Related papers: Effective drift and diffusivity in non-Gaussian ra…
A second order nonlinear equation with variable coefficients has been derived to govern the dynamics of high frequency electrostatic drift waves in an inhomogeneous magnetized plasma in a moving frame of (2 + 1) spatio-temporal dimensions.…
In 1905, Einstein's theory of Brownian motion supported the molecular basis of the diffusion equation and introduced two complementary viewpoints: a deterministic field description and a probabilistic formulation based on stochastic…
We study the maximum likelihood estimator of the drift parameters of a stochastic differential equation, with both drift and diffusion coefficients constant on the positive and negative axis, yet discontinuous at zero. This threshold…
We provide a simple no-go theorem for ergodicity and the generalized Einstein relation for anomalous diffusion processes. The theorem states that either ergodicity in the sense of equal time and ensemble averaged mean squared displacements…
We study the relaxation process of two driven colloidal suspensions in diffusive contact to a steady state, similar to thermalization. We start by studying a single suspension, subjecting it to random driving forces via holographic optical…
We study consequences of gauge invariance and charge conservation of an electron gas in a strong random potential perturbed by a weak electromagnetic field. We use quantum equations of motion and Ward identities for one- and two-particle…
Using an effective-field-theory (nonlinear sigma model) description of interacting electrons in a disordered metal ring enclosing magnetic flux, we calculate the moments of the persistent current distribution, in terms of interacting…
The Einstein relation connecting the diffusion constant and the mobility is violated beyond the linear response regime. For a colloidal particle driven along a periodic potential imposed by laser traps, we test the recent theoretical…
We study the asymptotic and pre-asymptotic diffusive properties of Brownian particles in channels whose section varies periodically in space. The effective diffusion coefficient $D_{\mathrm{eff}}$ is numerically determined by the asymptotic…
By means of rather general arguments, based on an approach due to Derrida that makes use of samples of finite size, we analyse the effective diffusivity and drift tensors in certain types of random medium in which the motion of the…
An expression for the average redshift drift in a statistically homogeneous and isotropic dust universe is given. The expression takes the same form as the expression for the redshift drift in FLRW models. It is used for a…
In this work we study the diffusion of non-interacting overdamped particles, moving on unbiased disordered correlated potentials, subjected to Gaussian white noise. We obtain an exact expression for the diffusion coefficient which allows us…
We investigate the bounds between normal or anomalous effective diffusion for inertial particles transported by parallel flows. The infrared behavior of the fluid kinetic-energy spectrum, i.e. the possible presence of long-range…
By employing a local two-fluid theory, we investigate an obliquely propagating electromagnetic instability in the lower hybrid frequency range driven by cross-field current or relative drifts between electrons and ions. The theory…
We consider a particle moving with equation of motion $\dot x=f(t)$, where $f(t)$ is a random function with statistics which are independent of $x$ and $t$, with a finite drift velocity $v=\langle f\rangle$ and in the presence of a…
An active bath, made of self-propelling units, is a nonequilibrium medium in which the Einstein relation $D=\mu k_B T$ between the mobility $\mu$ and the diffusivity $D$ of a tracer particle cannot be expected to hold a priori. We consider…
This paper addresses the nonparametric estimation of the drift function over a compact domain for a time-homogeneous diffusion process, based on high-frequency discrete observations from $N$ independent trajectories. We propose a neural…
Non-Gaussianity indicates complex dynamics related to extreme events or significant outliers. However, the correlation between non-Gaussianity and the dynamics of heterogeneous environments in anomalous diffusion remains uncertain. Inspired…
The purpose of this paper is to examine the Lagrangian stochastic modeling of the fluid velocity seen by inertial particles in a nonhomogeneous turbulent flow. A new Langevin-type model, compatible with the transport equation of the drift…
We present regularity results for nonlinear drift-diffusion equations of porous medium type (together with their incompressible limit). We relax the assumptions imposed on the drift term with respect to previous results and additionally…