Related papers: Statistical mechanics derivation of hydrodynamic b…
The fractional diffusion equation is rigorously derived as a scaling limit from a deterministic Rayleigh gas, where particles interact via short range potentials with support of size $\varepsilon$ and the background is distributed in space…
We study heat conduction in a one-dimensional {finite}, unpinned chain of atoms perturbed by stochastic momentum exchange and coupled to Langevin heat baths at {possibly} distinct temperatures placed at the endpoints of the chain. While…
We provide a rigorous derivation of the brownian motion as the hydrodynamic limit of a deterministic system of hard-spheres as the number of particles $N$ goes to infinity and their diameter $\varepsilon$ simultaneously goes to $0,$ in the…
In this paper we study a stochastic differential equation driven by a fractional Brownian motion with a discontinuous coefficient. We also give an approximation to the solution of the equation. This is a first step to define a fractional…
The radiation (reaction, Robin) boundary condition for the continuum diffusion equation is widely used in chemical and biological applications to express reactive boundaries. The underlying trajectories of the diffusing particles are…
The classical models for irreversible diffusion-influenced reactions can be derived by introducing absorbing boundary conditions to over-damped continuous Brownian motion (BM) theory. As there is a clear corresponding stochastic process,…
Second initial boundary problem in narrow domains of width $\epsilon\ll 1$ for linear second order differential equations with nonlinear boundary conditions is considered in this paper. Using probabilistic methods we show that the solution…
In many physical systems, degrees of freedom are coupled \emph{via} hydrodynamic forces, even in the absence of Hamiltonian interactions. A particularly important and widespread example concerns the transport of microscopic particles in…
We recover the so-called field-road diffusion model as the hydrodynamic limit of an interacting particle system. The former consists of two parabolic PDEs posed on two sets of different dimensions (a "field" and a "road" in a population…
When analyzing the broadband absorption spectrum of liquid water (10^10 - 10^13 Hz), we find its relaxation-resonance features to be an indication of Frenkel's translation-oscillation motion of particles, which is fundamentally inherent to…
Barrier crossing is a widespread phenomenon across natural and engineering systems. While an abundant cross-disciplinary literature on the topic has emerged over the years, the stochastic underpinnings of the process are yet to be linked…
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 linearized Boltzmann equation is considered to describe small spatial perturbations of the homogeneous cooling state. The corresponding macroscopic balance equations for the density, temperature, and flow velocity are derived from it as…
We investigate the influence of a self-propelling, out-of-equilibrium active particle on generalized elastic systems, including flexible and semiflexible polymers, fluid membranes, and fluctuating interfaces, while accounting for…
We study a free boundary problem for a parabolic partial differential equation in which the solution is coupled to the moving boundary through an integral constraint. The problem arises as the hydrodynamic limit of an interacting particle…
We develop a general framework for response theory in diffusion processes governed by Fokker-Planck equations, based on the notion of the Dissipation Function. Using the analytically solvable Brownian oscillator model, we derive exact…
Current fluctuations in boundary-driven diffusive systems are, in many cases, studied using hydrodynamic theories. Their predictions are then expected to be valid for currents which scale inversely with the system size. To study this…
Many features of granular media can be modeled by a fluid of hard spheres with inelastic collisions. Under rapid flow conditions, the macroscopic behavior of grains can be described through hydrodynamic equations accounting for dissipation…
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…
Liquid-gas phase coexistence in a boundary-driven diffusive system is studied by analyzing fluctuating hydrodynamics of a density field defined on a one-dimensional lattice with a space interval $\Lambda$. When an interface width $\ell$ is…