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We develop a practical method of computing the stationary drift velocity V and the diffusion coefficient D of a particle (or a few particles) in a periodic system with arbitrary transition rates. We solve this problem both in a physically…
We propose an alternative method for one-dimensional continuum diffusion models with spatially variable (heterogeneous) diffusivity. Our method, which extends recent work on stochastic diffusion, assumes the constant-coefficient homogenized…
A particle driven by deterministic chaos and moving in a spatially extended environment can exhibit normal diffusion, with its mean square displacement growing proportional to the time. Here we consider the dependence of the diffusion…
The way particles interact with turbulent structures, particularly in regions of high vorticity and strain rate, has been investigated in simulations of homogeneous turbulence and in simple flows which have a periodic or persistent…
We study the diffusive dynamics of a hard-sphere fluid confined between parallel smooth hard walls. The position-dependent diffusion coefficient normal to the walls is larger in regions of high local packing density. High density regions…
Combining extensive molecular dynamics simulations of lipid bilayer systems of varying chemical composition with single-trajectory analyses we systematically elucidate the stochastic nature of the lipid motion. We observe subdiffusion over…
Local diffusion coefficients in disordered systems such as spin glass systems and living cells are highly heterogeneous and may change over time. Such a time-dependent and spatially heterogeneous environment results in irreproducibility of…
We introduce and analyze a model for the transport of particles or energy in extended lattice systems. The dynamics of the model acts on a discrete phase space at discrete times but has nonetheless some of the characteristic properties of…
We study the diffusion of a tracer particle driven out-of-equilibrium by an external force and traveling in a dense environment of arbitrary density. The system evolves on a discrete lattice and its stochastic dynamics is described by a…
The diffusion type is determined not only by microscopic dynamics but also by the environment properties. For example, the environment's fractal structure is responsible for the emergence of subdiffusive scaling of the mean square…
Diffusion-driven flow is a boundary layer flow arising from the interplay of gravity and diffusion in density-stratified fluids when a gravitational field is non-parallel to an impermeable solid boundary. This study investigates…
We study the estimation of time-homogeneous drift functions in multivariate stochastic differential equations with known diffusion coefficient, from multiple trajectories observed at high frequency over a fixed time horizon. We formulate…
We study the connection between transport phenomenon and escape rate statistics in two-dimensional standard map. For the purpose of having an open phase space, we let the momentum co-ordinate vary freely and restrict only angle with…
In the spirit of the macroscopic crowd motion models with hard congestion (i.e. a strong density constraint $\rho\leq 1$) introduced by Maury {\it et al.} some years ago, we analyze a variant of the same models where diffusion of the agents…
For a substance diffusing on a curved surface, we obtain an explicit relation valid for very small values of the time, between the local concentration, the diffusion coefficient, the intrinsic spatial curvature and the time. We recover the…
We study a lattice model describing the non-equilibrium dynamics emerging from the pulling of a tracer particle through a disordered medium occupied by randomly placed obstacles. The model is considered in a restricted geometry pertinent…
We study memory based random walk models to understand diffusive motion in crowded heterogeneous environment. The models considered are non-Markovian as the current move of the random walk models is determined by randomly selecting a move…
Diffusion in cell membranes is not just simple two-dimensional Brownian motion, but typically depends on the timescale of the observation. The physical origins of this anomalous sub-diffusion are unresolved, and model systems capable of…
This note is motivated by the article by F. Lutscher, E. Pachepsky, and M. Lewis (2005), The Effect of Dispersal Patterns on Stream Populations SIAM Rev. Vol. 47 No. 4 pp. 749-772 on the drift paradox. We consider the case of a regime…
Mathematically modelling diffusive and advective transport of particles in heterogeneous layered media is important to many applications in computational, biological and medical physics. While deterministic continuum models of such…