Related papers: On One-Dimensional Riccati Diffusions
We develop fluctuational electrodynamics for media with nonlinear optical response. In a perturbative manner, we amend the stochastic Helmholtz equation to describe fluctuations in a nonlinear setting, in agreement with the fluctuation…
New one-leg multistep time discretizations of nonlinear evolution equations are investigated. The main features of the scheme are the preservation of the nonnegativity and the entropy-dissipation structure of the diffusive equations. The…
Propagating fronts arising from bistable reaction-diffusion equations are a purely deterministic effect. Stochastic reaction-diffusion processes also show front propagation which coincides with the deterministic effect in the limit of small…
We study the dynamics of inertial particles in turbulence using datasets obtained from both direct numerical simulations and laboratory experiments of turbulent swirling flows. By analyzing time series of particle velocity increments at…
Through a Euclidean path integral we establish that the density fluctuations of a Fermi fluid in one dimension are related to vicinal surfaces and to the stochastic dynamics of particles interacting through long range forces with inverse…
When a particle diffuses in a medium with spatially dependent friction coefficient $\alpha(r)$ at constant temperature $T$, it drifts toward the low friction end of the system even in the absence of any real physical force $f$. This…
In this paper we look at the properties of limits of a sequence of real valued time inhomogeneous diffusions. When convergence is only in the sense of finite-dimensional distributions then the limit does not have to be a diffusion. However,…
We study the influence of a dissipation process on diffusion dynamics triggered by fluctuations with long-range correlations. We make the assumption that the perturbation process involved is of the same kind as those recently studied…
We study the surface diffusion flow acting on a class of general (non--axisymmetric) perturbations of cylinders $\mathcal{C}_r$ in ${\rm I \! R}^3$. Using tools from parabolic theory on uniformly regular manifolds, and maximal regularity,…
We develop a fluctuation theory of connectivities for subcritical random cluster models. The theory is based on a comprehensive nonperturbative probabilistic description of long connected clusters in terms of essentially one-dimensional…
A finite-time fluctuation theorem is proved for the diffusion-influenced surface reaction A<->B in a domain with any geometry where the species A and B undergo diffusive transport between the reservoir and the catalytic surface. A…
We study a fractional diffusion problem in the divergence form in one space dimension. We define a notion of the viscosity solution. We prove existence of viscosity solutions to the fractional diffusion problem with the Dirichlet boundary…
In this paper, we study Jarzynski's equality and fluctuation theorems for diffusion processes. While some of the results considered in the current work are known in the (mainly physics) literature, we review and generalize these…
This paper is concerned with the large-time behavior of solutions to the Cauchy problem on the two-fluid Euler-Maxwell system with collisions when initial data are around a constant equilibrium state. The main goal is the rigorous…
Two influential exact results in classical one-dimensional diffusive transport are about current statistics for the symmetric simple exclusion process: one in the stationary state on a finite line coupled with two unequal reservoirs at the…
A subdiffusion problem in which the diffusion term is related to a stable stochastic process is introduced. Linear models of these systems have been studied in a general way, but non-linear models require a more specific analysis. The model…
We study the spectral stability of travelling and stationary front and pulse solutions in a class of degenerate reaction-diffusion systems. We characterise the essential spectrum of the linearised operator in full generality and identify…
Diffusion processes are widespread in biological and chemical systems, where they play a fundamental role in the exchange of substances at the cellular level and in determining the rate of chemical reactions. Recently, the classical picture…
We study the notion of stochastic stability with respect to diffusive perturbations for flows with smooth invariant measures. We investigate the question fully for non-singular flows on the circle. We also show that volume-preserving flows…
In this work, a result of exponential stability is obtained for solutions of a compressible flow-structure partial differential equation (PDE) model which has recently appeared in the literature. In particular, a compressible flow PDE and…