Related papers: Diffusion on the interval acted upon by a oscillat…
This paper uses dynamical invariants to describe the evolution of collisionless systems subject to time-dependent gravitational forces without resorting to maximum-entropy probabilities. We show that collisionless relaxation can be viewed…
We study the interface dynamics of a binary particle mixture in a rotating cylinder numerically. By considering only the particle motion in axial direction, it is shown that the initial dynamics can be well described by a one-dimensional…
We study the energy diffusion in a chain of anharmonic oscillators where the Hamiltonian dynamics is perturbed by a local energy conserving noise. We prove that under diffusive rescaling of space-time, energy fluctuations diffuse and evolve…
We consider the stationary state of a fluid comprised of inelastic hard spheres or disks under the influence of a random, momentum-conserving external force. Starting from the microscopic description of the dynamics, we derive a nonlinear…
In this paper we study subdiffusion in a system with a thin membrane. At the beginning, the random walk of a particle is considered in a system with a discrete time and space variable and then the probability describing the evolution of the…
We consider the motion of a particle in a periodic two dimensional flow perturbed by small (molecular) diffusion. The flow is generated by a divergence free zero mean vector field. The long time behavior corresponds to the behavior of the…
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…
In this article we study a homogeneous transient diffusion process $X$. We combine the theories of differential equations and of stochastic processes to obtain new results for homogeneous diffusion processes, generalizing the results of…
Fourier methods well known in signal processing are applied to three-dimensional wave propagation problems. The Fourier transform of the Green function, when written explicitly in terms of a real-valued spatial frequency, consists of…
The diffusion equation is the primary tool to study the movement dynamics of a free Brownian particle, but when spatial heterogeneities in the form of permeable interfaces are present, no fundamental equation has been derived. Here we…
We provide a stochastic fractional diffusion equation description of energy transport through a finite one-dimensional chain of harmonic oscillators with stochastic momentum exchange and connected to Langevian type heat baths at the…
We revisit the problem of diffusion in a driven system consisting of an inertial Brownian particle moving in a symmetric periodic potential and subjected to a symmetric time-periodic force. We reveal parameter domains in which diffusion is…
Of primary interest in this paper is the numerical approximation of a time dependent fractional, in space, diffusion equation where the domain is assumed to be nonhomogeneous, having different axial diffusion coefficients. This work is…
Many systems of physical and biological interest are characterized by assemblies of phase oscillators whose interaction is mediated by a diffusing chemical. The coupling effect results from the fact that the local concentration of the…
We investigate properties of the diffusive motion of an interface in the two-dimensional Ising model in equilibrium or nonequilibrium situations. We focused on the relation between the power spectrum of a time sequence of spins and…
We consider a non-interacting one-dimensional gas accelerated by a constant and uniform external field. The energy absorbed from the field is transferred via elastic collisions to a bath of scattering obstacles. At gas-obstacle encounters…
We consider subdiffusion in a system which consists of two media separated by a thin membrane. The subdiffusion parameters may be different in each of the medium. Using the new method presented in this paper we derive the probabilities (the…
According to a theorem of S. Schumacher, for a diffusion X in an environment determined by a stable process that belongs to an appropriate class and has index a, it holds that X_t/(log t)^a converges in distribution, as t goes to infinity,…
The difference diffusion model with two equilibrium states is given by a stochastic equation with two components: the predicted one, which is determined by the regression function of increments with two equilibriums, and the stochastic one,…
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…