Related papers: Advection-diffusion equations with density constra…
This chapter focuses on the mathematical modelling of active particles (or agents) in crowded environments. We discuss several microscopic models found in literature and the derivation of the respective macroscopic partial differential…
We offer an alternative viewpoint on Dyson's original paper regarding the application of Brownian motion to random matrix theory (RMT). In particular we show how one may use the same approach in order to study the stochastic motion in the…
In this paper we consider a mean field optimal control problem with an aggregation-diffusion constraint, where agents interact through a potential, in the presence of a Gaussian noise term. Our analysis focuses on a PDE system coupling a…
We present a classical, mesoscopic derivation of the Fokker-Planck equation for diffusion in an expanding medium. To this end, we take a conveniently generalized Chapman-Kolmogorov equation as the starting point. We obtain an analytical…
We consider the influence of active speed fluctuations on the dynamics of a $d$-dimensional active Brownian particle performing a persistent stochastic motion. We use the Laplace transform of the Fokker-Planck equation to obtain exact…
Memory effects require for their incorporation into random-walk models an extension of the conventional equations. The linear Fokker-Planck equation for the probability density $p(\vec r, t)$ is generalized to include non-linear and…
We study the motion of an elastic object driven in a disordered environment in presence of both dissipation and inertia. We consider random forces with the statistics of random walks and reduce the problem to a single degree of freedom. It…
Convection-diffusion equations provide the basis for describing heat and mass transfer phenomena as well as processes of continuum mechanics. To handle flows in porous media, the fundamental issue is to model correctly the convective…
Using the advection-diffusion equation, we analytically study contaminant transport in a sharply contrasting medium with a diffusion barrier due to localization of a contaminant source in a low-permeability medium. Anomalous diffusion…
Anomalous diffusion is an established phenomenon but still a theoretical challenge in non-equilibrium statistical mechanics. Physical models are built incrementally, and the most recent and most general family is based on the fractional…
A fractional diffusion equation with advection term is rigorously derived from a kinetic transport model with a linear turning operator, featuring a fat-tailed equilibrium distribution and a small directional bias due to a given vector…
A recently introduced nonlinear Fokker-Planck equation, derived directly from a master equation, comes out as a very general tool to describe phenomenologically systems presenting complex behavior, like anomalous diffusion, in the presence…
We discuss a kinetically constrained model in which real-valued local densities fluctuate in time, as introduced recently by Bertin, Bouchaud and Lequeux. We show how the phenomenology of this model can be reproduced by an effective theory…
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…
The coupling between advection and diffusion in position space can often lead to enhanced mass transport compared to diffusion without flow. An important framework used to characterize the long-time diffusive transport in position space is…
A dilute suspension of motile microorganisms subjected to a strong ambient flow, such as algae in the ocean, can be modelled as a population of non-interacting, orientable active Brownian particles (ABPs). Using the Smoluchowski equation…
In this work, we derive first order continuum traffic flow models from a microscopic delayed follow-the-leader model. Those are applicable in the context of vehicular traffic flow as well as pedestrian traffic flow. The microscopic model is…
We study the convergence of the empirical distribution associated with a system of interacting kinetic particles subject to independent Brownian forcing in a finite horizon setting, using some recent progress on kinetic non-linear partial…
We consider Brownian particles immersed in the fluid which flow is turbulent. We study the limit where the particles' inertia is weak and their velocity relaxes fast to the velocity of the flow. The trajectories of the particles in this…
We study the diffusion of a tracer particle driven out-of-equilibrium by an external force and traveling in a dense environment of arbitrary density. The system evolves on a discrete lattice and its stochastic dynamics is described by a…