Related papers: Effective drift and diffusivity in non-Gaussian ra…
We study fractional Laplace motion (FLM) obtained from subordination of fractional Brownian motion to a gamma process, in the presence of an external drift that acts on the composite process or of an internal drift acting solely on the…
The ambipolar diffusion approximation is used to model partially ionised plasma dynamics in a single fluid setting. To correctly apply the commonly used version of ambipolar diffusion, a set of criteria should be satisfied including the…
Here we study the long time behavior of an advection-diffusion equation with a general time varying (including random) shear flow imposing no-flux boundary conditions on channel walls. We derive the asymptotic approximation of the scalar…
We consider one-dimensional Mott variable-range hopping with a bias, and prove the linear response as well as the Einstein relation, under an assumption on the exponential moments of the distances between neighboring points. In a previous…
The dynamics of a point charged particle which is driven by a uniform external electric field and moves in a medium of elastic scatterers is investigated. Using rudimentary approaches, we reproduce, in one dimension, the known results that…
We study the motion of an inertial particle in a fractional Gaussian random field. The motion of the particle is described by Newton's second law, where the force is proportional to the difference between a background fluid velocity and the…
We probe the diffusive motion of particles in slowly sheared three dimensional granular suspensions. For sufficiently large strains, the particle dynamics exhibits diffusive Gaussian statistics, with the diffusivity proportional to the…
We consider the problem of nonparametric estimation of the drift of a continuously observed one-dimensional diffusion with periodic drift. Motivated by computational considerations, van der Meulen e.a. (2014) defined a prior on the drift as…
This paper investigates the Einstein relation; the connection between the volume growth, the resistance growth and the expected time a random walk needs to leave a ball on a weighted graph. The Einstein relation is proved under different…
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…
Theoretical data obtained from physically sensible field and string theory models suggest that gravitational Effective Field Theories (EFTs) live on islands that are tiny compared to current general bounds determined from unitarity,…
The exponential contraction in $L^1$-Wasserstein distance and exponential convergence in $L^q$-Wasserstein distance ($q\geq 1$) are considered for stochastic differential equations with irregular drift. When the irregular drift drift is…
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…
Dynamical random walk of classical particle in thermodynamically equilibrium fluctuating medium, - Gaussian random potential field, - is considered in the framework of explicit stochastic representation of deterministic interactions. We…
We study here the random diffusion model. This is a continuum model for a conserved scalar density field $\phi$ driven by diffusive dynamics. The interesting feature of the dynamics is that the {\it bare} diffusion coefficient $D$ is…
We study data-driven decision problems where historical observations are generated by a time-evolving distribution whose consecutive shifts are bounded in Wasserstein distance. We address this nonstationarity using a distributionally robust…
The drift and diffusion of a cloud of ions in a fluid are distorted by an inhomogeneous electric field. If the electric field carries the center of the distribution in a straight line and the field configuration is suitably symmetric, the…
Green-Kubo and Einstein expressions for the transport coefficients of a fluid in a nonequilibrium steady state can be derived using the Fluctuation Theorem and by assuming the probability distribution of the time-averaged dissipative flux…
The sliced-Wasserstein flow is an evolution equation where a probability density evolves in time, advected by a velocity field computed as the average among directions in the unit sphere of the optimal transport displacements from its 1D…
The way particles interact with turbulent structures, particularly in regions of high vorticity and strain rate, has been investigated in simulations of homogeneous turbulence and in simple flows which have a periodic or persistent…