Related papers: On One-Dimensional Riccati Diffusions
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…
The dynamics of a one-dimensional stochastic model is studied in presence of an absorbing boundary. The distribution of fluctuations is analytically characterized within the generalized van Kampen expansion, accounting for higher order…
A particle with internal unobserved states diffusing in a force field will generally display effective advection-diffusion. The drift velocity is proportional to the mobility averaged over the internal states, or effective mobility, while…
A numerical method to solve the fractional diffusion equation, which could also be easily extended to many other fractional dynamics equations, is considered. These fractional equations have been proposed in order to describe anomalous…
The empirical velocity of a reaction-diffusion front, propagating into an unstable state, fluctuates because of the shot noises of the reactions and diffusion. Under certain conditions these fluctuations can be described as a diffusion…
We present several families of nonlinear reaction diffusion equations with variable coefficients including Fisher-KPP and Burgers type equations. Special exact solutions such as traveling wave, rational, triangular wave and N-wave type…
We study the diffusion of a tracer particle driven out-of-equilibrium by an external force and traveling in a dense environment of arbitrary density. The system evolves on a discrete lattice and its stochastic dynamics is described by a…
We develop a generic phenomenological model to describe the fluctuations on top of a non-equilibrium Bose-Einstein condensate. Analytic expressions are obtained for the momentum distribution of the non-condensed cloud and for the…
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…
This paper investigates pattern formation in reaction--diffusion systems with both diffusive and nondiffusive components, providing necessary and sufficient conditions for diffusion-driven instability (DDI) and establishing the existence of…
The Riccati equation method is used for study the behavior of solutions of the systems of two linear first order ordinary differential equations. All types of oscillation and regularity of these system are revealed. A generalization of…
A fluctuation law of the energy in freely-decaying, homogeneous and isotropic turbulence is derived within standard closure hypotheses for 3D incompressible flow. In particular, a fluctuation-dissipation relation is derived which relates…
This article studies the quasi-stationary behaviour of absorbed one-dimensional diffusion processes with killing on $[0,\infty)$. We obtain criteria for the exponential convergence to a unique quasi-stationary distribution in total…
For many years, the Luttinger liquid theory has served as a useful paradigm for the description of one-dimensional (1D) quantum fluids in the limit of low energies. This theory is based on a linearization of the dispersion relation of the…
We introduce a schematic non-linear diffusion model where density fluctuations induce a rich out of equilibrium dynamics. The properties of the model are studied by numerical simulations and analytically in a mean field approximation. At…
The fluctuation-dissipation theorem (FDT) is a central result in statistical physics, both for classical and quantum systems. It establishes a relationship between the linear response of a system under a time-dependent perturbation and time…
We look at a superposition of symmetric simple exclusion and Glauber dynamics in the discrete torus in dimension 1. For this model, we prove that the fluctuations around the hydrodynamic limit are described, in the diffusive scale, by an…
We investigate coupled stochastic differential equations governing N non-negative continuous random variables that satisfy a conservation principle. In various fields a conservation law requires that a set of fluctuating variables be…
Wave propagation problems have many applications in physics and engineering, and the stochastic effects are important in accurately modeling them due to the uncertainty of the media. This paper considers and analyzes a fully discrete finite…
Under general assumptions on the target distribution $p^\star$, we establish a sharp Lipschitz regularity theory for flow-matching vector fields and diffusion-model scores, with optimal dependence on time and dimension. As applications, we…