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We show that when Brownian motion takes place in a heterogeneous medium, the presence of local forces and transport coefficients leads to deviations from a Gaussian probability distribution that make that the ratio between forward and…

Soft Condensed Matter · Physics 2016-12-21 Paolo Malgaretti , Ignacio Pagonabarraga Miguel J. Rubi

We study conservation properties of Galerkin methods for the incompressible Navier-Stokes equations, without the divergence constraint strongly enforced. In typical discretizations such as the mixed finite element method, the conservation…

Numerical Analysis · Mathematics 2017-04-05 Sergey Charnyi , Timo Heister , Maxim A. Olshanskii , Leo G. Rebholz

We studied the self-diffusion of colloidal ellipsoids in a monolayer near a flat wall by video microscopy. The image processing algorithm can track the positions and orientations of ellipsoids with sub-pixel resolution. The translational…

Soft Condensed Matter · Physics 2015-05-19 Zhongyu Zheng , Yilong Han

We consider the incompressible Navier-Stokes and Euler equations in a bounded domain with non-characteristic boundary condition, and study the energy dissipation near the outflow boundary in the zero-viscosity limit. We show that in a…

Analysis of PDEs · Mathematics 2025-06-17 Jincheng Yang , Vincent R. Martinez , Anna L. Mazzucato , Alexis F. Vasseur

We study the problem of a Brownian particle diffusing in finite dimensions in a potential given by $\psi= \phi^2/2$ where $\phi$ is Gaussian random field. Exact results for the diffusion constant in the high temperature phase are given in…

Disordered Systems and Neural Networks · Physics 2009-11-11 C. Touya , D. S. Dean

The diffusion transport coefficients of a binary granular suspension where one of the components is present in tracer concentration are determined from the (inelastic) Enskog kinetic equation. The effect of the interstitial gas on the solid…

Soft Condensed Matter · Physics 2023-08-30 Rubén Gómez González , Vicente Garzó

We prove that the gravitational binding energy {\Omega} of a self gravitating system described by a mass density distribution {\rho}(x) admits an upper bound B[{\rho}(x)] given by a simple function of an appropriate, non-additive Tsallis'…

Statistical Mechanics · Physics 2015-05-20 C. Vignat , A. Plastino , A. R. Plastino

The aforementioned celebrated model, though a breakthrough in Stochastic processes and a great step toward the construction of the Brownian motion leads to a paradox: infinite propagation speed and violation of the 2nd law of…

Analysis of PDEs · Mathematics 2022-09-13 Isanka Garli Hevage , Akif Ibragimov , Zeev Sobol

The one-dimensional overdamped Brownian motion in a symmetric periodic potential modulated by external time-reversible noise is analyzed. The calculation of the effective diffusion coefficient is reduced to the mean first passage time…

Statistical Mechanics · Physics 2009-11-11 Bernardo Spagnolo , Alexander Dubkov

In this paper we investigate the issue of the inviscid limit for the compressible Navier-Stokes system in an impermeable fixed bounded domain. We consider two kinds of boundary conditions. The first one is the no-slip condition. In this…

Analysis of PDEs · Mathematics 2024-12-30 Franck Sueur

In this work we study the diffusion of non-interacting overdamped particles, moving on unbiased disordered correlated potentials, subjected to Gaussian white noise. We obtain an exact expression for the diffusion coefficient which allows us…

Disordered Systems and Neural Networks · Physics 2015-03-19 Raul Salgado-Garcia , Cesar Maldonado

The diffusive transport of biased Brownian particles in a two-dimensional symmetric channel is investigated numerically considering both the no-flow and the reflection boundary conditions at the channel boundaries. Here, the geometrical…

Soft Condensed Matter · Physics 2019-09-10 Narender Khatri , P. S. Burada

We are interested in understanding the dynamics of dissipative partial differential equations on unbounded spatial domains. We consider systems for which the energy density $e \ge 0$ satisfies an evolution law of the form $\partial_t e =…

Analysis of PDEs · Mathematics 2012-12-10 Thierry Gallay , Sinisa Slijepcevic

Diffusion with stochastic transport is investigated here when the random driving process is a very general Gaussian process, including Fractional Brownian motion. The purpose is the comparison with a deterministic PDE, which in certain…

Probability · Mathematics 2026-04-20 Franco Flandoli , Francesco Russo

We revisit the classic problem of the effective diffusion constant of a Brownian particle in a square lattice of reflecting impenetrable hard disks. This diffusion constant is also related to the effective conductivity of non-conducting and…

Statistical Mechanics · Physics 2021-11-09 M. Mangeat , T. Guérin , D. S. Dean

N. Fournier and A. Guillin obtained in their 2015 PTRF paper some bounds of the L^p-mean rate of convergence in Wasserstein distance of empirical distributions for a class of stationary mixing processes. In this paper, we propose to extend…

Probability · Mathematics 2026-05-08 Gilles Pagès , Fabien Panloup

In the case of diffusions on $\mathbb R^d$ with constant diffusion matrix, without assuming reversibility nor hypoellipticity, we prove that the contractivity of the deterministic drift is equivalent to the constant rate contraction of…

Probability · Mathematics 2023-04-06 Pierre Monmarché

We consider the adaptive test for the parameter change in discretely observed ergodic diffusion processes based on the cusum test. Using two test statistics based on the two quasi-log likelihood functions of the diffusion parameter and the…

Statistics Theory · Mathematics 2020-04-30 Yozo Tonaki , Yusuke Kaino , Masayuki Uchida

We discuss inertial effects in systems outside equilibrium within the framework of non-equilibrium thermodynamics. By introducing a Gibbs equation in which the entropy depends on the probability density, we are able to describe a system of…

Statistical Mechanics · Physics 2015-06-25 J. M. Rubi , A. Perez-Madrid

In this paper, we are interested in the long-time behaviour of stochastic systems of n interacting vortices: the position in R2 of each vortex evolves according to a Brownian motion and a drift summing the influences of the other vortices…

Probability · Mathematics 2015-01-27 Joaquin Fontbona , Benjamin Jourdain