Related papers: Diffusional Relaxation in Random Sequential Deposi…
We propose a method for approximating the large deviation rate function of time-integrated observables of diffusion processes, used in statistical physics to characterize the fluctuations of nonequilibrium systems. The method is based on…
The drawdown process of an one-dimensional regular diffusion process $X$ is given by $X$ reflected at its running maximum. The drawup process is given by $X$ reflected at its running minimum. We calculate the probability that a drawdown…
The problem of eliminating fast-relaxing variables to obtain an effective drift-diffusion process in position is solved in a uniform and straightforward way for models with velocity a function jointly of position and fast variables. A more…
We investigate Brownian motion with diffusivity alternately fluctuating between fast and slow states. We assume that sojourn-time distributions of these two states are given by exponential or power-law distributions. We develop a theory of…
We consider a reaction-diffusion process with retardation. The particles, immersed in traps initially, remain inactive until another particle is annihilated spontaneously with a rate $\lambda$ at a certain point $\vec x$. In that case the…
This paper considers the motion of an object subjected to dry friction and an external random force. The objective is to characterize the role of the correlation time of the external random force. We develop efficient stochastic simulation…
We develop a diffusion approximation for systems subject to fast random resetting by small amplitudes. Equivalently, this describes systems with frequent but small catastrophes. We demonstrate the validity of the approximation by computing…
We present results on dynamical processes that exhibit a stretched exponential relaxation. When the relaxation is a result of two competing exponential processes, the size of the system, although macroscopic, play a dominant role. There…
Convergence of stochastic processes with jumps to diffusion processes is investigated in the case when the limit process has discontinuous coefficients. An example is given in which the diffusion approximation of a queueing model yields a…
We present an accurate and efficient method to calculate the effect of random fluctuations of the local field at the muon, for instance in the case muon diffusion, within the framework of the strong collision approximation. The method is…
We quantitatively study the interaction between diffusion and mixing in both the continuous, and discrete time setting. In discrete time, we consider a mixing dynamical system interposed with diffusion. In continuous time, we consider the…
The diffusion approximation to the relaxation on the distorted Fermi surface in a Fermi liquid is considered. The dependence of the relaxation time on the multipolarity of a Fermi surface deformation is established. The time evolution of…
In this paper we study a storage process or a liquid queue in which the input process is the local time of a positively recurrent stationary diffusion in stationary state and the potential output takes place with a constant deterministic…
Consider a particle diffusing in a confined volume which is divided into two equal regions. In one region the diffusion coefficient is twice the value of the diffusion coefficient in the other region. Will the particle spend equal…
We carry out overdamped simulations in a simple model of jamming - a collection of bi-disperse soft core frictionless disks in two dimensions - with the aim to explore the finite size dependence of different quantities, both the relaxation…
Fractional, anomalous diffusion in space-periodic potentials is investigated. The analytical solution for the effective, fractional diffusion coefficient in an arbitrary periodic potential is obtained in closed form in terms of two…
It is known that diffusion provokes substantial changes in continuous absorbing phase transitions. Conversely, its effect on discontinuous transitions is much less understood. In order to shed light in this direction, we study the inclusion…
We study relaxation and rheology of dense athermal suspensions of frictionless particles close below the jamming density. Our key quantity, the relaxation time---determined from the exponential decay of the energy after the shearing has…
We study the influence of a dissipation process on diffusion dynamics triggered by fluctuations with long-range correlations. We make the assumption that the perturbation process involved is of the same kind as those recently studied…
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…