Related papers: Effective drift and diffusivity in non-Gaussian ra…
In the previous paper [Nenashev et al., arXiv:0912.3161] an analytical theory confirmed by numerical simulations has been developed for the field-dependent hopping diffusion coefficient D(F) in one-dimensional systems with Gaussian…
We characterize the dynamic non-equilibrium steady state behavior of active particles using density fluctuations in the system. We analyze the effective local density around a particle in the steady state and numerically calculate its mean,…
We derive a distribution function for the position of a tagged active particle in a slowly varying in space external potential, in a system of interacting active particles. The tagged particle distribution has the form of the Boltzmann…
Diffusion of colloidal particles in a complex environment such as polymer networks or biological cells is a topic of high complexity with significant biological and medical relevance. In such situations, the interaction between the…
Consider a massive (inert) particle impinged from above by N Brownian particles that are instantaneously reflected upon collision with the inert particle. The velocity of the inert particle increases due to the influence of an external…
An explicit first-order drift-randomized Milstein scheme for a regime switching stochastic differential equation is proposed and its bi-stability and rate of strong convergence are investigated for a non-differentiable drift coefficient.…
We prove a local variant of Einstein's formula for the effective viscosity of dilute suspensions, that is $\mu^\prime=\mu (1+\frac 5 2\phi+o(\phi))$, where $\phi$ is the volume fraction of the suspended particles. Up to now rigorous…
Non-Gaussian diffusion is commonly considered as a result of fluctuating diffusivity, which is correlated in time or in space or both. In this work, we investigate the non-Gaussian diffusion in static disordered media via a quenched trap…
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…
We study a two state ``jumping diffusivity'' model for a Brownian process alternating between two different diffusion constants, $D_{+}>D_{-}$, with random waiting times in both states whose distribution is rather general. In the limit of…
We propose a unified diffusion-mobility relation which quantifies both quantum and classical levels of understanding on electron dynamics in ordered and disordered materials. This attempt overcomes the inability of classical Einstein…
We consider both the effect of particle inertia on stochastic Stokes' drift, and also a related process which could be considered as a crude model of stochastic Stokes' drift driven by an eddy diffusivity. In the latter, the stochastic…
We examine the equilibrium properties of hot, dilute, non-relativistic plasmas. The partition function and density correlation functions of a classical plasma with several species are expressed in terms of a functional integral over…
We investigate diffusion-driven flows in a parallel-plate channel domain with linear density stratification, which arise from the combined influence of gravity and diffusion in density-stratified fluids. We compute the time-dependent…
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…
We evaluate numerically the velocity field distributions produced by a bounded, two-dimensional fluid model consisting of a collection of parallel ideal line vortices. We sample at many spatial points inside a rigid circular boundary. We…
We propose in this paper to derive and analyze a self-consistent model describing the diffusive transport in a nanowire. From a physical point of view, it describes the electron transport in an ultra-scaled confined structure, taking in…
We consider a nonparametric goodness of fit test problem for the drift coefficient of one-dimensional small diffusions. Our test is based on discrete observation of the processes, and the diffusion coefficient is a nuisance function which…
We develop n-cluster mean-field theories (0 < n < 5) for calculating the flow properties of the non-equilibrium steady-states of the Katz-Lebowitz-Spohn model of the driven diffusive lattice gas, with attractive and repulsive inter-particle…
We study a gas of hard rods on a ring, driven by an external thermostat, with either elastic or inelastic collisions, which exhibits sub-diffusive behavior $<x^2 > \sim t^{1/2}$. We show the validity of the usual Fluctuation-Dissipation…