Related papers: Change of drift in one-dimensional diffusions
The Fleming-Viot process describes a system of $N$ particles diffusing on a graph with an absorbing site. Whenever one of the particles is absorbed, it is replaced by a new particle at the position of one of the $N-1$ remaining particles.…
The clearing up of a wave nature of the energy and mass transfer phenomena in classical expressions of the molecular-kinetic theory has allowed to find a quantitative measure of intensity of processes of a thermal conductivity, viscosity…
The properties of a particle diffusing on a one-dimensional lattice where at each site a random barrier and a random trap act simultaneously on the particle are investigated by numerical and analytical techniques. The combined effect of…
For non-equilibrium systems of interacting particles and for interacting diffusions in d dimensions, a novel fluctuation relation is derived. The theorem establishes a quantitative relation between the probabilities of observing two current…
It is shown that the critical properties of a recently studied model for non-equilibrium wetting are robust if one extends the dynamic rules by single-particle diffusion on terraces of the wetting layer. Examining the behavior at the…
We consider stochastic rules of mass transport which lead to steady states that factorize over the links of a one-dimensional ring. Based on the knowledge of the steady states, we derive the onset of a phase transition from a liquid to a…
We consider models given by Hamiltonians of the form $$H(I,\phi,p,q,t;\epsilon) = h(I) + \sum_{j = 1}^n \pm(\frac{1}{2} p_j^2 + V_j(q_j)) + \epsilon Q(I,\phi,p,q,t;\epsilon)$$ where $I,\phi$ are d-dimensional actions and angles, $p,q$ are…
We report new measurements of single particle dispersion in turbulent two-dimensional (2D) flows. Laboratory experiments in electromagnetically driven and Faraday wave driven turbulence reveal a transition from weakly dispersing…
Using simulations and a simple mean-field theory, we investigate jamming transitions in a two-species lattice gas under non-equilibrium steady-state conditions. The two types of particles diffuse with different mobilities on a square…
Asymptotic theory for approximate martingale estimating functions is generalised to diffusions with finite-activity jumps, when the sampling frequency and terminal sampling time go to infinity. Rate optimality and efficiency are of…
A simple Kronig-Penney model for one-dimensional (1D) mesoscopic systems with $\delta $ peak potentials is used to study numerically the influence of a spatial disorder on the conductance fluctuations and distribution at different regimes.…
We consider the time dependent dispersion properties of overdamped tracer particles diffusing in a one dimensional periodic potential under the influence of an additional constant tilting force $F$. The system is studied in the region where…
Generalized action invariants are identified for various models of drift wave turbulence in the presence of the mean shear flow. It is shown that the wave kinetic equation describing the interaction of the small scale turbulence and large…
This article is accepted for publication in the "Annals I.H.P. Prob. & Stat.". We investigate the ballistic behavior of diffusions in random environment. We introduce conditions in the spirit of (T) and (T') of the discrete setting, cf.…
Infiltration of diffusing particles from one material to another where the diffusion mechanism is either normal or anomalous is a widely observed phenomena. When the diffusion is anomalous we find interesting behaviors: diffusion may lead…
This work focuses on a class of functional stochastic Hamiltonian systems with singular coefficients and state-dependent switching, in which the switching process has a countably infinite state space. First, by Girsanov's transformation, we…
We demonstrate the existence of an anomalous structure in the data on the diffractive elastic scattering of hadrons at high energies and small momentum transfer. We analyze five sets of experimental data on $p(\overline{p})-p $ scattering…
The notion of drift refers to the phenomenon that the distribution, which is underlying the observed data, changes over time. Albeit many attempts were made to deal with drift, formal notions of drift are application-dependent and…
We consider the motion of a matter-wave bright soliton under the influence of a cloud of thermal particles. In the ideal one-dimensional system, the scattering process of the quasiparticles with the soliton is reflectionless, however, the…
We study the dynamical properties of the Brownian diffusions having $\sigma {\rm Id}$ as diffusion coefficient matrix and $b=\nabla U$ as drift vector. We characterize this class through the equality $D^2_+=D^2_-$, where $D_{+}$ (resp.…