Related papers: A Note on Transportation Cost Inequalities for Dif…
The celebrated Sutherland-Einstein relation for systems at thermal equilibrium states that spread of trajectories of Brownian particles is an increasing function of temperature. Here, we scrutinize diffusion of underdamped Brownian motion…
A new fourth partial derivative is introduced for the study of transport dynamics. It is a Lagrangian partial derivative following the path of diffusion, not the path of convection. Use of this derivative decouples the effect of diffusion…
We study the diffusivity of a tagged particle in a binary mixture of Brownian particles with non-reciprocal interactions. Numerical simulations reveal that, for a broad class of interaction potentials, non-reciprocity can significantly…
In this paper, we establish large deviation principle for the strong solution of evolutionary p-Laplace equation driven by small multiplicative Brownian noise, where the weak convergence approach plays a key role. Moreover, by using…
The transport phenomenon (movement and diffusion) of inertia Brownian particles in a periodic potential with non-Gaussian noise is investigated. It is found that proper noise intensity Q will promote particles directional movement(or…
We study the behaviour of various Lyapunov functionals (relative entropies) along the solutions of a family of nonlinear drift-diffusion-reaction equations coming from statistical mechanics and population dynamics. These equations can be…
Active Brownian motion commonly assumes spherical overdamped particles. However, self-propelled particles are often neither symmetric nor overdamped yet underlie random fluctuations from their surroundings. Active Brownian motion has…
The problem of reconstructing the drift of a diffusion in $\erre^d$, $d\geq 2$, from the transition probability density observed outside a domain is considered. The solution of this problem also solves a new inverse problem for a class of…
We study many interacting Brownian particles under a tilted periodic potential. We numerically measure the linear response coefficient of the density field by applying a slowly varying potential transversal to the tilted direction. In…
We introduce a simple model of diffusive jump process where a fee is charged for each jump. The nonlinear cost function is such that slow jumps incur a flat fee, while for fast jumps the cost is proportional to the velocity of the jump. The…
In toroidal geometry, and prior to the establishment of a fully developed turbulent state, the so-called topological instability of the pressure-gradient-driven turbulence is observed. In this intermediate state, a narrow spectral band of…
We investigate the bounds between normal or anomalous effective diffusion for inertial particles transported by parallel flows. The infrared behavior of the fluid kinetic-energy spectrum, i.e. the possible presence of long-range…
We show that the quadratic transportation cost inequality $T_2$ is equivalent to both a Poincar\'e inequality and a strong form of the Gaussian concentration property. The main ingredient in the proof is a new family of inequalities, called…
In this Letter, we clarify the physical origin of effective transport in periodic and tilted periodic systems. When Brownian dynamics is examined on the scale of a single period, the particle displacement admits a natural separation into a…
Scattering from conformal interfaces in two dimensions is universal in that the flux of reflected and transmitted energy does not depend on the details of the initial state. In this letter, we present the first gravitational calculation of…
Given a positive l.s.c. convex function $\mathtt c : \mathbb R^d \to \mathbb R^d$ and an optimal transference plane $\underline{\pi}$ for the transportation problem \begin{equation*} \int \mathtt c(x'-x) \pi(dxdx'), \end{equation*} we show…
We provide a solution to the problem of optimal transport by Brownian martingales in general dimensions whenever the transport cost satisfies certain subharmonic properties in the target variable, as well as a stochastic version of the…
Deviations from Brownian motion leading to anomalous diffusion are found in transport dynamics from quantum physics to life sciences. The characterization of anomalous diffusion from the measurement of an individual trajectory is a…
We revisit the classic problem of the effective diffusion constant of a Brownian particle in a square lattice of reflecting impenetrable hard disks. This diffusion constant is also related to the effective conductivity of non-conducting and…
The lateral diffusion coefficient of a Brownian particle on a two-dimensional random surface is studied in the quenched limit for which the surface configuration is time-independent. We start with the stochastic equation of motion for a…