Related papers: (Nonequilibrium) dynamics of diffusion processes w…
We present a Master Equation formulation based on a Markovian random walk model that exhibits sub-diffusion, classical diffusion and super-diffusion as a function of a single parameter. The non-classical diffusive behavior is generated by…
The microscopic origin of dissipation of a driven quantum many body system is addressed in the framework of a parametric banded random matrix approach. We find noticeable violations of the fluctuation-dissipation theorem and we observe also…
We show how to derive an effective nonlinear dynamics, described by the Hartree-Fock equations, for fermionic quantum particles confined to a two-dimensional box and in presence of an external, uniform magnetic field. The derivation invokes…
Based on classical transport theory, we present a general set of covariant equations describing the dynamics of mean fields and their statistical fluctuations in a non-Abelian plasma in or out-of-equilibrium. A procedure to obtain the…
We discuss a general class of nonlinear mean-field Fokker-Planck equations [P.H. Chavanis, Phys. Rev. E, 68, 036108 (2003)] and show their applications in different domains of physics, astrophysics and biology. These equations are…
In this paper we consider a nonlinear Fokker-Planck equation with asymptotically small parameters. It describes the diffusion of finite-size particles in the presence of a fixed distribution of obstacles in the limit of low-volume fraction.…
Celebrated fluctuation-dissipation theorem (FDT) linking the response function to time dependent correlations of observables measured in the reference unperturbed state is one of the central results in equilibrium statistical mechanics. In…
Anomalous dynamics characterized by non-Gaussian probability distributions (PDFs) and/or temporal long-range correlations can cause subtle modifications of conventional fluctuation relations. As prototypes we study three variants of a…
A procedure is presented for solving the Fokker-Planck equation with constant diffusion but non-stationary drift. It is based on the correspondence between the Fokker-Planck equation and the non-stationary Schr\"odinger equation. The…
We propose a new Neural Galerkin Normalizing Flow framework to approximate the transition probability density function of a diffusion process by solving the corresponding Fokker-Planck equation with an atomic initial distribution,…
Quantum drift-diffusion equations are derived for a two-dimensional electron gas with spin-orbit interaction of Rashba type. The (formal) derivation turns out to be a non-standard application of the usual mathematical tools, such as Wigner…
We study diffusion of colloids on a fluid-fluid interface using particle simulations and fluctuating hydrodynamics. Diffusion on a two-dimensional interface with three-dimensional hydrodynamics is known to be anomalous, with the collective…
This work investigates the evolution of the distribution of charged particles due to the mechanism of stochastic turbulent acceleration (STA) in presence of small-scale turbulence with a mean magnetic field. STA is usually modelled as a…
Quasilinear perpendicular diffusion of charged particles in fluctuating electromagnetic fields is the focus of this paper. A general transport parameter for perpendicular diffusion is presented being valid for an arbitrary turbulence…
For boundary-driven non-equilibrium Markov models of non-interacting particles in one dimension, either in continuous space with the Fokker-Planck dynamics involving an arbitrary force $F(x)$ and an arbitrary diffusion coefficient $D(x)$,…
When a particle diffuses in a medium with spatially dependent friction coefficient $\alpha(r)$ at constant temperature $T$, it drifts toward the low friction end of the system even in the absence of any real physical force $f$. This…
Diffusion and rectification of Brownian particles powered by a rotating wheel are numerically investigated in a two-dimensional channel. The nonequilibrium driving comes from the rotating wheel, which can break thermodynamical equilibrium…
We propose a general method to identify nonlinear Fokker--Planck--Kolmogorov equations (FPK equations) as gradient flows on the space of probability measures on $\mathbb{R}^d$ with a natural differential geometry. Our notion of gradient…
Motivated by recent work on approximation of diffusion equations by deterministic interacting particle systems, we develop a nonlocal approximation for a range of linear and nonlinear diffusion equations and prove convergence of the method…
This is an attempt to address diffusion phenomena from the point of view of information theory. We imagine a regular hamiltonian system under the random perturbation of thermal (molecular) noise and chaotic instability. The irregularity of…