Related papers: Diffusion in an expanding medium: Fokker-Planck eq…
A cross-diffusion system for two compoments with a Laplacian structure is analyzed on the multi-dimensional torus. This system, which was recently suggested by P.-L. Lions, is formally derived from a Fokker-Planck equation for the…
We study here the escape time for the fastest diffusing particle from the boundary of an interval with point-sink killing sources. Killing represents a degradation that leads to the probabilistic removal of the moving Brownian particles. We…
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…
The two-variable Langevin equations, modeling the Brownian motion of a particle moving in a potential and leading to the Maxwell-Boltzmann distribution of the corresponding Fokker-Planck equation, are shown to give rise to types of…
A structure of generator of a quantum dynamical semigroup for the dynamics of a test particle interacting through collisions with the environment is considered, which has been obtained from a microphysical model. The related master-equation…
We study the asymptotic behavior of Fokker-Planck equations with spatially inhomogeneous nonlinear diffusion, based on the energy dissipation law. First, we consider the Fokker-Planck equation with porous-medium-type nonlinear diffusion…
In the first paper of this series, I investigated whether a wavefunction model of a heavy particle and a collection of light particles might generate "Brownian-Motion-Like" trajectories of the heavy particle. I concluded that it was…
We derive the first-passage-time statistics of a Brownian motion driven by an exponential time-dependent drift up to a threshold. This process corresponds to the signal integration in a simple neuronal model supplemented with an…
We consider the evolution of a quantum particle hopping on a cubic lattice in any dimension and subject to a potential consisting of a periodic part and a random part that fluctuates stochastically in time. If the random potential evolves…
We consider a model system in which anomalous diffusion is generated by superposition of underlying linear modes with a broad range of relaxation times. In the language of Gaussian polymers, our model corresponds to Rouse (Fourier) modes…
Many active particles are embedded in environments that exhibit viscoelastic properties. An important class of such media lacks a single characteristic relaxation timescale when subjected to a time-dependent stress. Rather, the stress…
Einstein's explanation of Brownian motion provided one of the cornerstones which underlie the modern approaches to stochastic processes. His approach is based on a random walk picture and is valid for Markovian processes lacking long-term…
We suggest a governing equation which describes the process of polymer chain translocation through a narrow pore and reconciles the seemingly contradictory features of such dynamics: (i) a Gaussian probability distribution of the…
We derive the exact evolution equation for the probability density function of particle displacements generated by arbitrary Gaussian velocity processes, when neither Markovianity and nor stationarity are assumed. Starting from the…
Starting from first principles, we formulate a theory of wave packet propagation in a nonlinear, disordered medium of any dimension, through the derivation of a Fokker-Planck transport equation. Our theory is based on a diagrammatic…
We present a field theoretic approach to capture the motion of a particle with dry friction for one- and two-dimensional diffusive particles, and further expand the framework for two-dimensional active Brownian particles. Starting with the…
Starting with the Green's functions found for normal diffusion, we construct exact time-dependent Green's functions for subdiffusive equation (with fractional time derivatives), with the boundary conditions involving a linear combination of…
Diffusive transport in many complex systems features a crossover between anomalous diffusion at short times and normal diffusion at long times. This behavior can be mathematically modeled by cutting off (tempering) beyond a mesoscopic…
We consider a Markovian jumping process with two absorbing barriers, for which the waiting-time distribution involves a position-dependent coefficient. We solve the Fokker-Planck equation with boundary conditions and calculate the mean…
Super-diffusion, characterized by a spreading rate $t^{1/\alpha}$ of the probability density function $p(x,t) = t^{-1/\alpha} p \left( t^{-1/\alpha} x , 1 \right)$, where $t$ is time, may be modeled by space-fractional diffusion equations…