Related papers: Ergodic properties of heterogeneous diffusion proc…
In this paper, we study the long-time behavior of a fluid particle immersed in a turbulent fluid driven by a diffusion with jumps, that is, a Feller process associated with a non-local operator. We derive the law of large numbers and…
In the framework of statistical mechanics the properties of macroscopic systems are deduced starting from the laws of their microscopic dynamics. One of the key assumptions in this procedure is the ergodic property, namely the equivalence…
The objective of this paper is to characterize the structure of the set $\Theta$ for a continuous ergodic upper probability $\mathbb{V}=\sup_{P\in\Theta}P$ (Theorem \ref {main result}): . $\Theta$ contains a finite number of ergodic…
We compare ergodic properties of the kinetic energy for three stochastic models of subrecoil-laser-cooled gases. One model is based on a heterogeneous random walk (HRW), another is an HRW with long-range jumps (the exponential model), and…
Bias plays an important role in the enhancement of diffusion in periodic potentials. Using the continuous-time random walk in the presence of a bias, we provide a novel mechanism for the enhancement of diffusion in a random energy…
This paper deals with some self-interacting diffusions $(X_t,t\geq 0)$ living on $\mathbb{R}^d$. These diffusions are solutions to stochastic differential equations: \[\mathrm{d}X_t=\mathrm{d}B_t-g(t)\nabla…
We consider Langevin equation with dichotomously fluctuating diffusivity, where the diffusion coefficient changes dichotomously in time, in order to study fluctuations of time-averaged observables in temporary heterogeneous diffusion…
We study the asymptotic properties of the trajectories of a discrete-time random dynamical system in an infinite-dimensional Hilbert space. Under some natural assumptions on the model, we establish a multiplica-tive ergodic theorem with an…
The nature of diffusion is usually studied for particles or time-evolving systems. Similar in principle, such studies can be conducted by tracking how a given function of observable properties evolves over time-akin to the evolution of…
It has recently been shown that there are substantial differences in the regularity behavior of the empirical process based on scalar diffusions as compared to the classical empirical process, due to the existence of diffusion local time.…
The diffusivity of tagged particles is demonstrated to be very heterogeneous on time scales comparable to or shorter than the $\alpha$ relaxation time $\tau_{\alpha}$ ($\cong$ the stress relaxation time) in a highly supercooled liquid via…
We study small perturbations of diffusion processes in $\mathbb{R}^d$ that leave invariant a finite collection of hypersurfaces. Each surface is assumed to be repelling for the unperturbed process, and the unperturbed motion on each of the…
We study viscoelastic subdiffusion in bistable and periodic potentials within the Generalized Langevin Equation approach. Our results justify the (ultra)slow fluctuating rate view of the corresponding bistable non-Markovian dynamics which…
Diffusive scaling of position moments and a central limit theorem are obtained for the mean position of a quantum particle hopping on a cubic lattice and subject to a random potential consisting of a large static part and a small part that…
The ensemble properties and time-averaged observables of a memory-induced diffusive-superdiffusive transition are studied. The model consists in a random walker whose transitions in a given direction depend on a weighted linear combination…
We propose a model of sub-diffusion in which an external force is acting on a particle at all times not only at the moment of jump. The implication of this assumption is the dependence of the random trapping time on the force with the…
We study occupation time statistics in ergodic continuous-time random walks. Under thermal detailed balance conditions, the average occupation time is given by the Boltzmann-Gibbs canonical law. But close to the non-ergodic phase, the…
The diffusion behavior of particles moving in complex heterogeneous environment is a very topical issue. We characterize particle's trajectory via an underdamped Langevin system driven by a Gaussian white noise with a time dependent…
We study a dynamic scheduling problem for a multi-class queueing network with a large pool of statistically identical servers. The arrival processes are Poisson, and service times and patience times are assumed to be exponentially…
Diffusion is a central phenomenon in almost all fields of natural science revealing microscopic processes from the observation of macroscopic dynamics. Here, we consider the paradigmatic system of a single atom diffusing in a periodic…