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We consider a class of infinite-dimensional diffusions where the interaction between the components is both spatial and temporal. We start the system from a Gibbs measure with finite-range uniformly bounded interaction. Under suitable…

Probability · Mathematics 2015-05-14 F. Redig , S. Roelly , W. Ruszel

We consider reversible diffusions in random environment and prove the Einstein relation for this model. It says that the derivative of the effective velocity under an additional local drift equals the diffusivity of the model without drift.…

Probability · Mathematics 2015-03-17 Nina Gantert , Pierre Mathieu , Andrey Piatnitski

We consider diffusive lattice gases on a ring and analyze the stability of their density profiles conditionally to a current deviation. Depending on the current, one observes a phase transition between a regime where the density remains…

Statistical Mechanics · Physics 2009-11-11 T. Bodineau , B. Derrida

A considerable number of systems have recently been reported in which Brownian yet non-Gaussian dynamics was observed. These are processes characterised by a linear growth in time of the mean squared displacement, yet the probability…

Statistical Mechanics · Physics 2018-11-26 V. Sposini , A. V. Chechkin , F. Seno , G. Pagnini , R. Metzler

We propose a practical empirical fitting function to characterize the non-Gaussian displacement distribution functions (DispD) often observed for heterogeneous diffusion problems. We first test this fitting function with the problem of a…

Soft Condensed Matter · Physics 2022-07-20 Le Qiao , Nicholas Ilow , Maxime Ignacio , Gary W. Slater

The advection-diffusion equation is studied via a global Lagrangian coordinate transformation. The metric tensor of the Lagrangian coordinates couples the dynamical system theory rigorously into the solution of this class of partial…

Fluid Dynamics · Physics 2007-05-23 X. Z. Tang , A. H. Boozer

A paradigm model is suggested for describing the diffusive limit of trajectories of two Lorentz disks moving in a finite horizon periodic configuration of smooth, strictly convex scatterers and interacting with each other via elastic…

Mathematical Physics · Physics 2010-08-06 Zsolt Pajor-Gyulai , Domokos Szász

We consider the wave propagation for a reaction-diffusion equation on the real line, with a random drift and Fisher-Kolmogorov-Petrovskii-Piscounov (FKPP) type nonlinear reaction. We show that when the average drift is positive, the…

Analysis of PDEs · Mathematics 2026-01-27 Dihang Guan , Hui He , Wenqing Hu , Jiaojiao Yang

In this review, we scrutinize historical and modern results on the linear response of dynamical systems to external perturbations with a particular emphasis on the celebrated relationship between fluctuations and dissipation expressed by…

It has been conjectured that transport in integrable one-dimensional (1D) systems is necessarily ballistic. The large diffusive response seen experimentally in nearly ideal realizations of the S=1/2 1D Heisenberg model is therefore puzzling…

Strongly Correlated Electrons · Physics 2010-12-01 J. Sirker , R. G. Pereira , I. Affleck

The partial differential equation of Gaussian diffusion is generalized by using the time-fractional derivative of distributed order between 0 and 1, in both the Riemann-Liouville (R-L) and the Caputo (C) sense. For a general distribution of…

Statistical Mechanics · Physics 2008-05-27 Francesco Mainardi , Antonio Mura , Gianni Pagnini , Rudolf Gorenflo

We study a class of discrete-time random walks in $\mathbb{R}^d$ whose conditional drift decays polynomially in time and grows polynomially with the distance from the origin to the current position. This class is related to several models…

Probability · Mathematics 2026-05-19 Ngo P. N. Ngoc , Tuan-Minh Nguyen

We generalize leading-order asymptotics of a form of the heat content of a submanifold (van den Berg & Gilkey 2015) to the setting of time-dependent diffusion processes in the limit of vanishing diffusivity. Such diffusion processes arise…

Analysis of PDEs · Mathematics 2021-03-22 Nathanael Schillling , Daniel Karrasch , Oliver Junge

For the classical reaction diffusion equation, the priori speed of fronts is determined exactly in the pioneering paper (R.D. Benguria and M.C. Depassier, {\em Commun. Math. Phys.} 175:221--227, 1996) by variational characterization method.…

Analysis of PDEs · Mathematics 2020-06-24 Tianyuan Xu , Shanming Ji , Ming Mei , Jingxue Yin

In the present study we examine non-Gaussian spreading of solutes subject to advection, dispersion and kinetic sorption (adsorption/desorption). We start considering the behavior of a single particle and apply a random walk to describe…

Probability · Mathematics 2011-01-14 Gerard Uffink , Amro Elfeki , Michel Dekking , Johannes Bruining , Cor Kraaikamp

For 2-2 scattering in quantum field theories, the usual fixed $t$ dispersion relation exhibits only two-channel symmetry. This paper considers a crossing symmetric dispersion relation, reviving certain old ideas in the 1970s. Rather than…

High Energy Physics - Theory · Physics 2021-05-12 Aninda Sinha , Ahmadullah Zahed

In this work we use the technique of the partial differential approximants to determine, from a pertubative supercritical series expansion for the ulimate survival probability, the critical line of the contact process model in one dimension…

Statistical Mechanics · Physics 2007-05-23 W. G. Dantas , M. J. de Oliveira , J. F. Stilck

Diffusion-coagulation can be simply described by a dynamic where particles perform a random walk on a lattice and coalesce with probability unity when meeting on the same site. Such processes display non-equilibrium properties with strong…

Statistical Mechanics · Physics 2018-03-13 L. Turban , J. -Y. Fortin

Herein we develop a dynamical foundation for fractional Brownian Motion. A clear relation is established between the asymptotic behaviour of the correlation function and diffusion in a dynamical system. Then, assuming that scaling is…

chao-dyn · Physics 2008-02-03 R Mannella , P Grigolini , BJ West

We consider $\mathbb{R}^d$-valued diffusion processes of type \begin{align*} dX_t\ =\ b(X_t)dt\, +\, dB_t. \end{align*} Assuming a geometric drift condition, we establish contractions of the transitions kernels in Kantorovich ($L^1$…

Probability · Mathematics 2017-10-10 Andreas Eberle , Arnaud Guillin , Raphael Zimmer