Related papers: Effective energy-enstrophy diffusion process and c…
We investigate dissipative anomalies in a turbulent fluid governed by the compressible Navier-Stokes equation. We follow an exact approach pioneered by Onsager, which we explain as a non-perturbative application of the principle of…
A peculiarity of the hydrodynamic Navier-Stokes equations for a granular gas is the modification of the Fourier law, with the presence of an additional contribution to the heat flux that is proportional to the density gradient.…
Transport of point-size Brownian particles under the influence of a constant and uniform force field through a three-dimensional channel with smoothly varying periodic cross-section is investigated. Here, we employ an asymptotic analysis in…
Fractional Brownian motion, a stochastic process with long-time correlations between its increments, is a prototypical model for anomalous diffusion. We analyze fractional Brownian motion in the presence of a reflecting wall by means of…
This study explores a Gaussian quasi-likelihood approach for estimating parameters of diffusion processes with Markovian regime switching. Assuming the ergodicity under high-frequency sampling, we will show the asymptotic normality of the…
Prolongating our previous paper on the Einstein relation, we study the motion of a particle diffusing in a random reversible environment when subject to a small external forcing. In order to describe the long time behavior of the particle,…
We study the dynamics of Brownian particles in a heterogeneous one-dimensional medium with a spatially-dependent diffusion coefficient of the form $D(x)\sim |x|^c$, at constant temperature. The particle's probability distribution function…
In this paper we identify the Fokker-Planck equation for (reflected) Sticky Brownian Motion as a Wasserstein gradient flow in the space of probability measures. The driving functional is the relative entropy with respect to a non-standard…
A Brownian particle floating in a narrow corrugated (sinusoidal) channel with fluctuating cross section exhibits non-Gaussian normal diffusion. Its displacements are distributed according to a Gaussian law for very short and asymptotically…
Unbalanced probability circulation, which yields cyclic motions in phase space, is the defining characteristics of a stationary diffusion process without detailed balance. In over-damped soft matter systems, such behavior is a hallmark of…
We study the long-range effective drift and diffusivity of a particle in a random medium moving subject to a given molecular diffusivity and a local drift. The local drift models the effect of a random electrostatic field on a neutral but…
In the last years, a few experiments in the fields of biological and soft matter physics in colloidal suspensions have reported normal diffusion with a Laplacian probability distribution in the particles displacements (i.e., Brownian yet…
Diffusive transport of particles or, more generally, small objects is a ubiquitous feature of physical and chemical reaction systems. In configurations containing confining walls or constrictions transport is controlled both by the…
By direct numerical simulation to the two-dimensional Navier-Stokes equations with small-scale forcing and large-scale damping, Xiao-Wan-Chen-Eyink (2009) found an evidence that inverse energy cascade may proceed with the vortex thinning…
We consider n-point sticky Brownian motions: a family of n diffusions that evolve as independent Brownian motions when they are apart, and interact locally so that the set of coincidence times has positive Lebesgue measure with positive…
We calculate the effective long-term convective velocity and dispersive motion of an ellipsoidal Brownian particle in three dimensions when it is subjected to a constant external force. This long-term motion results as a "net" average…
Consider a reflecting diffusion in a domain in $R^d$ that acquires drift in proportion to the amount of local time spent on the boundary of the domain. We show that the stationary distribution for the joint law of the position of the…
We use the recently developed Macroscopic Forcing Method [Mani and Park, Physical Review Fluids, 6:054607, 2021] to compute the scale-dependent eddy diffusivity characterizing ensemble-averaged scalar and momentum transport in…
The Boussinesq approximation is a cornerstone of geophysical fluid dynamics, yet its thermodynamic and energetic underpinnings have remained ambiguous. In standard formulations, the links with the fully compressible Navier--Stokes equations…
We consider a diffusion in a Gaussian random environment that is white in time and study the large-scale behavior of the quenched density with respect to the Lebesgue measure. We show that under diffusive rescaling, the fluctuations of the…