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The usual Langevin approach to describe systems driven by noise fails to describe the long time behavior of systems with multiple attractors. The solution of the associated linear Fokker-Planck equation is always unique, even though it…

Statistical Mechanics · Physics 2017-06-20 M. Morillo , J. M. Casado

We consider a tracer particle on a lattice in the presence of immobile obstacles. Starting from equilibrium, a force pulling on the particle is switched on, driving the system to a new stationary state. We solve for the complete transient…

Soft Condensed Matter · Physics 2017-01-04 Sebastian Leitmann , Thomas Franosch

We discuss a simple deterministic lattice gas of locally interacting charged particles, for which we show coexistence of ballistic and diffusive transport. Both, the ballistic and the diffusive transport coefficients, specifically the Drude…

Statistical Mechanics · Physics 2019-01-08 Katja Klobas , Marko Medenjak , Tomaz Prosen

We analyze circumstances under which the microscopic dynamics of particles which are driven by a forced, gradient-type flow can be consistently interpreted as a Markovian diffusion process. Special attention is paid to discriminating…

Condensed Matter · Physics 2007-05-23 P. Garbaczewski

We analyze a pair of diffusion equations which are derived in the infinite system--size limit from a microscopic, individual--based, stochastic model. Deviations from the conventional Fickian picture are found which ultimately relate to the…

Statistical Mechanics · Physics 2015-05-18 Duccio Fanelli , Alan J. McKane

It is well-known that the excursions of a one-dimensional diffusion process can be studied by considering a certain Riccati equation associated with the process. We show that, in many cases of interest, the Riccati equation can be solved in…

Probability · Mathematics 2010-02-11 Alain Comtet , Yves Tourigny

In this paper we present a direct perturbative method to solving certain Fokker-Planck equations, which have constant diffusion coefficients and some small parameters in the drift coefficients. The method makes use of the connection between…

Mathematical Physics · Physics 2009-11-13 Choon-Lin Ho , Yan-Min Dai

In this review we deal with open (dissipative and stochastic) quantum systems within the Bohmian mechanics framework which has the advantage to provide a clear picture of quantum phenomena in terms of trajectories, originally in…

Quantum Physics · Physics 2022-08-10 S. V. Mousavi , S. Miret-Artes

Diffusive transport of a particle in spatially correlated random energy landscape having exponential density of states has been considered. We exactly calculate the diffusivity in the nondispersive quasi-equilibrium transport regime and…

Disordered Systems and Neural Networks · Physics 2018-02-14 S. V. Novikov

Interacting particles diffusing in single-file is a fundamental model of transport in narrow channels where particles cannot bypass each other. An important result has been obtained by Kollmann [Phys. Rev. Lett. 90, 180602 (2003)] for the…

Statistical Mechanics · Physics 2025-07-24 Théotim Berlioz , Olivier Bénichou , Aurélien Grabsch

We study the response of one dimensional diffusive systems, consisting of particles interacting via symmetric or asymmetric exclusion, to time-periodic driving from two reservoirs coupled to the ends. The dynamical response of the system…

Statistical Mechanics · Physics 2011-03-23 Urna Basu , Debasish Chaudhuri , P. K. Mohanty

We consider Taylor dispersion for tracer particles in micro-fluidic planar channels with strong confinement. In this context, the channel walls modify the local diffusivity tensor and also interactions between the tracer particles and the…

Fluid Dynamics · Physics 2021-08-12 Arthur Alexandre , Thomas Guérin , David S. Dean

A Langevin equation is suggested to describe a system driven by correlated Gaussian white noise as well as with positive and negative damping demarcated by a critical velocity. The equation can be transformed into the Fokker-Planck equation…

Physics and Society · Physics 2019-09-11 Peng Wang , Feng-Chun Pan , Jie Huo , Xu-Ming Wang

An $N$-dimensional nonlinear Fokker-Planck equation is investigated here by considering the time dependence of the coefficients, where drift-controlled and source terms are present. We exhibit the exact solution based on the generalized…

Statistical Mechanics · Physics 2009-11-07 L. C. Malacarne , R. S. Mendes , I. T. Pedron , E. K. Lenzi

Diffusive transport properties of a quantum Brownian particle moving in a tilted spatially periodic potential and strongly interacting with a thermostat are explored. Apart from the average stationary velocity, we foremost investigate the…

Statistical Mechanics · Physics 2009-11-11 L. Machura , M. Kostur , P. Talkner , J. Luczka , P. Hänggi

Recent studies have shown that in the presence of noise both fronts propagating into a metastable state and so-called pushed fronts propagating into an unstable state, exhibit diffusive wandering about the average position. In this paper we…

Statistical Mechanics · Physics 2016-08-31 Andrea Rocco , Jaume Casademunt , Ute Ebert , Wim van Saarloos

In this work, we consider a one-dimensional It{\^o} diffusion process X t with possibly nonlinear drift and diffusion coefficients. We show that, when the diffusion coefficient is known, the drift coefficient is uniquely determined by an…

Analysis of PDEs · Mathematics 2017-09-13 Michel Cristofol , Lionel Roques

Deterministic diffusive systems such as the periodic Lorentz gas, multi-baker map, as well as spatially periodic systems of interacting particles, have non-equilibrium stationary states with fractal properties when put in contact with…

Statistical Mechanics · Physics 2009-08-28 Felipe Barra , Pierre Gaspard , Thomas Gilbert

We introduce non-trivial contributions to diffusion constant in generic many-body systems arising from quadratic fluctuations of ballistically propagating, i.e. convective, modes. Our result is obtained by expanding the current operator in…

Statistical Mechanics · Physics 2020-11-25 Marko Medenjak , Jacopo De Nardis , Takato Yoshimura

We consider combustion problems in the presence of complex chemistry and nonlinear diffusion laws leading to fully nonlinear multispecies reaction-diffusion equations. We establish results of existence of solution and maximum principle,…

Analysis of PDEs · Mathematics 2013-10-11 Martine Marion , Roger Temam