Related papers: Renormalization of Drift and Diffusivity in Random…
This paper deals with a copies-based continuously differentiable and strictly decreasing estimator of the drift function for stochastic differential equations defining recurrent diffusion processes. The first part of our paper deals with…
Anisotropic diffusion processes emerge in various fields such as transport in biological tissue and diffusion in liquid crystals. In such systems, the motion is described by a diffusion tensor. For a proper characterization of processes…
The decay of homogeneous isotropic turbulence in a variable viscosity fluid with a viscosity ratio up to 15 is analyzed by means of highly resolved direct numerical simulations (DNS) at low Reynolds numbers. The question addressed by the…
In the present work, we explore homogenization techniques for a class of switching diffusion processes whose drift and diffusion coefficients, and jump intensities are smooth, spatially periodic functions; we assume full coupling between…
Prolongating our previous paper on the Einstein relation, we study the motion of a particle diffusing in a random reversible environment when subject to a small external forcing. In order to describe the long time behavior of the particle,…
Direct numerical simulations are used to investigate the individual dynamics of large spherical particles suspended in a developed homogeneous turbulent flow. A definition of the direction of the particle motion relative to the surrounding…
We study the estimation of time-homogeneous drift functions in multivariate stochastic differential equations with known diffusion coefficient, from multiple trajectories observed at high frequency over a fixed time horizon. We formulate…
We study the scale dependence of effective diffusion of fluid tracers, specifically, its dependence on the P\'{e}clet number, a dimensionless parameter of the ratio between advection and molecular diffusion. Here, we address the case that…
We study the dynamics of a quantum particle hopping on a simple cubic lattice and driven by a constant external force. It is coupled to an array of identical, independent thermal reservoirs consisting of free, massless Bose fields, one at…
Low Stokes number particles at dilute concentrations in turbulent flows can reasonably be approximated as passive scalars. The added presence of a drift velocity due to buoyancy or gravity when considering the transport of such passive…
We consider the drift and diffusion properties of periodically driven renewal processes. These processes are defined by a periodically time dependent waiting time distribution, which governs the interval between subsequent events. We show…
Turbulent relative dispersion is studied theoretically with a focus on the evolution of probability distribution of the relative separation of two passive particles. A finite separation speed and a finite correlation of relative velocity,…
We study diffusive mixing in the presence of thermal fluctuations under the assumption of large Schmidt number. In this regime we obtain a limiting equation that contains a diffusive thermal drift term with diffusion coefficient obeying a…
The spectral index $s$ of particles diffusively accelerated in a relativistic shock depends on the unknown angular diffusion function $\mathcal{D}$, which itself depends on the particle distribution function $f$ if acceleration is…
The rectilinear "drift" of particles in a hydrodynamic drift ratchet arises from a combination of diffusive motion and particle-wall hydrodynamic interactions, and is therefore dependent on particle diffusivity, particle size, the amplitude…
We study overdamped stochastic dynamics confined by hard reflecting boundaries and show that the combination of boundary geometry and an anisotropic diffusion tensor generically generates directed motion. At the level of individual…
We consider subtle correlations in the scattering of fluid by randomly placed obstacles, which have been suggested to lead to a diverging dispersion coefficient at long times for high Peclet numbers, in contrast to finite mean-field…
The migration of active particles in slowly moving, crowded, and heterogeneous media is fundamental to various biological processes and technological applications, such as cargo transport. In this study, we numerically investigate the…
Transport and diffusion of paramagnetic ellipsoidal particles under the action of a rotating magnetic field are numerically investigated in a two-dimensional channel. It is found that paramagnetic ellipsoidal particles in a rotating…
An impact of particles' roughness on the self-diffusion coefficient in granular gases is investigated. For a simplified collision model where the normal and tangential restitution coefficients are assumed to be constant we develop an…