Related papers: Effective energy-enstrophy diffusion process and c…
We investigate the sedimentation of identical inertialess spherical particles in a Stokes fluid in the limit of many small particles. It is known that the presence of the particles leads to an increase of the effective viscosity of the…
In this work, we focus on the behavior of a single passive Brownian particle in a suspension of passive particles with short-range repulsive interactions and a larger self-diffusion coefficient. While the forces affecting the…
We study the asymptotic and pre-asymptotic diffusive properties of Brownian particles in channels whose section varies periodically in space. The effective diffusion coefficient $D_{\mathrm{eff}}$ is numerically determined by the asymptotic…
For n-dimensional ergodic diffusion processes with values in $G=\mathbb{R}_{+}^n$ we prove time-independent upper bounds for the transitional density and so also for the unique ergodic density. We do not require geodesic completeness of the…
In a recent paper by Lasseux, Vald\'{e}s-Parada and Porter (J.~Fluid~Mech. \textbf{805} (2016) 118-146), it is found that the apparent gas permeability of the porous media is a nonlinear function of the Knudsen number. However, this result…
The Arcsine laws of Brownian motion are a collection of results describing three different statistical quantities of one-dimensional Brownian motion: the time at which the process reaches its maximum position, the total time the process…
We investigate a Poisson-Nernst-Planck type system in three spatial dimensions where the strength of the electric drift depends on a possibly small parameter and the particles are assumed to diffuse quadratically. On grounds of the global…
We consider the motion of a particle governed by a weakly random Hamiltonian flow. We identify temporal and spatial scales on which the particle trajectory converges to a spatial Brownian motion. The main technical issue in the proof is to…
In the first part of the note we analyze the long time behaviour of a two dimensional stochastic Navier--Stokes equations system on a torus with a degenerate, one dimensional noise. In particular, for some initial data and noises we…
In the first paper of this series, I investigated whether a wavefunction model of a heavy particle and a collection of light particles might generate "Brownian-Motion-Like" trajectories of the heavy particle. I concluded that it was…
For a colloidal particle driven by a constant force across a periodic potential, we investigate the distribution of entropy production both experimentally and theoretically. For short trajectories, the fluctuation theorem holds…
The dynamics of individual colloidal particles in random potential energy landscapes were investigated experimentally and by Monte Carlo simulations. The value of the potential at each point in the two-dimensional energy landscape follows a…
We observe n possibly dependent random variables, the distribution of which is presumed to be stationary even though this might not be true, and we aim at estimating the stationary distribution. We establish a non-asymptotic deviation bound…
We investigate the overdamped stochastic dynamics of a particle in an asymptotically flat external potential field, in contact with a thermal bath. For an infinite system size, the particles may escape the force field and diffuse freely at…
We presented a methodology to approximate the entropy production for Brownian motion in a tilted periodic potential. The approximation stems from the well known thermodynamic uncertainty relation. By applying a virial-like expansion, we…
For the KPZ equation on a torus with a $1+1$ spacetime white noise, it was shown in \cite{GK21,ADYGTK22} that the height function satisfies a central limit theorem, and the variance can be written as the expectation of an exponential…
Brownian particles in random potentials show an extended regime of subdiffusive dynamics at intermediate times. The asymptotic diffusive behavior is often established at very long times and thus cannot be accessed in experiments or…
The fundamental insight into Brownian motion by Einstein is that all substances exhibit continual fluctuations due to thermal agitation balancing with the frictional resistance. However, even at thermal equilibrium, biological activity can…
This paper presents $N$-body and stochastic models that describe the motion of tracer particles in a potential that contains a large population of extended substructures. Fluctuations of the gravitational field induce a random walk of…
We prove the entropy-chaos property for the system of N undistinguishable interacting diffusions rigorously associated with the ground state of N trapped Bose particles in the Gross-Pitaevskii scaling limit of infinite particles. On the…