Related papers: Change of drift in one-dimensional diffusions
We study the transmission of random walkers through a finite-size inhomogeneous material with a quenched, long-range correlated distribution of scatterers. We focus on a finite one-dimensional structure where walkers undergo random…
We study jump-diffusion processes with parameters switching at random times. Being motivated by possible applications, we characterise equivalent martingale measures for these processes by means of the relative entropy. The minimal entropy…
We present a systematic study of dynamical heterogeneity in a model for permanent gels, upon approaching the gelation threshold. We find that the fluctuations of the self intermediate scattering function are increasing functions of time,…
We show that a unified and maximally generalized approach to spatial transformation design is possible, one that encompasses all second order waves, rays, and diffusion processes in anisotropic media. Until the final step, it is unnecessary…
Using martingale theory, we compute, in very few lines, exact analytical expressions for various first-exit-time statistics associated with one-dimensional biased diffusion. Examples include the distribution for the first-exit time from an…
General turbulent mean statistics are shown to be characterized by a variational principle. The variational functionals, or ``effective actions'', have experimental consequences for turbulence fluctuations and are subject to realizability…
We study the condensation phenomenon for the invariant measures of the mean-field model of reversible coagulation-fragmentation processes conditioned to a supercritical density of particles. It is shown that when the parameters of the…
Using group theory arguments and numerical simulations, we demonstrate the possibility of changing the vorticity or topological charge of an individual vortex by means of the action of a system possessing a discrete rotational symmetry of…
Energetic particles in a turbulent medium can be subject to second-order Fermi acceleration due to scattering on moving plasma waves. This mechanism leads to growing particle momentum dispersion and, at the same time, increases the mean…
A numerical molecular dynamics experiment measuring the two-time correlation function of the transversal velocity field in the homogeneous cooling state of a granular gas is reported. By measuring the decay rate and the amplitude of the…
We study the probability distribution of a current flowing through a diffusive system connected to a pair of reservoirs at its two ends. Sufficient conditions for the occurrence of a host of possible phase transitions both in and out of…
We propose a generalized perspective on the behavior of high-order derivative moments in turbulent shear flows by taking account of the roles of small-scale intermittency and mean shear, in addition to the Reynolds number. Two asymptotic…
A concentration difference of particles across a membrane perforated by pores will induce a diffusive flux. If the diffusing objects are of the same length scale as the the pores, diffusion may not be simple, objects can move into the pore…
We consider a two dimensional Turing like system with two diffusing species which interact with each other. Considering the species to be charged, we include the effect of an electric field along a given direction which can lead to a drift…
The paper deals with a certain class of random evolutions. We develop a construction that yields an invariant measure for a continuous-time Markov process with random transitions. The approach is based on a particular way of constructing…
We study the empirical process arising from a multi-dimensional diffusion process with periodic drift and diffusivity. The smoothing properties of the generator of the diffusion are exploited to prove the Donsker property for certain…
The first-order general relativistic theory of a generic dissipative (heat-conducting, viscous, particle-creating) fluid is rediscussed from a unified covariant frame-independent point of view. By generalizing some previous works in the…
Shape-dependent thermodynamics and non-local hydrodynamics are argued to occur in dissipative steady states of driven diffusive systems. These predictions are confirmed by numerical simulations. Unlike power-law correlations, these…
We consider a one-dimensional microscopic reaction-diffusion process obtained as a superposition of a Glauber and a Kawasaki dynamics. The reaction term is tuned so that a dynamical phase transition occurs in the model as a suitable…
The diffusion of uni-directional magnetic fields by two dimensional turbulent flows in a weakly ionized gas is studied. The fields here are orthogonal to the plane of fluid motion. This simple model arises in the context of the decay of the…