Related papers: Self attracting diffusions on a sphere and applica…
According to a theorem of S. Schumacher and T. Brox, for a diffusion $X$ in a Brownian environment it holds that $(X_t-b_{\log t})/\log^2t\to 0 $ in probability, as $t\to\infty$, where $b_{\cdot}$ is a stochastic process having an explicit…
In this note, we demonstrated for the first time that one can derive an expression for the effective diffusion coefficient, equal to the Lifson-Jackson formula, using a subsequent homogenization of the 1D reaction-diffusion-advection…
The scaled Brownian motion (SBM) is regarded as one of the paradigmatic random processes, featuring the anomalous diffusion property characterized by the diffusion exponent. It is a Gaussian, self-similar process with independent…
Over a century ago, Einstein formulated a precise mathematical model for describing Brownian motion. While this model adequately explains the diffusion of micron-sized particles in fluids, its limitations become apparent when applied to…
Diffusive transport properties of a quantum Brownian particle moving in a tilted spatially periodic potential and strongly interacting with a thermostat are explored. Apart from the average stationary velocity, we foremost investigate the…
We study the dynamical decay of the van Hove function of Brownian hard spheres using event-driven Brownian dynamics simulations and dynamic test particle theory. Relevant decays mechanisms include deconfinement of the self particle, decay…
We present a systematic study of the self-diffusion coefficient for a fluid of particles interacting via the square-well pair potential by means of molecular dynamics simulations in the canonical (N,V,T) ensemble. The discrete nature of the…
Incorporating boundary conditions into stochastic models of passive or active particle motion is usually implemented at the level of the associated forward or backward Kolmogorov equation, whose solution determines the probability…
We investigate the extreme value statistics of a one-dimensional Brownian motion (with the diffusion constant $D$) during a time interval $\left[0, t \right]$ in the presence of a reflective boundary at the origin, starting from a positive…
We study fast / slow systems driven by a fractional Brownian motion $B$ with Hurst parameter $H\in (\frac 13, 1]$. Surprisingly, the slow dynamic converges on suitable timescales to a limiting Markov process and we describe its generator.…
Surface diffusion of small adsorbates is analyzed in terms of the so-called intermediate scattering function and dynamic structure factor, observables in experiments using the well-known quasielastic Helium atom scattering and Helium spin…
We consider a diffusion in $\mathbb{R}^n$ whose coordinates each behave as one-dimensional Brownian motions, that behave independently when apart, but have a sticky interaction when they meet. The diffusion in $\mathbb{R}^n$ can be viewed…
Self-similar solutions of the coherent diffusion equation are derived and measured. The set of real similarity solutions is generalized by the introduction of a nonuniform phase surface, based on the elegant Gaussian modes of optical…
Given a one-dimensional stochastic differential equation, one can associate to this equation a stochastic flow on $[0,+\infty )$, which has an absorbing barrier at zero. Then one can define its dual stochastic flow. In \cite{AW}, Akahori…
We consider a branching Brownian motion in $\mathbb{R}^d$. We prove that there exists a random subset $\Theta$ of $\mathbb{S}^{d-1}$ such that the limit of the derivative martingale exists simultaneously for all directions $\theta \in…
In 1977 Berg & Purcell published a landmark paper entitled "Physics of Chemoreception" which examined how a bacterium can sense a chemical attractant in the fluid surrounding it. At small scales the attractant molecules move by Brownian…
We study a fractional conformal curvature flow on the standard unit sphere and prove a perturbation result of the fractional Nirenberg problem with fractional exponent $\sigma \in (1/2,1)$. This extends the result of Chen-Xu (Invent. Math.…
We prove the convergence of a particle method for the approximation of diffusive gradient flows in one dimension. This method relies on the discretisation of the energy via non-overlapping balls centred at the particles and preserves the…
We consider the drift-diffusion equation $u_t-\epsilon\Delta u + \nabla \cdot(u\nabla K^*u)=0$ in the whole space with global-in-time solutions bounded in all Sobolev spaces; for simplicity, we restrict ourselves to the model case…
Giant diffusion, where the diffusion coefficient of a Brownian particle in a periodic potential with an external force is significantly enhanced by the external force, is a non-trivial non-equilibrium phenomenon. We propose a simple…