogeneous precursor film (such as an inhaled droplet on the mucus-lined wall of a lung airway) will experience perturbations in shape and location as its advancing contact line encounters regions of…

Fluid Dynamics · Physics 2018-07-27 Feng Xu , Sam Coveney , Oliver E. Jensen

Channel-mediated transport is ubiquitous in biology. A series of works by different theoreticians have sought to determine how the diffusive flux through a channel depends on (a) stochastic gating, (b) channel geometry, and (c)…

Statistical Mechanics · Physics 2026-03-17 Sean D Lawley

Lower bounds for persistence probabilities of stationary Gaussian processes in discrete time are obtained under various conditions on the spectral measure of the process. Examples are given to show that the persistence probability can decay…

Probability · Mathematics 2016-02-02 Krishna M. , Manjunath Krishnapur

We study a numerical method for convection diffusion equations, in the regime of small viscosity. It can be described as an exponentially fitted conforming Petrov-Galerkin method. We identify norms for which we have both continuity and an…

Numerical Analysis · Mathematics 2016-02-23 Snorre H. Christiansen , Tore G. Halvorsen , Torquil M. Sørensen

In this paper, we derive a stability result for $L_1$ and $L_{\infty}$ perturbations of diffusions under weak regularity conditions on the coefficients. In particular, the drift terms we consider can be unbounded with at most linear growth,…

Probability · Mathematics 2021-04-02 Ilya Bitter , Valentin Konakov

Low-dimensional periodic arrays of scatterers with a moving point particle are ideal models for studying deterministic diffusion. For such systems the diffusion coefficient is typically an irregular function under variation of a control…

Chaotic Dynamics · Physics 2009-11-07 R. Klages , N. Korabel

We derive rates of contraction of posterior distributions on nonparametric or semiparametric models based on Gaussian processes. The rate of contraction is shown to depend on the position of the true parameter relative to the reproducing…

Statistics Theory · Mathematics 2008-12-18 A. W. van der Vaart , J. H. van Zanten

We report numerical simulations of a strongly biased diffusion process on a one-dimensional substrate with directed shortcuts between randomly chosen sites, i.e. with a small-world-like structure. We find that, unlike many other dynamical…

Statistical Mechanics · Physics 2009-11-07 Damian H. Zanette

We present an exact treatment of wave propagation in some inhomogeneous thin films with highly space-dependent dielectric constant. It is based on a space transformation which replaces the physical space by the optical path. In the new…

Optics · Physics 2009-11-11 Guillaume Petite , Alexander Shvartsburg

We study the weak approximation error of a skew diffusion with bounded measurable drift and H\"older diffusion coefficient by an Euler-type scheme, which consists of iteratively simulating skew Brownian motions with constant drift. We first…

Probability · Mathematics 2016-09-30 Noufel Frikha

Biased Brownian motion of point-size particles in a three-dimensional tube with smoothly varying cross-section is investigated. In the fashion of our recent work [Martens et al., PRE 83,051135] we employ an asymptotic analysis to the…

Statistical Mechanics · Physics 2011-12-30 Steffen Martens , Gerhard Schmid , Lutz Schimansky-Geier , Peter Hänggi

The paper presents a generalization of the local limit theorem on the convergence of inhomogeneous Markov chains to the diffusion limit for the case where the corresponding process coefficients satisfy weak regularity conditions and…

Probability · Mathematics 2025-06-02 I. Bitter , V. Konakov

Slow waves and tunneling waves can meet at the cutoff wavelengths and/or transmission band edges of optical and quantum mechanical waveguides. The experimental investigation of this phenomenon, previously performed using various optical…

Optics · Physics 2020-02-19 Yong Yang , M. Sumetsky