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Our Recent advancements in stochastic processes have illuminated a paradox associated with the Einstein model of Brownian motion. The model predicts an infinite propagation speed, conflicting with the second law of thermodynamics. The…

Analysis of PDEs · Mathematics 2024-07-24 Isanka Garli Hevage , Akif Ibraguimov , Zeev Sobol

Diffusion of small particles is omnipresent in a plentiful number of processes occurring in Nature. As such, it is widely studied and exerted in almost all branches of sciences. It constitutes such a broad and often rather complex subject…

Statistical Mechanics · Physics 2023-01-11 Jakub Spiechowicz , Ivan G. Marchenko , Peter Hänggi , Jerzy Łuczka

The scattering of three-dimensional inertia-gravity waves by a turbulent geostrophic flow leads to the redistribution of their action through what is approximately a diffusion process in wavevector space. The corresponding diffusivity…

Atmospheric and Oceanic Physics · Physics 2023-03-06 Michael R. Cox , Hossein A. Kafiabad , Jacques Vanneste

We study the asymptotic behavior of a self-interacting one-dimensional Brownian polymer first introduced by Durrett and Rogers [Probab. Theory Related Fields 92 (1992) 337--349]. The polymer describes a stochastic process with a drift which…

Probability · Mathematics 2012-06-11 Pierre Tarrès , Bálint Tóth , Benedek Valkó

We prove the existence of a diffusion process whose invariant measure is the fractional polymer or Edwards measure for fractional Brownian motion in dimension $d\in\mathbb{N}$ with Hurst parameter $H\in(0,1)$ fulfilling $dH < 1$. The…

Mathematical Physics · Physics 2019-07-09 Wolfgang Bock , Torben Fattler , Ludwig Streit

Anomalous diffusion is an established phenomenon but still a theoretical challenge in non-equilibrium statistical mechanics. Physical models are built incrementally, and the most recent and most general family is based on the fractional…

Probability · Mathematics 2025-07-23 Christian Bender , Yana A. Butko , Mirko D'Ovidio , Gianni Pagnini

We prove a central limit theorem for the momentum distribution of a particle undergoing an unbiased spatially periodic random forcing at exponentially distributed times without friction. The start is a linear Boltzmann equation for the…

Mathematical Physics · Physics 2015-05-14 Jeremy Clark , Christian Maes

We consider the long-time behavior of a diffusion process on $\mathbb{R}^d$ advected by a stationary random vector field which is assumed to be divergence-free, dihedrally symmetric in law and have a log-correlated potential. A special case…

Probability · Mathematics 2024-09-19 Scott Armstrong , Ahmed Bou-Rabee , Tuomo Kuusi

This work derives the Navier--Stokes hydrodynamic equations for a model of a confined, quasi-two-dimensional, $s$-component mixture of inelastic, smooth, hard spheres. Using the inelastic version of the revised Enskog theory, macroscopic…

Soft Condensed Matter · Physics 2026-03-27 David González Méndez , Vicente Garzó

We propose in this paper a construction of a diffusion process on the Wasserstein space P\_2(R) of probability measures with a second-order moment. This process was introduced in several papers by Konarovskyi (see e.g. "A system of…

Probability · Mathematics 2018-12-06 Victor Marx

We study the one-dimensional diffusion process which takes place between two reflecting boundaries and which is acted upon by a time-dependent and spatially-constant force. The assumed force possesses both the harmonically oscillating and…

Other Condensed Matter · Physics 2007-05-23 Evzen Subrt , Petr Chvosta

A study of the transport coefficients of a system of elastic hard disks, based on the use of Helfand-Einstein expressions is reported. The self-diffusion, the viscosity, and the heat conductivity are examined with averaging techniques…

Statistical Mechanics · Physics 2016-08-16 Ramón García-Rojo , Stefan Luding , J. Javier Brey

For the first time, the energy diffusion approximation is confronted at the percent level with the exact numerical modeling of thermal decay of a metastable state. The latter is performed using the quasistationary decay rates resulting from…

Nuclear Theory · Physics 2019-08-13 Igor I. Gontchar , Maria V. Chushnyakova

The Enskog kinetic theory for moderately dense granular suspensions is considered as a model to determine the Navier-Stokes transport coefficients. The influence of the interstitial gas on solid particles is modeled by a viscous drag force…

Statistical Mechanics · Physics 2019-09-09 Rubén Gómez González , Vicente Garzó

This paper concerns the reconstruction of a diffusion coefficient in an elliptic equation from knowledge of several power densities. The power density is the product of the diffusion coefficient with the square of the modulus of the…

Analysis of PDEs · Mathematics 2012-03-07 Guillaume Bal , Eric Bonnetier , Francois Monard , Faouzi Triki

In this paper, we focus on non-asymptotic bounds related to the Euler scheme of an ergodic diffusion with a possibly multiplicative diffusion term (non-constant diffusion coefficient). More precisely, the objective of this paper is to…

Probability · Mathematics 2022-09-23 Gilles Pages , Fabien Panloup

We generalize Einstein's probabilistic method for the Brownian motion to study compressible fluids in porous media. The multi-dimensional case is considered with general probability distribution functions. By relating the expected…

Analysis of PDEs · Mathematics 2025-03-06 Luan Hoang , Akif Ibragimov

We construct a new random probability measure on the sphere and on the unit interval which in both cases has a Gibbs structure with the relative entropy functional as Hamiltonian. It satisfies a quasi-invariance formula with respect to the…

Probability · Mathematics 2007-05-23 Max-K von Renesse , Karl-Theodor Sturm

We consider Canonical Gibbsian ensembles of Euler point vortices on the 2-dimensional torus or in a bounded domain of R 2 . We prove that under the Central Limit scaling of vortices intensities, and provided that the system has zero global…

Probability · Mathematics 2020-04-22 Francesco Grotto , Marco Romito

Segregation induced by a thermal gradient of an impurity in a driven low-density granular gas is studied. The system is enclosed between two parallel walls from which we input thermal energy to the gas. We study here steady states occurring…

Statistical Mechanics · Physics 2014-05-15 Francisco Vega Reyes , Vicente Garzó , Nagi Khalil