Related papers: A Critical Drift-Diffusion Equation: Connections t…
We study here the random diffusion model. This is a continuum model for a conserved scalar density field $\phi$ driven by diffusive dynamics. The interesting feature of the dynamics is that the {\it bare} diffusion coefficient $D$ is…
We formulate a scaling theory for the long-time diffusive motion in a space occluded by a high density of moving obstacles in dimensions 1, 2 and 3. Our tracers diffuse anomalously over many decades in time, before reaching a diffusive…
Let $\sigma(u)$, $u\in \mathbb{R}$ be an ergodic stationary Markov chain, taking a finite number of values $a_1,...,a_m$, and $b(u)=g(\sigma(u))$, where $g$ is a bounded and measurable function. We consider the diffusion type process $$…
The problem of eliminating fast-relaxing variables to obtain an effective drift-diffusion process in position is solved in a uniform and straightforward way for models with velocity a function jointly of position and fast variables. A more…
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…
Diffusion is a fundamental aspect of transport processes in biological systems, and thus, in the development of life itself. And yet, the diffusive dynamics of active fluids with directed rotation, known as chiral fluids, has not been…
We consider the correlations and the hydrodynamic description of random walkers with a general finite memory moving on a $d$ dimensional hypercubic lattice. We derive a drift-diffusion equation and identify a memory-dependent critical…
We study the link between relaxation to the equilibrium and anomalous superdiffusive motion in a classical N-body hamiltonian system with long-range interaction showing a second-order phase-transition in the canonical ensemble. Anomalous…
By analyzing the displacement statistics of an assembly of horizontally vibrated bidisperse frictional grains in the vicinity of the jamming transition experimentally studied before, we establish that their superdiffusive motion is a…
We revisit the diffusion properties and the mean drift induced by an external field of a random walk process in a class of branched structures, as the comb lattice and the linear chains of plaquettes. A simple treatment based on scaling…
We consider a two dimensional Turing like system with two diffusing species which interact with each other. Considering the species to be charged, we include the effect of an electric field along a given direction which can lead to a drift…
We investigate the differentiability issue of the drift-diffusion equation with nonlocal L\'evy-type diffusion at either supercritical or critical type cases. Under the suitable conditions on the drift velocity and the forcing term in terms…
This article concerns second-order time discretization of subdiffusion equations with time-dependent diffusion coefficients. High-order differentiability and regularity estimates are established for subdiffusion equations with…
We consider the minor process of (Hermitian) matrix diffusions with constant diagonal drifts. At any given time, this process is determinantal and we provide an explicit expression for its correlation kernel. This is a measure on the…
Diffusion of point-like non interacting particles in a two-dimensional (2D) channel of varying cross section is considered. The particles are biased by a constant force in the transverse direction. We apply our recurrence mapping procedure,…
Systems are studied in which transport is possible due to large extension with open boundaries in certain directions but the particles responsible for transport can disappear from it by leaving it in other directions, by chemical reaction…
We study analytically a model where particles with a hard-core repulsion diffuse on a finite one-dimensional lattice with space-dependent, asymmetric hopping rates. The system dynamics are given by the \mbox{U$_{q}$[SU(2)]}-symmetric…
Recently it has been shown that the transition of the 1+1-dimensional annihilation-fission process 2X->3X, 2X->0 exhibits an unusual type of nonequilibrium critical behavior. The phenomenological properties of critical clusters are…
This paper addresses the nonparametric estimation of the drift function over a compact domain for a time-homogeneous diffusion process, based on high-frequency discrete observations from $N$ independent trajectories. We propose a neural…
We discuss a relativistic diffusion in the proper time in an approach of Schay and Dudley. We derive (Langevin) stochastic differential equations in various coordinates.We show that in some coordinates the stochastic differential equations…