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The problem of diffusive bond-dissociation in a double well potential under application of an external force is scrutinized. We compute the probability distribution of rupture forces and present a detailed discussion of the influence of…
In this article, we consider McKean stochastic differential equations, as well as their corresponding McKean-Vlasov partial differential equations, which admit a unique stationary state, and we study the linearized It\^o diffusion process…
Exploiting a fluid dynamic formulation for which a probabilistic counterpart might not be available, we extend the theory of Schroedinger bridges to the case of inertial particles with losses and general, possibly singular diffusion…
Stretched-exponential relaxation is a widely observed phenomenon found in ordered ferromagnets as well as glassy systems. One modeling approach connects this behavior to a droplet dynamics described by an effective Langevin equation for the…
A mode-coupling theory for the slow single-particle dynamics in fluids adsorbed in disordered porous media is derived, which complements previous work on the collective dynamics [V. Krakoviack, Phys. Rev. E 75, 031503 (2007)]. Its…
Diffusive transport of a particle in spatially correlated random energy landscape having exponential density of states has been considered. We exactly calculate the diffusivity in the nondispersive quasi-equilibrium transport regime and…
This paper presents an {\it ab initio} derivation of the expression given by irreversible thermodynamics for the rate of entropy production for different classes of diffusive processes. The first class are Lorentz gases, where…
We consider systems of particles hopping stochastically on $d$-dimensional lattices with space-dependent probabilities. We map the master equation onto an evolution equation in a Fock space where the dynamics are given by a quantum…
The two-dimensional regular and chaotic electro-convective flow states of a dielectric liquid between two infinite parallel planar electrodes are investigated using a two-relaxation-time lattice Boltzmann method. Positive charges injected…
In the present paper a simple dynamical model for computing the osmotically driven fluid flow in a variety of complex, non equilibrium situations is derived from first principles. Using the Oberbeck-Boussinesq approximation, the basic…
We perform numerical studies of a thermally driven, overdamped particle in a random quenched force field, known as the Sinai model. We compare the unbounded motion on an infinite 1-dimensional domain to the motion in bounded domains with…
In this paper Gaussian models of retarded and accelerated anomalous diffusion are considered. Stochastic differential equations of fractional order driven by single or multiple fractional Gaussian noise terms are introduced to describe…
We consider single particle and polymer translocation where the frictional properties experienced from the environment are changing in time. This work is motivated by the interesting frequency responsive behaviour observed when a polymer is…
Deterministic diffusion in temporally oscillating convection is studied for particles with finite mass. The particles are assumed to obey a simple dissipative dynamical system and the particle diffusion is induced by the strange attractor.…
In this paper, the physics of flow instability and turbulent transition in shear flows is studied by analyzing the energy variation of fluid particles under the interaction of base flow with a disturbance. For the first time, a model…
We study linear time dispersive and dissipative systems. Very often such systems are not conservative and the standard spectral theory can not be applied. We develop a mathematically consistent framework allowing (i) to constructively…
Diffusion of colloidal particles in a complex environment such as polymer networks or biological cells is a topic of high complexity with significant biological and medical relevance. In such situations, the interaction between the…
We consider a particle evolving in the quadratic potential and subject to a time-inhomogeneous frictional force and to a random force. The couple of its velocity and position is solution to a stochastic differential equation driven by an…
This paper explores the exponential stability of two nonlinear wave equations coupled through their velocities. The analysis is divided into two main cases. First, we consider a system where one equation is damped, while the other…
The stationary and highly non-stationary resonant dynamics of the harmonically forced pendulum are described in the framework of a semi-inverse procedure combined with the Limiting Phase Trajectory concept. This procedure, implying only…