Related papers: Stochastic transport by Gaussian noise
Many systems in physics, engineering, and biology exhibit multiscale stochastic dynamics, where low-dimensional slow variables evolve under the influence of high-dimensional fast processes. In practice, observations are often limited to a…
In this work we perform rigorous small noise expansions to study the impact of stochastic forcing on the behaviour of planar travelling wave solutions to reaction-diffusion equations on cylindrical domains. In particular, we use a…
We study Brownian motors driven by colored non Gaussian noises, both in the overdamped regime and in the case with inertia, and analyze how the departure of the noise distribution from Gaussian behavior can affect its behavior. We analyze…
We analyze the dynamics of particles in two dimensions with constant speed and a stochastic switching angle dynamics defined by a correlated dichotomous Markov process (telegraph noise) plus Gaussian white noise. We study various cases of…
The aim of this paper is to analyze a class of random motions which models the motion of a particle on the real line with random velocity and subject to the action of the friction. The speed randomly changes when a Poissonian event occurs.…
The directional transport of finite size self-propelled Brownian particles confined in a 2D zigzag channel with colored noise is investigated. The noises(noise parallel to x-axis and y-axis), the asymmetry parameter {\Delta}k, the ratio…
This paper provides the time-dependent $L^2$-martingale representation of the forward stochastic integral where the driving noise is the Riemann-Liouville fractional Brownian motion with parameter $\frac{1}{2} < H < 1$ and the integrand is…
Stochastic mechanics is based on the hypothesis that all matter is subject to universal modified Brownian motion. In this report, we calculated probability density distributions using concepts of stochastic mechanics independent of…
We investigate the large-scale transport of inertial particles. We derive explicit analytic expressions for the eddy diffusivities for generic Stokes times. These latter expressions are exact for any shear flow while they correspond to the…
We consider n-point sticky Brownian motions: a family of n diffusions that evolve as independent Brownian motions when they are apart, and interact locally so that the set of coincidence times has positive Lebesgue measure with positive…
In this work, we introduce a novel first-order nonlocal partial differential equation with saturated diffusion to describe the macroscopic behavior of traffic dynamics. We show how the proposed model is better in comparison with existing…
Motivated by the modeling of the spatial structure of the velocity field of three-dimensional turbulent flows, and the phenomenology of cascade phenomena, a linear dynamics has been recently proposed able to generate high velocity gradients…
We consider the problem of leakage or effusion of an ensemble of independent stochastic processes from a region where they are initially randomly distributed. The case of Brownian motion, initially confined to the left half line 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 investigate the Brownian diffusion of particles in one spatial dimension and in the presence of finite regions within which particles can either evaporate or be reset to a given location. For open boundary conditions, we highlight the…
We study the two-dimensional overdamped motion of an active particle whose orientational dynamics is subject to fractional Brownian noise, whereas its position is affected by self-propulsion and Brownian fluctuations. From a Langevin-like…
Recent studies on Brownian motors driven by colored non Gaussian noises have shown that the departure of the noise distribution from Gaussian behavior induces an enhancement of its current and efficiency. Here we discuss some new aspects of…
We study the isothermal Brownian dynamics of a particle in a system with spatially varying diffusivity. Due to the heterogeneity of the system, the particle's mean displacement does not vanish even if it does not experience any physical…
We investigate Turing pattern formation in a stochastic and spatially discretized version of a reaction diffusion advection (RDA) equation, which was previously introduced to model synaptogenesis in \textit{C. elegans}. The model describes…
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…