Related papers: A probability theory for non-equilibrium gravitati…
We generalize Einstein's probabilistic method for the Brownian motion to study compressible fluids in porous media. The multi-dimensional case is considered with general probability distribution functions. By relating the expected…
We propose an alternative theory for the relaxation of density fluctuations in glass-forming fluids. We derive an equation of motion for the density correlation function which is local in time and is similar in spirit to the equation of…
A new theoretical approach to non-equilibrium statistical systems has recently been proposed by the author, a co-author and others. It is based on a variational principle which is associated with the discrepancy of a path through…
We study the one-dimensional diffusion process which takes place between two reflecting boundaries and which is acted upon by a time-dependent and spatially-constant force. The assumed force possesses both the harmonically oscillating and…
It is experimentally well-established that non-equilibrium long-range correlations of concentration fluctuations appear in free diffusion of a solute in a solvent, but it remains unknown how such correlations are established dynamically. We…
We employ a generalization of Einstein's random walk paradigm for diffusion to derive a class of multidimensional degenerate nonlinear parabolic equations in non-divergence form. Specifically, in these equations, the diffusion coefficient…
A non-equilibrium steady state can be characterized by a nonzero but stationary flux driven by a static external force. Under a weak external force, the drift velocity is difficult to detect because the drift motion is feeble and submerged…
Boltzmann equation describes the time development of the velocity distribution in the continuum fluid matter. We formulate the equation using the field theory where the {\it velocity-field} plays the central role. The properties of the…
The concept of diffusion in collisionless space plasmas like those near the magnetopause and in the geomagnetic tail is reexamined from a fundamental statistical point of view making use of the division of particle orbits into waiting…
Switching dynamical systems provide a powerful, interpretable modeling framework for inference in time-series data in, e.g., the natural sciences or engineering applications. Since many areas, such as biology or discrete-event systems, are…
A noncolliding diffusion process is a conditional process of $N$ independent one-dimensional diffusion processes such that the particles never collide with each other. This process realizes an interacting particle system with long-ranged…
The stochastic differential equations for a model of dissipative particle dynamics, with both total energy and total momentum conservation at every time-step, are presented. The algorithm satisfies detailed balance as well as the…
We propose diffusion-like equations with time and space fractional derivatives of the distributed order for the kinetic description of anomalous diffusion and relaxation phenomena, whose diffusion exponent varies with time and which,…
The dynamical evolution of collisionless particles in an expanding background is described. After discussing qualitatively the key features, the gravitational clustering of collisionless particles in an expanding universe is modelled using…
The Nelson stochastic mechanics of inhomogeneous quantum diffusion in flat spacetime with a tensor of diffusion can be described as a homogeneous one in a Riemannian manifold where this tensor of diffusion plays the role of a metric tensor.…
We investigate the diffusive properties of energy fluctuations in a one-dimensional diatomic chain of hard-point particles interacting through a square--well potential. The evolution of initially localized infinitesimal and finite…
A space fractional diffusion-like equation is introduced, which embodies the nonlocality in time, represented by the memory kernel and the non-locality in space. A specific example of the nonlocal term is considered in combination with…
We study the relaxation of a test particle immersed in a bath of field particles interacting via weak long-range forces. To order 1/N in the $N\to +\infty$ limit, the velocity distribution of the test particle satisfies a Fokker-Planck…
Given a positive energy solution of the Klein-Gordon equation, the motion of the free, spinless, relativistic particle is described in a fixed Lorentz frame by a Markov diffusion process with non-constant diffusion coefficient. Proper time…
A step by step procedure to derive analytically the exact dynamical evolution equations of the probability density functions (PDF) of well known kinetic wealth exchange economic models is shown. This technique gives a dynamical insight into…