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We introduce a new variational characterization of Gaussian diffusion processes as minimum uncertainty states. We then define a variational method constrained by kinematics of diffusions and Schr\"{o}dinger dynamics to seek states of local…
The microscopic origin of dissipation of a driven quantum many body system is addressed in the framework of a parametric banded random matrix approach. We find noticeable violations of the fluctuation-dissipation theorem and we observe also…
In this paper we develop a model to describe the diffusion process in a porous medium. For the observed decrease in current yield, we propose other causes than difference in diffusivity, which we consider unaltered by the porous medium. The…
We derive the conditional probability distribution of the peculiar velocity around a peak of given overdensity in a Gaussian density field. This distribution characterizes the shear field around local, isolated density peaks. We use the…
We scrutinize the anomalies in diffusion observed in an extended long-range system of classical rotors, the HMF model. Under suitable preparation, the system falls into long-lived quasi-stationary states presenting super-diffusion of rotor…
A Neumann problem for a wave equation perturbed by viscous terms with small parameters is considered. The interaction of waves with the diffusion effects caused by a higher-order derivative with small coefficient {\epsilon}, is…
The diffusive transport of biased Brownian particles in a two-dimensional symmetric channel is investigated numerically considering both the no-flow and the reflection boundary conditions at the channel boundaries. Here, the geometrical…
A Brownian particle floating in a narrow corrugated (sinusoidal) channel with fluctuating cross section exhibits non-Gaussian normal diffusion. Its displacements are distributed according to a Gaussian law for very short and asymptotically…
We analytically study the linear propagation of arbitrarily shaped light-pulses through an absorbing medium with a narrow transparency-window or through a resonant amplifying medium. We point out that, under certain general conditions, the…
We find a general formula for the distribution of time-averaged observables for systems modeled according to the sub-diffusive continuous time random walk. For Gaussian random walks coupled to a thermal bath we recover ergodicity and…
We consider the one-dimensional Burgers equation randomly stirred at large scales by a Gaussian short-time correlated force. Using the method of dissipative anomalies, we obtain velocity and velocity-difference probability density functions…
The problem of capillary transport in fibrous porous materials at low levels of liquid saturation has been addressed. It has been demonstrated, that the process of liquid spreading in this type of porous materials at low saturation can be…
Consider a particle diffusing in a confined volume which is divided into two equal regions. In one region the diffusion coefficient is twice the value of the diffusion coefficient in the other region. Will the particle spend equal…
We analyze data from direct numerical simulations of homogeneous and isotropic turbulence (at Re_\lambda \approx 280) and study the statistics of curvature and torsion of Lagrangian trajectories in order to extract informations on the…
Parameter estimation in diffusion processes from discrete observations up to a first-hitting time is clearly of practical relevance, but does not seem to have been studied so far. In neuroscience, many models for the membrane potential…
Suppose that under the action of gravity, liquid drains through the unit $d$-cube via a minimal-length network of channels constrained to pass through random sites and to flow with nonnegative component in one of the canonical orthogonal…
Constraints can affect dramatically the behavior of diffusion processes. Recently, we analyzed a natural and a technological system and reported that they perform diffusion-like discrete steps displaying a peculiar constraint, whereby the…
In this paper Gaussian models of retarded and accelerated anomalous diffusion are considered. Stochastic differential equations of fractional order driven by single or multiple fractional Gaussian noise terms are introduced to describe…
We investigate wave propagation in rotationally symmetric tubes with a periodic spatial modulation of cross section. Using an asymptotic perturbation analysis, the governing quasi two-dimensional reaction-diffusion equation can be reduced…
In this paper, we consider the distribution of the supremum of non-stationary Gaussian processes, and present a new theoretical result on the asymptotic behaviour of this distribution. Unlike previously known facts in this field, our main…