Related papers: Generalization of Stokes-Einstein relation to coor…
In recent works it has been demonstrated that using an appropriate rescaling, linear Boltzmann-type equations give rise to a scalar fractional diffusion equation in the limit of a small mean free path. The equilibrium distributions are…
Starting with the relativistic Boltzmann equation where the collision term was generalized to include gradients of the phase-space distribution function, we recently presented a new derivation of the equations for the relativistic…
A mixture of light-gas particles and Brownian heavy particles is analyzed within the framework of a post-Newtonian Boltzmann equation to determine the Fokker-Planck equation for the Brownian motion. For each species, the equilibrium…
We investigate the transport of inertial particles by cellular flows when advection dominates over inertia and diffusion, that is, for Stokes and P\'eclet numbers satisfying $\mathrm{St} \ll 1$ and $\mathrm{Pe} \gg 1$. Starting from the…
We solve the problem of optimal stopping of a Brownian motion subject to the constraint that the stopping time's distribution is a given measure consisting of finitely-many atoms. In particular, we show that this problem can be converted to…
In this paper we identify the Fokker-Planck equation for (reflected) Sticky Brownian Motion as a Wasserstein gradient flow in the space of probability measures. The driving functional is the relative entropy with respect to a non-standard…
The dynamics of a (quasi)one-dimensional interacting atomic Bose-Einstein condensate in a tilted optical lattice is studied in a discrete mean-field approximation, i.e., in terms of the discrete nonlinear Schr\"odinger equation. If the…
In this paper, we develop a theoretical framework for nonlinear stochastic optimal control problems with optimal stopping by establishing a density-based deterministic representation of the underlying diffusion. For state-independent…
A model for diffusion in liquids that couples the dynamics of tracer particles to a fluctuating Stokes equation for the fluid is investigated in the limit of large Schmidt number. In this limit, the concentration of tracers is shown to…
We present a study on the dynamics of a system consisting of a pair of hardcore particles diffusing with different rates. We solved the drift-diffusion equation for this model in the case when one particle, labeled F, drifts and diffuses…
We establish in this paper the existence of weak solutions of infinite-dimensional shift invariant stochastic differential equations driven by a Brownian term. The drift function is very general, in the sense that it is supposed to be…
We present a tube model for the Brownian dynamics of associating polymers in extensional flow. In linear response, the model confirms the analytical predictions for the sticky diffusivity by Leibler- Rubinstein-Colby theory. Although a…
We study the diffusive dynamics of a Brownian particle in proximity of a flat surface under non-equilibrium conditions, which are created by an anisotropic thermal environment with different temperatures being active along distinct spatial…
We investigate the dynamics of a Bose-Einstein condensate in the presence of a random potential created by optical speckles. We first consider the effect of a weak disorder on the dipole and quadrupole collective oscillations, finding…
The effective dynamics of solitons for the generalized nonlinear Schr\"odinger equation in a random potential is rigorously studied. It is shown that when the external potential varies slowly in space compared to the size of the soliton,…
There remains a useful relation between diffusion and mobility for a Langevin particle in a periodic medium subject to nonconservative forces. The usual fluctuation-dissipation relation easily gets modified and the mobility matrix is no…
In this article, we focus on the sampling of the configurational Gibbs-Boltzmann distribution, that is, the calculation of averages of functions of the position coordinates of a molecular $N$-body system modelled at constant temperature. We…
We are concerned with scaling limits of the solutions to stochastic differential equations with stationary coefficients driven by Poisson random measures and Brownian motions. We state an annealed convergence theorem, in which the limit…
Diffusion-a measure of dynamics, and entropy-a measure of disorder in the system, are found to be intimately correlated in many systems, and the correlation is often strongly non-linear. We explore the origin of this complex dependence by…
It is well known that the full compressible Navier-Stokes equations can be deduced via the Chapman-Enskog expansion from the Boltzmann equation as the first-order correction to the Euler equations with viscosity and heat-conductivity…