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In the present study we examine non-Gaussian spreading of solutes subject to advection, dispersion and kinetic sorption (adsorption/desorption). We start considering the behavior of a single particle and apply a random walk to describe…

Probability · Mathematics 2011-01-14 Gerard Uffink , Amro Elfeki , Michel Dekking , Johannes Bruining , Cor Kraaikamp

Recent investigations of turbulent circulation fluctuations have uncovered substantial insights into the statistical organization of flow structures and revealed unexpected geometric features of turbulent intermittency. Of particular…

Diffusion of small particles is omnipresent in a plentiful number of processes occurring in Nature. As such, it is widely studied and exerted in almost all branches of sciences. It constitutes such a broad and often rather complex subject…

Statistical Mechanics · Physics 2023-01-11 Jakub Spiechowicz , Ivan G. Marchenko , Peter Hänggi , Jerzy Łuczka

Anisotropic diffusion processes emerge in various fields such as transport in biological tissue and diffusion in liquid crystals. In such systems, the motion is described by a diffusion tensor. For a proper characterization of processes…

Data Analysis, Statistics and Probability · Physics 2013-11-14 Mario Heidernätsch , Michael Bauer , Günter Radons

Diffusivity is a key quantity in describing velocity fluctuations in granular materials. These fluctuations are the basis of many thermodynamic and hydrodynamic models which aim to provide a statistical description of granular systems. We…

Soft Condensed Matter · Physics 2009-11-10 Brian Utter , R. P. Behringer

We study the distribution of resistance fluctuations of conducting thin films with different levels of internal disorder. The film is modeled as a resistor network in a steady state determined by the competition between two biased…

Disordered Systems and Neural Networks · Physics 2009-11-10 C. Pennetta , E. Alfinito , L. Reggiani , S. Ruffo

We investigate the Brownian diffusion of particles in one spatial dimension and in the presence of finite regions within which particles can either evaporate or be reset to a given location. For open boundary conditions, we highlight the…

Statistical Mechanics · Physics 2020-11-04 Gennaro Tucci , Andrea Gambassi , Shamik Gupta , Édgar Roldán

We consider a system of $N$ disordered mean-field interacting diffusions within spatial constraints: each particle $\theta_i$ is attached to one site $x_i$ of a periodic lattice and the interaction between particles $\theta_i$ and…

Probability · Mathematics 2020-01-16 Eric Luçon , Wilhelm Stannat

We investigate the properties of a model of granular matter consisting of $N$ Brownian particles on a line subject to inelastic mutual collisions. This model displays a genuine thermodynamic limit for the mean values of the energy and the…

Statistical Mechanics · Physics 2009-10-31 A. Puglisi , V. Loreto , U. Marini Bettolo Marconi , A. Petri , A. Vulpiani

We study the diffusion of particles confined close to a single wall and in double-wall planar channel geometries where the local diffusivities depend on the distance to the boundaries. Displacement parallel to the walls is Brownian as…

Linear diffusions are used to model a large number of stochastic processes in physics, including small mechanical and electrical systems perturbed by thermal noise, as well as Brownian particles controlled by electrical and optical forces.…

Statistical Mechanics · Physics 2023-05-10 Johan du Buisson , Hugo Touchette

We introduce a deductive statistical mechanics approach for granular materials which is formally built from few realistic physical assumptions. The main finding is an universal behavior for the distribution of the density fluctuations. Such…

Soft Condensed Matter · Physics 2008-06-25 T. Aste , T. Di Matteo

The influence of dissipation on the fluctuation statistics of the total energy is investigated through both a phenomenological and a stochastic model for dissipative energy-transfer through a cascade of states. In equilibrium the states…

Statistical Mechanics · Physics 2013-06-27 Eric Bertin , Peter C. W. Holdsworth

This paper is concerned with the stochastic thermodynamics of non-equilibrium Gaussian processes that can exhibit anomalous diffusion. In the systems considered, the noise correlation function is not necessarily related to friction. Thus,…

Statistical Mechanics · Physics 2022-12-20 S. Mohsen J. Khadem , Rainer Klages , Sabine H. L. Klapp

A quantitatively reliable theoretical description of the dynamics of fluctuations in non-equilibrium is indispensable in the experimental search for the QCD critical point by means of ultra-relativistic heavy-ion collisions. In this work we…

Nuclear Theory · Physics 2019-06-26 Marlene Nahrgang , Marcus Bluhm , Thomas Schaefer , Steffen A. Bass

We consider the accuracy of an approximate posterior distribution in nonparametric regression problems by combining posterior distributions computed on subsets of the data defined by the locations of the independent variables. We show that…

Statistics Theory · Mathematics 2025-04-29 Botond Szabo , Amine Hadji , Aad van der Vaart

We analytically describe the decay to equilibrium of generic observables of a non-integrable system after a perturbation in the form of a random matrix. We further obtain an analytic form for the time-averaged fluctuations of an observable…

Quantum Physics · Physics 2019-06-05 Charlie Nation , Diego Porras

We give new and explicitly computable examples of Gibbs-non-Gibbs transitions of mean-field type, using the large deviation approach introduced in [4]. These examples include Brownian motion with small variance and related diffusion…

Probability · Mathematics 2012-12-05 Frank Redig , Feijia Wang

The mechanism of diffusing diffusivity predicts that, in environments where the diffusivity changes gradually, the displacement distribution becomes non-Gaussian, even though the mean-squared displacement (MSD) grows linearly with time.…

Statistical Mechanics · Physics 2017-10-18 Mpumelelo Matse , Mykyta V. Chubynsky , John Bechhoefer

We investigate the fluctuations around the average density profile in the weakly asymmetric exclusion process with open boundaries in the steady state. We show that these fluctuations are given, in the macroscopic limit, by a centered…

Other Condensed Matter · Physics 2009-11-11 B. Derrida , C. Enaud , C. Landim , S. Olla
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