Related papers: Transport in Stochastic Goupillaud Media
Static or frozen disorder, characterised by spatial heterogeneities, influences diverse complex systems, encompassing many-body systems, equilibrium and nonequilibrium states of matter, intricate network topologies, biological systems, and…
We consider the optimal transport problem between multivariate Gaussian stationary stochastic processes. The transportation effort is the variance of the filtered discrepancy process. The main contribution of this technical note is to show…
Numerical evidence of non-diffusive transport in three-dimensional, resistive pressure-gradient-driven plasma turbulence is presented. It is shown that the probability density function (pdf) of test particles' radial displacements is…
The smoothing distribution is the conditional distribution of the diffusion process in the space of trajectories given noisy observations made continuously in time. It is generally difficult to sample from this distribution. We use the…
The propagation of acoustic waves in a poro-elastic medium of infinite extension containing spherical cavities randomly distributed is investigated. The scattering coefficients are computed in the low frequency limit using the sealed pore…
The process of diffusion is the most elementary stochastic transport process. Brownian motion, the representative model of diffusion, played a important role in the advancement of scientific fields such as physics, chemistry, biology and…
A general method is proposed which allows one to estimate drift and diffusion coefficients of a stochastic process governed by a Langevin equation. It extends a previously devised approach [R. Friedrich et al., Physics Letters A 271, 217…
We investigate the effective conductivity ($\sigma_e$) of a class of amorphous media defined by the level-cut of a Gaussian random field. The three point solid-solid correlation function is derived and utilised in the evaluation of the…
Motivated by the phenomenon of transport barriers in fusion plasma devices, we write a mathematical model of heat dispersion in a turbulent fluid with a transport barrier, properly idealized; in a scaling limit of the turbulence model with…
The Levy diffusion processes are a form of non ordinary statistical mechanics resting, however, on the conventional Markov property. As a consequence of this, their dynamic derivation is possible provided that (i) a source of randomness is…
A simple manner to describe the diffusive relaxation of a colloidal fluid adsorbed in a porous medium is to model the porous medium as a set of spherical particles fixed in space at random positions with prescribed statistical structural…
We discuss transport equations resulting from relativistic diffusions in the proper time. We show that a solution of the transport equation can be obtained from the solution of the diffusion equation by means of an integration over the…
We present a self-organized stochastic model for the dynamics of a single flux line in random media. The dynamics for the flux line in the longitudinal and the transversal direction to an averaged moving direction are coupled to each other.…
This paper investigates the Gaussian quasi-likelihood estimation of an exponentially ergodic multidimensional Markov process, which is expressed as a solution to a L\'{e}vy driven stochastic differential equation whose coefficients are…
We study transport of a weakly diffusive pollutant (a passive scalar) by thermoconvective flow in a fluid-saturated horizontal porous layer heated from below under frozen parametric disorder. In the presence of disorder (random frozen…
The statistical properties of the $E \times B$ flux in different types of plasma turbulence simulations are investigated using probability density distribution functions (PDF). The physics included in the models ranges from two dimensional…
We develop a time domain random walk approach for conservative solute transport in heterogeneous media where medium properties vary over a distribution of length scales. The spatial transition lengths are equal to the heterogeneity length…
Complex systems with multiple processes evolving on different temporal scales are naturally described by multilayer networks, where each layer represents a different timescale. In this work, we show how the multilayer structure shapes the…
We consider on the torus the scaling limit of stochastic 2D (inviscid) fluid dynamical equations with transport noise to deterministic viscous equations. Quantitative estimates on the convergence rates are provided by combining analytic and…
In this paper we study a one-dimensional space-discrete transport equation subject to additive Levy forcing. The explicit form of the solutions allows their analytic study. In particular we discuss the invariance of the covariance structure…