Related papers: Change of drift in one-dimensional diffusions
We show in detail some results, outlined in a previous paper regarding the case of Brownian motion (BM), about the distribution of the $n$th-passage time of a one-dimensional diffusion obtained by a space or time transformation of BM,…
We give an explicit formula for the change of speed of pushed and bistable fronts of the reaction diffusion equation when a small cutoff is applied at the unstable or metastable equilibrium point. The results are valid for arbitrary…
The element of metastability is incorporated in the fluctuating nonlinear hydrodynamic description of the mode coupling theory (MCT) of the liquid-glass transition. This is achieved through the introduction of the defect density variable…
We show how decimated Gibbs measures which have an unbroken continuous symmetry due to the Mermin-Wagner theorem, although their discrete equivalents have a phase transition, still can become non-Gibbsian. The mechanism rests on the…
We show that invertible transformations of dynamical variables can change the number of dynamical degrees of freedom. Moreover, even in cases when the number of dynamical degrees of freedom remains unchanged, the resulting dynamics can be…
For a one dimensional diffusion process $X=\{X(t) ; 0\leq t \leq T \}$, we suppose that $X(t)$ is hidden if it is below some fixed and known threshold $\tau$, but otherwise it is visible. This means a partially hidden diffusion process. The…
We have investigated the motion characteristics of a movable piston immersed in a one dimensional gas of hard rods by event-oriented molecular dynamics in the absence of thermal noise. Periodic and reflecting boundary conditions are…
This paper investigates the dynamics of a one-dimensional piston expanding into a static rarefied gas. Using asymptotic analysis in the limit of vanishing initial density, we derive sharp estimates for the piston-shock distance, the…
This paper analyses the Hamiltonian model of drift waves which describes the chaotic transport of particles in the plasma confinement. With one drift wave the system is integrable and it presents stable orbits. When one wave is added the…
We study flocking in one dimension, introducing a lattice model in which particles can move either left or right. We find that the model exhibits a continuous nonequilibrium phase transition from a condensed phase, in which a single `flock'…
The well known scaling of the Edwards-Wilkinson equation is essentially determined by dimensional analysis. Once a drift term is added, more sophisticated reasoning is required, which initially suggests that the drift term dominates over…
We consider reversible diffusions in random environment and prove the Einstein relation for this model. It says that the derivative of the effective velocity under an additional local drift equals the diffusivity of the model without drift.…
We obtain analytic expressions for the time correlation functions of a liquid of spherical particles, exact in the limit of high dimensions $d$. The derivation is long but straightforward: a dynamic virial expansion for which only the first…
Stochastic thermodynamics is an important development in the direction of finding general thermodynamic principles for non-equilibrium systems. We believe stochastic thermodynamics has the potential to benefit from the measure-theoretic…
Generalized dimensions of multifractal measures are usually seen as static objects, related to the scaling properties of suitable partition functions, or moments of measures of cells. When these measures are invariant for the flow of a…
We formulate a martingale problem that describes a diffusion process in a multidimensional Euclidean space with a membrane located on a given smooth surface and having the properties of skewing and delaying. The theorem on the existence of…
We prove a full large deviations principle in large time, for a diffusion process with random drift V, which is a centered Gaussian shear flow random field. The large deviations principle is established in a ``quenched'' setting, i.e. is…
We consider random walks in a random environment which are generalized versions of well-known effective models for Mott variable-range hopping. We study the homogenized diffusion constant of the random walk in the one-dimensional case. We…
A non-parametric diffusion model with an additive fractional Brownian motion noise is considered in this work. The drift is a non-parametric function that will be estimated by two methods. On one hand, we propose a locally linear estimator…
Although one-dimensional systems that exhibit translational symmetry are generally believed to exhibit anomalous heat transport, previous work has shown that the model of coupled rotators on a one-dimensional lattice constitute a possible…