Related papers: Renormalization of Drift and Diffusivity in Random…
In the present paper, we consider that $N$ diffusion processes $X^1,\dots,X^N$ are observed on $[0,T]$, where $T$ is fixed and $N$ grows to infinity. Contrary to most of the recent works, we no longer assume that the processes are…
For one-dimensional Jump-Drift and Jump-Diffusion processes converging towards some steady state, the large deviations of a long dynamical trajectory are described from two perspectives. Firstly, the joint probability of the empirical…
The phenomenon of drift motion of single-domain ferromagnetic particles induced by the Magnus force in a viscous fluid is studied analytically. We use a minimal set of equations to describe the translational and rotational motions of these…
We experimentally investigate the dynamics of a sphere rolling down a granular slope by varying the initial velocity, slope angle, and sphere density. The results show that the sphere rolls down with constant deceleration while sinking into…
We analyze a system of stochastic differential equations describing the joint motion of a massive (inert) particle in a viscous fluid in the presence of a gravitational field and a Brownian particle impinging on it from below, which…
The rheology of pressure-driven flows of two-dimensional dense monodisperse emulsions in neutral wetting microchannels is investigated by means of mesoscopic lattice simulations, capable of handling large collections of droplets, in the…
Using test-particle simulations, we investigate the temporal dependence of the two-point velocity correlation function for charged particles scattering in a time-independent spatially fluctuating magnetic field derived from a…
We study the coherence of transport of an overdamped Brownian particle in frictional ratchet system in the presence of external Gaussian white noise fluctuations. The analytical expressions for the particle velocity and diffusion…
One key issue in the probability density function (PDF) approach for disperse two-phase turbulent flows is to close the diffusion term in the phase space. This study aimed to derive a kinetic equation for particle dispersion in turbulent…
We prove the global asymptotic equivalence between the experiments generated by the discrete (high frequency) or continuous observation of a path of a time inhomogeneous jump-diffusion process and a Gaussian white noise experiment. Here,…
We find explicit upper bounds for the density of marginals of continuous diffusions where we assume that the diffusion coefficient is constant and the drift is solely assumed to be progressively measurable and locally bounded. In one…
We explore the influence of turbulence on the transport of energetic particles by using test-particle simulations. We compute parallel and perpendicular diffusion coefficients for two-component turbulence, isotropic turbulence, a model…
We investigate the nonlocal behavior of passive tracer dispersion with random stopping at various sites in fluids. This kind of dispersion processes is modeled by an integral partial differential equation, i.e., an advection-diffusion…
We report an experimental investigation of the spontaneous motion of liquid droplets on soft gels with a crosslinking gradient. By systematically adjusting the spatial difference in crosslinking density, we observed that millimeter-sized…
Using dynamic renormalization group we study the transport in driven diffusive systems in the presence of quenched random drift velocity with long-range correlations along the transport direction. In dimensions $d\mathopen< 4$ we find fixed…
A generalized physics-based expression for the drag coefficient of spherical particles moving in a fluid is derived. The proposed correlation incorporates essential rarefied physics, low-speed hydrodynamics, and shock-wave physics to…
The fundamental solutions of diffusion equation for the local-equilibrium and nonlocal models are considered as the limiting cases of the solution of a problem related to consideration of the Brownian particles random walks. The differences…
The diffusion behavior of particles moving in complex heterogeneous environment is a very topical issue. We characterize particle's trajectory via an underdamped Langevin system driven by a Gaussian white noise with a time dependent…
We study the diffusivity of a tagged particle in a binary mixture of Brownian particles with non-reciprocal interactions. Numerical simulations reveal that, for a broad class of interaction potentials, non-reciprocity can significantly…
A fundamental question in nonequilibrium statistical physics is whether effective equilibrium behavior can emerge at coarse-grained scales in strongly driven systems. Here, we investigate this question in the context of human mobility by…