Related papers: Large Deviations in Switching Diffusion: from Free…
A description in terms of transition rates among cells is used to analyze self-diffusion of hard spheres in the fluid phase. Cell size is assumed much larger than the mean free path. Transition state theory is used to obtain an equation…
The one-dimensional coagulation-diffusion process describes the strongly fluctuating dynamics of particles, freely hopping between the nearest-neighbour sites of a chain such that one of them disappears with probability 1 if two particles…
We study the position distribution $P(\vec{R},N)$ of a run-and-tumble particle (RTP) in arbitrary dimension $d$, after $N$ runs. We assume that the constant speed $v>0$ of the particle during each running phase is independently drawn from a…
In systems which exhibit deterministic diffusion, the gross parameter dependence of the diffusion coefficient can often be understood in terms of random walk models. Provided the decay of correlations is fast enough, one can ignore memory…
We investigate an intermittent stochastic process, in which the diffusive motion with time-dependent diffusion coefficient $D(t)\sim t^{\alpha-1}$, $\alpha>0$ (scaled Brownian motion), is stochastically reset to its initial position and…
A mass ejection model in a time-dependent random environment with both temporal and spatial correlations is introduced. When the environment has a finite correlation length, individual particle trajectories are found to diffuse at large…
We perform molecular dynamic simulations of liquid nanoparticles deposited on a disordered substrate. The motion of the nanoparticle is characterised by a 'stick and roll' diffusive process. Long simulation times ($\simeq \mu s$), analysis…
How condensed-matter simulations depend on the number of molecules being simulated ($N$) is sometimes itself a valuable piece of information. Liquid crystals provide a case in point. Light scattering and $2d$-IR experiments on…
Superslow diffusion, i.e., the long-time diffusion of particles whose mean-square displacement (variance) grows slower than any power of time, is studied in the framework of the decoupled continuous-time random walk model. We show that this…
We solve two problems related to the fluctuations of time-integrated functionals of Markov diffusions, used in physics to model nonequilibrium systems. In the first we derive and illustrate the appropriate boundary conditions on the…
We study the motion of a one-dimensional particle which reverses its direction of acceleration stochastically. We focus on two contrasting scenarios, where the waiting-times between two consecutive acceleration reversals are drawn from (i)…
A particle with internal unobserved states diffusing in a force field will generally display effective advection-diffusion. The drift velocity is proportional to the mobility averaged over the internal states, or effective mobility, while…
We probe the diffusive motion of particles in slowly sheared three dimensional granular suspensions. For sufficiently large strains, the particle dynamics exhibits diffusive Gaussian statistics, with the diffusivity proportional to the…
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 the non-stationary Feller process with time varying coefficients. We obtain the exact probability distribution exemplified by its characteristic function and cumulants. In some particular cases we exactly invert the distribution…
We study time evolution of critical fluctuations of conserved charges near the QCD critical point in the context of relativistic heavy ion collisions. A stochastic diffusion equation is employed in order to describe the diffusion property…
In this paper, we introduce a mathematical apparatus that is relevant for understanding a dynamical system with small random perturbations and coupled with the so-called transmutation process -- where the latter jumps from one mode to…
We derive diffusion constants and martingales for senile random walks with the help of a time-change. We provide direct computations of the diffusion constants for the time-changed walks. Alternatively, the values of these constants can be…
A non--linear diffusion equation is derived by taking into account hopping rates depending on the occupation of next neighbouring sites. There appears additonal repulsive and attractive forces leading to a changed local mobiltiy. The…
We study simple diffusion where a particle stochastically resets to its initial position at a constant rate r. A finite resetting rate leads to a nonequilibrium stationary state with non-Gaussian fluctuations for the particle position. We…