Related papers: Escape from heterogeneous diffusion
In this article, we consider time-inhomogeneous diffusive particle systems, whose particles jump from the boundary of a bounded open subset of $\R^d$, $d\geq 1$. We give a sufficient criterion for the family of empirical distributions of…
We investigate the ensemble and time averaged mean squared displacements for particle diffusion in a simple model for disordered media by assuming that the local diffusivity is both fluctuating in time and has a deterministic average growth…
Understanding the time scales for diffusive processes and their degree of anisotropy is essential for modelling cosmic-ray transport in turbulent magnetic fields. We show that the diffusion time scales are isotropic over a large range of…
We consider an ordinary differential equation with a unique hyperbolic attractor at the origin, to which we add a small random perturbation. It is known that under general conditions, the solution of this stochastic differential equation…
The narrow escape problem concerns the time needed for a diffusing particle to exit a confining domain through a small hole in the boundary. While this problem is now well-understood, determining the escape time for a particle that must…
When particles/molecules diffuse in systems that contain obstacles, the steady-state regime (during which the mean-square displacement scales linearly with time, $\left< r^2 \right> \sim t$) is preceded by a transient regime. It is common…
In this paper we study macroscopic density equations in which the diffusion coefficient depends on a weighted spatial average of the density itself. We show that large differences (not present in the local density-dependence case) appear…
We introduce a homogenization approach to characterize the dynamical response of a generic dispersive spacetime crystal in the long-wavelength limit. The theory is applied to dispersive spacetime platforms with a travelling-wave modulation.…
This paper summarises an investigation of the statistical properties of orbits escaping from three different two-degree-of-freedom Hamiltonian systems which exhibit global stochasticity. Each H=H_{0}+eH', with H_{0} integrable and eH' a…
We consider the problem of statistical inference for the effective dynamics of multiscale diffusion processes with (at least) two widely separated characteristic time scales. More precisely, we seek to determine parameters in the effective…
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…
The timescales of many physical, chemical, and biological processes are determined by first passage times (FPTs) of diffusion. The overwhelming majority of FPT research studies the time it takes a single diffusive searcher to find a target.…
Diffusion in a multidimensional energy surface with minima and barriers is a problem of importance in statistical mechanics and also has wide applications, such as protein folding. To understand it in such a system, we carry out theory and…
We study the Einstein relation between diffusion and response to an external field in systems showing superdiffusion. In particular, we investigate a continuous time Levy walk where the velocity remains constant for a time \tau, with…
We consider the boundary crossing problem for time-homogeneous diffusions and general curvilinear boundaries. Bounds are derived for the approximation error of the one-sided (upper) boundary crossing probability when replacing the original…
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…
The mean square displacement and instantaneous diffusion coefficient for different configurations of charged particles in stochastic motion are calculated by numerically solving the associated equations of motion. The method is suitable for…
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…
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…
We analyze the emergence of diffractive focusing in the transition from discrete to continuous space-time variables. Three types of dynamical equations are studied in a top-to-bottom approach, starting with the most general system. First we…