Related papers: Application of the diffusion equation to prove sca…
We study diffusion of particles in large-scale simulations of one-dimensional stochastic sandpiles, in both the restricted and unrestricted versions. The results indicate that the diffusion constant scales in the same manner as the activity…
A physical-mathematical approach to anomalous diffusion may be based on generalized diffusion equations (containing derivatives of fractional order in space or/and time) and related random walk models. The fundamental solution (for the…
This paper is devoted the the study of the mean field limit for many-particle systems undergoing jump, drift or diffusion processes, as well as combinations of them. The main results are quantitative estimates on the decay of fluctuations…
We study the problem of homogenization for inertial particles moving in a time dependent random velocity field and subject to molecular diffusion. We show that, under appropriate assumptions on the velocity field, the large--scale,…
This paper provides a semiparametric model of estimating states of the volatility defined as the squared diffusion coefficient of a stochastic differential equation. Without assuming any functional form of the volatility function, we…
The generalized diffusion equations with fractional order derivatives have shown be quite efficient to describe the diffusion in complex systems, with the advantage of producing exact expressions for the underlying diffusive properties.…
The diffusive transport in two-dimensional incompressible turbulent fields is investigated with the aid of high-quality direct numerical simulations. Three classes of turbulence spectra that are able to capture both short and long-range…
Laminar-turbulent pattern formation is a distinctive feature of the intermittency regime in subcritical plane shear flows. By performing extensive numerical simulations of the plane channel flow, we show that the pattern emerges from a…
A theory of clustering of inertial particles advected by a turbulent velocity field caused by an instability of their spatial distribution is suggested. The reason for the clustering instability is a combined effect of the particles inertia…
We solve the Fokker-Planck equation for Brownian motion in a logarithmic potential. When the diffusion constant is below a critical value the solution approaches a non-normalizable scaling state, reminiscent of an infinite invariant…
The scaling form of the whole distribution P(D) of the random diffusion coefficient D(x) in a model of classically diffusing particles is investigated. The renormalization group approach above the lower critical dimension d=0 is applied to…
The linearization principle states that the stability (or instability) of solutions to a suitable linearization of a nonlinear problem implies the stability (or instability) of solutions to the original nonlinear problem. In this work, we…
Two models are first presented, of one-dimensional discrete-time quantum walk (DTQW) with temporal noise on the internal degree of freedom (i.e., the coin): (i) a model with both a coin-flip and a phase-flip channel, and (ii) a model with…
The percolation threshold for flow or conduction through voids surrounding randomly placed spheres is rigorously calculated. With large scale Monte Carlo simulations, we give a rigorous continuum treatment to the geometry of the…
Diffusion may obliterate fluctuation signals of the QCD phase transition in nuclear collisions at SPS and RHIC energies. We propose a hyperbolic diffusion equation to study the dissipation of net charge fluctuations. This equation is needed…
We study the motion of a particle sliding under the action of an external field on a stochastically fluctuating one-dimensional Edwards-Wilkinson surface. Numerical simulations using the single-step model shows that the mean-square…
For general dissipative dynamical systems we study what fraction of solutions exhibit chaotic behavior depending on the dimensionality $d$ of the phase space. We find that a system of $d$ globally coupled ODE's with quadratic and cubic…
A method is proposed for the calculation of diffusion constants for one-dimensional maps exhibiting deterministic diffusion. The procedure is based on harmonic inversion and uses a known relation between the diffusion constant and the…
We propose a generalized diffusion equation for a flat Euclidean space subjected to a continuous infinitesimal scale transform. For the special cases of an algebraic or exponential expansion/contraction, governed by time-dependent scale…
We develop a theory describing how a convectively unstable active field in an open flow is transformed into absolutely unstable by local mixing. Presenting the mixing region as one with a locally enhanced effective diffusion allows us to…