Related papers: Diffuse approximation to the kinetic theory in a F…
Inferring a diffusion equation from discretely-observed measurements is a statistical challenge of significant importance in a variety of fields, from single-molecule tracking in biophysical systems to modeling financial instruments.…
It is known that diffusion provokes substantial changes in continuous absorbing phase transitions. Conversely, its effect on discontinuous transitions is much less understood. In order to shed light in this direction, we study the inclusion…
Revisiting charge transport in degenerate hopping systems we present a modification to the drift diffusion equation where instead of employing the generalized Einstein relation we add an energy flux term thus solving several…
Consider the sample path of a one-dimensional diffusion for which the diffusion coefficient is given and where the drift may take on one of two values: $\mu_0$ or $\mu_1$. Suppose that the signal-to-noise ratio (defined as the difference…
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…
For a fixed $T$ and $k \geq 2$, a $k$-dimensional vector stochastic differential equation $dX_t=\mu(X_t, \theta)dt+\nu(X_t)dW_t,$ is studied over a time interval $[0,T]$. Vector of drift parameters $\theta$ is unknown. The dependence in…
By means of the Boltzmann-Vlasov kinetic equation we investigate dynamical properties of a trapped, one-component Fermi gas at zero temperature, featuring the anisotropic and long-range dipole-dipole interaction. To this end, we determine…
Diffusion in an evolving environment is studied by continuos-time Monte Carlo simulations. Diffusion is modelled by continuos-time random walkers on a lattice, in a dynamic environment provided by bubbles between two one-dimensional…
Dissipation coefficients are calculated in the adiabatic, near thermal equilibrium regime for a large class of renormalizable interaction configurations involving a two-stage mechanism, where a background scalar field is coupled to heavy…
In this paper we propose the use of $\phi$-divergences as test statistics to verify simple hypotheses about a one-dimensional parametric diffusion process $\de X_t = b(X_t, \theta)\de t + \sigma(X_t, \theta)\de W_t$, from discrete…
The presented explanations are provided for the one--dimensional diffusion process with constant drift by using forward Fokker--Planck technique. We are interested in the outflow probability in a finite interval, i.e. first passage time…
Diffusion of colloidal particles in a complex environment such as polymer networks or biological cells is a topic of high complexity with significant biological and medical relevance. In such situations, the interaction between the…
The analytical theory of diffusive cosmic ray acceleration at parallel stationary shock waves with magnetostatic turbulence is generalized to arbitrary shock speeds $V_s=\beta_1c$, including in particular relativistic speeds. This is…
We treat the nonequilibrium motion of a single impurity atom in a low-temperature single-species Fermi sea, interacting via a contact interaction. In the nonequilibrium regime, the impurity does a superdiffusive geometric random walk where…
We complete the kinetic theory of inhomogeneous systems with long-range interactions initiated in previous works. We use a simpler and more physical formalism. We consider a system of particles submitted to a small external stochastic…
We consider the totally asymmetric simple exclusion processes on quenched random energy landscapes. We show that the current and the diffusion coefficient differ from those for homogeneous environments. Using the mean-field approximation,…
Building upon the recently developed formalism of Kinetic Field Theory (KFT) for cosmic structure formation by Bartelmann et al., we investigate a kinematic relationship between diffusion and gravitational interactions in cosmic structure…
In many situations, the combined effect of advection and diffusion greatly increases the rate of convergence to equilibrium -- a phenomenon known as enhanced dissipation. Here we study the situation where the advecting velocity field…
Divergence and vorticity damping, which operate upon horizontal divergence and relative vorticity, are explicit diffusion mechanisms used in dynamical cores to ensure stability. To avoid numerical blow-up from excessively strong diffusion,…
We study a one-dimensional Fermi gas in the presence of dissipative coupling to environment through the Lindblad equation. The dissipation involves energy exchange with the environment and favours the relaxation of electrons to excitations.…