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A diffusion process for charge distributions in a phase space is examined. The corresponding charge moves in a force field and under an action of a random field. There are the diffusion motions for coordinates and for momenta. In our model,…

Mathematical Physics · Physics 2008-03-19 E. M. Beniaminov

A diffusion process of a Brownian particle in a medium of temperature $T$ is re-considered. We assume that temperature of the medium fluctuates around its mean value. The velocity probability distribution is obtained. It is shown that the…

Statistical Mechanics · Physics 2007-05-23 J. Luczka , B. Zaborek

Brownian yet non-Gaussian processes have recently been observed in numerous biological systems and the corresponding theories have been built based on random diffusivity models. Considering the particularity of random diffusivity, this…

Statistical Mechanics · Physics 2022-08-31 Xudong Wang , Yao Chen

Overdamped motion of Brownian particles in tilted piecewise linear periodic potentials is considered. Explicit algebraic expressions for the diffusion coefficient, current, and coherence level of Brownian transport are derived. Their…

Soft Condensed Matter · Physics 2009-11-10 Els Heinsalu , Risto Tammelo , Teet Ord

We study reaction-diffusion particle systems with several interaction mechanisms. As the number of particles tends to infinity, the system admits a mean-field limit describing the bulk behaviour. We focus on determining the propagation…

Probability · Mathematics 2026-04-21 Matthieu Jonckheere , Seva Shneer

We present a stochastic model for amplifying, diffusive media like, for instance, random lasers. Starting from a simple random-walk model, we derive a stochastic partial differential equation for the energy field with contains a…

Statistical Mechanics · Physics 2013-06-11 Stefano Lepri

Diffusion and rectification of Brownian particles powered by a rotating wheel are numerically investigated in a two-dimensional channel. The nonequilibrium driving comes from the rotating wheel, which can break thermodynamical equilibrium…

Statistical Mechanics · Physics 2017-07-24 Bao-quan Ai

The lateral diffusion coefficient of a Brownian particle on a two-dimensional random surface is studied in the quenched limit for which the surface configuration is time-independent. We start with the stochastic equation of motion for a…

Soft Condensed Matter · Physics 2020-10-06 Takao Ohta , Shigeyuki Komura

A mixture of light-gas particles and Brownian heavy particles is analyzed within the framework of a post-Newtonian Boltzmann equation to determine the Fokker-Planck equation for the Brownian motion. For each species, the equilibrium…

General Relativity and Quantum Cosmology · Physics 2025-07-16 Gilberto M. Kremer

The Brownian motion of a particle in a one-dimensional periodic potential subjected to a uniform external force F is studied. Using the formula for the diffusion coefficient D obtained by other authors and an alternative one derived from…

Statistical Mechanics · Physics 2009-11-11 Kazuo Sasaki , Satoshi Amari

The one-dimensional motion of any number $\cN$ of particles in the field of many independent waves (with strong spatial correlation) is formulated as a second-order system of stochastic differential equations, driven by two Wiener…

Probability · Mathematics 2014-04-10 Yves Elskens , Etienne Pardoux

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…

Statistical Mechanics · Physics 2015-11-10 Andreas M. Menzel

The problem of anomalous diffusion in the momentum space is considered on the basis of the appropriate probability transition function (PTF). New general equation for description of the diffusion of heavy particles in the gas of the light…

Statistical Mechanics · Physics 2015-05-13 S. A. Trigger

Diffusion in inhomogeneous materials can be described by both the Fick and Fokker--Planck diffusion equations. Here, we study a mixed Fick and Fokker-Planck diffusion problem with coefficients rapidly oscillating both in space and time. We…

Analysis of PDEs · Mathematics 2020-03-17 Micol Amar , Daniele Andreucci , Emilio N. M. Cirillo

Brownian motion is the perpetual irregular motion exhibited by small particles immersed in a fluid. Such random motion of the particles is produced by statistical fluctuations in the collisions they suffer with the molecules of the…

Physics Education · Physics 2007-05-23 Kasturi Basu , Kopinjol Baishya

Recent studies have shown that in the presence of noise both fronts propagating into a metastable state and so-called pushed fronts propagating into an unstable state, exhibit diffusive wandering about the average position. In this paper we…

Statistical Mechanics · Physics 2016-08-31 Andrea Rocco , Jaume Casademunt , Ute Ebert , Wim van Saarloos

We study the implications of quantum fluctuations of a dispersive medium, under steady rotation, either in or out of thermal equilibrium with its environment. A rotating object exhibits a quantum instability by dissipating its mechanical…

Quantum Physics · Physics 2014-07-23 Mohammad F. Maghrebi , Robert L. Jaffe , Mehran Kardar

Light propagation in an infinite uniform turbid medium is treated as a Markov stochastic process of photons to provide an intuitive framework for photon migration. The macroscopic physical quantities of photon migration are shown to be…

Disordered Systems and Neural Networks · Physics 2007-05-23 M. Xu , W. Cai , M. Lax , R. R. Alfano

Einstein's explanation of Brownian motion provided one of the cornerstones which underlie the modern approaches to stochastic processes. His approach is based on a random walk picture and is valid for Markovian processes lacking long-term…

Statistical Mechanics · Physics 2009-11-10 I. M. Sokolov , J. Klafter

We study the dynamics of Brownian particles in a heterogeneous one-dimensional medium with a spatially-dependent diffusion coefficient of the form $D(x)\sim |x|^c$, at constant temperature. The particle's probability distribution function…

Statistical Mechanics · Physics 2016-08-03 Shaked Regev , Niels Grønbech-Jensen , Oded Farago