Related papers: Minimal Stochastic Model for Fermi's Acceleration
The physics of particle acceleration in turbulent plasmas is a topic of broad interest, which is making rapid progress thanks to dedicated, large-scale numerical experiments. The first part of this paper presents an effective theory of…
We study the Brownian motion of a classical particle in one-dimensional inhomogeneous environments where the transition probabilities follow quasiperiodic or aperiodic distributions. Exploiting an exact correspondence with the…
Deriving evolution equations accounting for both anomalous diffusion and reactions is notoriously difficult, even in the simplest cases. In contrast to normal diffusion, reaction kinetics cannot be incorporated into evolution equations…
In many physical or biological systems, diffusion can be described by Brownian motions with stochastic diffusion coefficients (DCs). In the present study, we investigate properties of the diffusion with a broad class of stochastic DCs with…
We show that, in strongly chaotic dynamical systems, the average particle velocity can be calculated analytically by consideration of Brownian dynamics in phase space, the method of images and use of the classical diffusion equation. The…
A non-equilibrium steady state can be characterized by a nonzero but stationary flux driven by a static external force. Under a weak external force, the drift velocity is difficult to detect because the drift motion is feeble and submerged…
We establish a slow manifold for a fast-slow stochastic evolutionary system with anomalous diffusion, where both fast and slow components are influ- enced by white noise. Furthermore, we prove the exponential tracking property for the…
We perform an extensive and detailed analysis of the generalized diffusion processes in deterministic area preserving maps with noncompact phase space, exemplified by the standard map, with the special emphasis on understanding the…
When particles/molecules diffuse in systems that contain obstacles, the steady-state regime (during which the mean-square displacement scales linearly with time, $\left< r^2 \right> \sim t$) is preceded by a transient regime. It is common…
This article is concerned with the rigorous validation of anomalous spreading speeds in a system of coupled Fisher-KPP equations of cooperative type. Anomalous spreading refers to a scenario wherein the coupling of two equations leads to…
Herein we develop a dynamical foundation for fractional Brownian Motion. A clear relation is established between the asymptotic behaviour of the correlation function and diffusion in a dynamical system. Then, assuming that scaling is…
The concept of random walk, in which particles or waves undergo multiple collisions with the microscopic constituents of a surrounding medium, is central to understanding diffusive transport across many research areas. However, this…
A subdiffusion problem in which the diffusion term is related to a stable stochastic process is introduced. Linear models of these systems have been studied in a general way, but non-linear models require a more specific analysis. The model…
.Stochastic models based on random diffusivities, such as the diffusing-diffusivity approach, are popular concepts for the description of non-Gaussian diffusion in heterogeneous media. Studies of these models typically focus on the moments…
We study a generic class of inelastic soft sphere models with a binary collision rate $g^\nu$ that depends on the relative velocity $g$. This includes previously studied inelastic hard spheres ($\nu=1$) and inelastic Maxwell molecules…
Diffusion processes are a class of stochastic differential equations (SDEs) providing a rich family of expressive models that arise naturally in dynamic modelling tasks. Probabilistic inference and learning under generative models with…
The sub-Gaussian stable distribution is a heavy-tailed elliptically contoured law which has interesting applications in signal processing and financial mathematics. This work addresses the problem of feasible estimation of distributions. We…
Freidlin-Wentzell theory of large deviations can be used to compute the likelihood of extreme or rare events in stochastic dynamical systems via the solution of an optimization problem. The approach gives exponential estimates that often…
We study freely evolving and forced inelastic gases using the Boltzmann equation. We consider uniform collision rates and obtain analytical results valid for arbitrary spatial dimension d and arbitrary dissipation coefficient epsilon. In…
The modelling of fluid particle accelerations in homogeneous, isotropic turbulence in terms of second-order stochastic models for the Lagrangian velocity is considered. The basis for the Reynolds model (A. M. Reynolds, \textit{Phys. Rev.…