Related papers: Thermodynamics of the General Diffusion Process: E…
We revisit the Ornstein-Uhlenbeck (OU) process as the fundamental mathematical description of linear irreversible phenomena, with fluctuations, near an equilibrium. By identifying the underlying circulating dynamics in a stationary process…
Diffusive transport of particles or, more generally, small objects is a ubiquitous feature of physical and chemical reaction systems. In configurations containing confining walls or constrictions transport is controlled both by the…
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…
We reassess the "dispersionless transport regime" of Brownian particles in tilted periodic potentials. We show that the particles exhibit normal diffusive motion right after transitioning into the running state dragged by the constant bias…
Overdamped Brownian motion of a self-propelled particle is studied by solving the Langevin equation analytically. On top of translational and rotational diffusion, in the context of the presented model, the "active" particle is driven along…
We investigate the relation between an applied potential and the corresponding stationary state occupation for nonequilibrium and overdamped diffusion processes. This relation typically becomes long ranged resulting in global changes for…
We study the dynamics of a self-propelled particle advected by a steady laminar flow. The persistent motion of the self-propelled particle is described by an active Ornstein-Uhlenbeck process. We focus on the diffusivity properties of the…
We propose a model of sub-diffusion in which an external force is acting on a particle at all times not only at the moment of jump. The implication of this assumption is the dependence of the random trapping time on the force with the…
In many-particle diffusions, particles that move the furthest and fastest can play an outsized role in physical phenomena. A theoretical understanding of the behavior of such extreme particles is nascent. A classical model, in the spirit of…
While equilibrium phase transitions are well described by a free-energy landscape, there are few tools to describe general features of their non-equilibrium counterparts. On the other hand, near-equilibrium free-energies are easily…
We propose a conservation-dissipation formalism (CDF) for coarse-grained descriptions of irreversible processes. This formalism is based on a stability criterion for non-equilibrium thermodynamics. The criterion ensures that non-equilibrium…
We investigate coupled stochastic differential equations governing N non-negative continuous random variables that satisfy a conservation principle. In various fields a conservation law requires that a set of fluctuating variables be…
We prove a central limit theorem for the momentum distribution of a particle undergoing an unbiased spatially periodic random forcing at exponentially distributed times without friction. The start is a linear Boltzmann equation for the…
Stochastic motion of particles in a highly unstable potential generates a number of diverging trajectories leading to undefined statistical moments of the particle position. This makes experiments challenging and breaks down a standard…
Odd diffusion breaks time-reversal symmetry in overdamped systems through transverse probability currents while preserving equilibrium steady states. In this work, we develop a dynamical density functional theory (DDFT) for dense…
In this paper, we are concerned with a class of conservative systems including asymmetric exclusion processes and zero-range processes as examples, where some particles are initially placed on $N$ positions. A particle jumps from a position…
The total momentum of $N$ interacting bosons or fermions in a cube equipped with periodic boundary conditions is a conserved quantity. Its eigenvalues follow a probability distribution, determined by the thermal equilibrium state. While in…
Describing particle transport at the macroscopic or mesoscopic level in non-ideal environments poses fundamental theoretical challenges in domains ranging from inter and intra-cellular transport in biology to diffusion in porous media. Yet,…
The imbalanced Hubbard model features a transition between dynamic regimes depending on the mass ratio and coupling strength between two different particle species. A slowdown of the lighter particle transport can be attributed to an…
We consider macroscopic systems in weak contact with boundary reservoirs and under the action of external fields. We present an explicit formula for the Hamiltonian of such systems, from which we deduce the equation of motions, the action…