Related papers: Diffusion-approximation in stochastically forced k…

A set of quantum hydrodynamic equations are derived from the moments of the electrostatic mean-field Wigner kinetic equation. No assumptions are made on the particular local equilibrium or on the statistical ensemble wave functions. Quantum…

We derive the second-order hydrodynamic equation and the microscopic formulae of the relaxation times as well as the transport coefficients systematically from the relativistic Boltzmann equation. Our derivation is based on a novel…

This paper is devoted to the approximation of the linear Boltzmann equation by fractional diffusion equations. Most existing results address this question when there is no external acceleration field. The goal of this paper is to…

We consider a kinetic model of two species of particles interacting with a reservoir at fixed temperature, described by two coupled Vlasov-Fokker-Plank equations. We prove that in the diffusive limit the evolution is described by a…

In a previous paper [I. Bena, M. Malek Mansour, and F. Baras, ``Hydrodynamic fluctuations in the Kolmogorov flow: Linear regime", Phys. Rev. E 59, 5503 - 5510 (1999)] the statistical properties of the linearized Kolmogorov flow have been…

We derive exact equations governing the large-scale dynamics of hard rods, including diffusive effects that go beyond ballistic transport. Diffusive corrections are the first-order terms in the hydrodynamic gradient expansion and we obtain…

This paper is devoted to an interacting particle system that provides probabilistic interpretation of the wave equation on graphs. A Feynman-Kac-type formula is established, connecting the expectation of the process with the wave equation…

The recently established connection between stochastic thermodynamics and fluctuating hydrodynamics is applied to a study of efficiencies in the coupled transport of heat and matter on a small scale. A stochastic model for a mesoscopic cell…

We derive for the first time in the literature a rate of convergence in the hydrodynamic limit of the Kawasaki dynamics for a one-dimensional lattice system. We use an adaptation of the two-scale approach. The main difference to the…

We present a microscopic derivation of the nonlinear fluctuating hydrodynamic equation for the homogeneous crystalline solid from the Hamiltonian description of a many-particle system. We propose a microscopic expression of the displacement…

We consider the time-dependent statistical distributions of diffusive processes in relaxation to a stationary state for simple, two dimensional chaotic models based upon random walks on a line. We show that the cumulative functions of the…

We consider a class of time-homogeneous diffusion processes on $\mathbb{R}^{n}$ with common invariant measure but varying volatility matrices. In Euclidean space, we show via stochastic control of the diffusion coefficient that the…

We introduce non-perturbative analytical techniques for the derivation of the hydrodynamic manifolds from kinetic equations. The new approach is analogous to the Schwinger-Dyson equation of quantum field theories, and its derivation is…

We investigate finite-size effects on diffusion in confined fluids using molecular dynamics simulations and hydrodynamic calculations. Specifically, we consider a Lennard-Jones fluid in slit pores without slip at the interface and show that…

We discuss the dynamics and thermodynamics of systems with long-range interactions. We contrast the microcanonical description of an isolated Hamiltonian system to the canonical description of a stochastically forced Brownian system. We…

We develop a general formalism for introducing stochastic fluctuations around thermodynamic equilibrium which takes into account, for the first time, recent developments on the causality and stability properties of relativistic hydrodynamic…

We develop a set of kinetic equations for hydrodynamic fluctuations which are equivalent to nonlinear hydrodynamics with noise. The hydro-kinetic equations can be coupled to existing second order hydrodynamic codes to incorporate the…

We derive a quantitative version of the hydrodynamic limit for an interacting particle system inspired by integrate-and-fire neuron models. More precisely, we show that the $L^2$-speed of convergence of the empirical density of states in a…

The self-diffusion process of a hard sphere fluid confined by two parallel plates separated by a distance on the order of the particle diameter is studied. The starting point is a closed kinetic equation for the distribution function that…

Many mathematical models for biological phenomena, such as the spread of diseases, are based on reaction-diffusion equations for densities of interacting cell populations. We present a consistent derivation of reaction-diffusion equations…