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We study the stochastic motion of a particle subject to spatially varying Lorentz force in the small-mass limit. The limiting procedure yields an additional drift term in the overdamped equation that cannot be obtained by simply setting…
In systems with overdamped dynamics, the Lorentz force reduces the diffusivity of a Brownian particle in the plane perpendicular to the magnetic field. The anisotropy in diffusion implies that the Fokker-Planck equation for the probabiliy…
The motion of a fluid induced by thermal gradients in the absence of driving forces is known as thermo-osmosis. The physical explanation of this phenomenon stems from the emergence of gradients in the tangential pressure due to the presence…
We develop a formally exact technique for obtaining steady-state distributions of non-interacting active Brownian particles in a variety of systems. Our technique draws on results from the theory of two-way diffusion equations to solve the…
The weak noise limit of dissipative dynamical systems is often the most fascinating one. In such a case fluctuations can interact with a rich complexity frequently hidden in deterministic systems to give rise of completely new phenomena…
We analytically study the role of nonconservative forces, namely viscous couplings, on the statistical properties of the energy flux between two Brownian particles kept at different temperatures. From the dynamical model describing the…
Phenomenological approach is developed in the theory of spin-valve type ferromagnetic junctions to describe exchange switching by current flowing perpendicular to interfaces. Forward and backward current switching effects are described and…
We study an inertial Brownian particle moving in a symmetric periodic substrate, driven by a zero-mean biharmonic force and correlated thermal noise. The Brownian motion is described in terms of a Generalized Langevin Equation with an…
We have studied the entropy-driven mechanism leading to stationary patterns formation in stochastic systems with local dynamics and non-Fickian diffusion. We have shown that a multiplicative noise fulfilling a fluctuation-dissipation…
We use the Fokker-Planck equation and its moment equations to study the collective behavior of interacting particles in unsteady one-dimensional flows. Particles interact according to a long-range attractive and a short-range repulsive…
We consider in this work small random perturbations (of multiplicative noise type) of the gradient flow. We prove that under mild conditions, when the potential function is a Morse function with additional strong saddle condition, the…
Fluidisation is the process by which the weight of a bed of particles is supported by a gas flow passing through it from below. When fluidised materials flow down an incline, the dynamics of the motion differ from their non-fluidised…
The transport phenomenon (movement and diffusion) of inertia Brownian particles in a periodic potential with non-Gaussian noise is investigated. It is found that proper noise intensity Q will promote particles directional movement(or…
We present the results of a numerical investigation of charged-particle transport across a synthesized magnetic configuration composed of a constant homogeneous background field and a multiscale perturbation component simulating an effect…
The main result of the present paper is a statement on existence, uniqueness and regularity for mild solutions to a parabolic transport diffusion type equation that involves a non-smooth coefficient. We investigate related Cauchy problems…
The response of thermodynamic systems perturbed out of an equilibrium steady-state is described by the reciprocal and the fluctuation-dissipation relations. The so-called fluctuation theorems extended the study of fluctuations far beyond…
Granular flows through pipes show interesting phenomena, e.g. clogging and density waves, 1/f-noise. These things are fairly good studied by computer-experiments, but there is a lack in theoretical and analytical consideration. We introduce…
This is a set of four lectures devoted to simple ideas about turbulent transport, a ubiquitous non-equilibrium phenomenon. In the course similar to that given by the author in 2006 in Warwick [45], we discuss lessons which have been learned…
Transport phenomena are ubiquitous in nature and known to be important for various scientific domains. Examples can be found in physics, electrochemistry, heterogeneous catalysis, physiology, etc. To obtain new information about diffusive…
In this paper, we prove a mimicking theorem for stochastic processes with an additive Gaussian noise along with some entropy and transport type estimates. As an application of these results, we prove sharp quantitative propagation of chaos…