Related papers: General technique of calculating drift velocity an…
Using the methods of kinetic theory expressions for the diffusion and drift coefficients for a cold Fermi system are obtained. Their dependences on the momentum are calculated for the step distribution function as well as in the case of…
A particle with internal unobserved states diffusing in a force field will generally display effective advection-diffusion. The drift velocity is proportional to the mobility averaged over the internal states, or effective mobility, while…
The mean square displacement and instantaneous diffusion coefficient for different configurations of charged particles in stochastic motion are calculated by numerically solving the associated equations of motion. The method is suitable for…
We consider a run an tumble particle with two velocity states $\pm v_0$, in an inhomogeneous force field $f(x)$ in one dimension. We obtain exact formulae for its velocity $V_L$ and diffusion constant $D_L$ for arbitrary periodic $f(x)$ of…
A general method is proposed which allows one to estimate drift and diffusion coefficients of a stochastic process governed by a Langevin equation. It extends a previously devised approach [R. Friedrich et al., Physics Letters A 271, 217…
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…
We study the estimation of time-homogeneous drift functions in multivariate stochastic differential equations with known diffusion coefficient, from multiple trajectories observed at high frequency over a fixed time horizon. We formulate…
In this paper we investigate deterministic diffusion in systems which are spatially extended in certain directions but are restricted in size and open in other directions, consequently particles can escape. We introduce besides the…
In this work, we consider a one-dimensional It{\^o} diffusion process X t with possibly nonlinear drift and diffusion coefficients. We show that, when the diffusion coefficient is known, the drift coefficient is uniquely determined by an…
In this paper we study the diffusion approximation of a swarming model given by a system of interacting Langevin equations with nonlinear friction. The diffusion approximation requires the calculation of the drift and diffusion coefficients…
We investigate the relationship between the effective diffusivity and effective drift of a particle moving in a random medium. The velocity of the particle combines a white noise diffusion process with a local drift term that depends…
The movement of a particle described by Brownian motion is quantified by a single parameter, $D$, the diffusion constant. The estimation of $D$ from a discrete sequence of noisy observations is a fundamental problem in biological single…
We show that, in strongly chaotic dynamical systems, the average particle velocity can be calculated analytically by consideration of Brownian dynamics in phase space, the method of images and use of the classical diffusion equation. The…
Consider a reflecting diffusion in a domain in $R^d$ that acquires drift in proportion to the amount of local time spent on the boundary of the domain. We show that the stationary distribution for the joint law of the position of the…
When particles/molecules diffuse in systems that contain obstacles, the steady-state regime (during which the mean-square displacement scales linearly with time, $\left< r^2 \right> \sim t$) is preceded by a transient regime. It is common…
We compute the distribution of relative velocities for a one-dimensional model of heavy particles suspended in a turbulent flow, quantifying the caustic contribution to the moments of relative velocities. The same principles determine the…
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…
We consider a generalization of classical results of Freidlin and Wentzell to the case of time dependent dissipative drifts. We show the convergence of diffusions with multiplicative noise in the zero limit of a diffusivity parameter to the…
We calculate the radial diffusion coefficient for a passive contaminant in an accretion disc which is turbulent due to the action of the magnetorotational instability. Numerical MHD simulations are used to follow the evolution of a local…
We model a processive linear molecular motor as a particle diffusing in a one-dimensional periodic lattice with arbitrary transition rates between its sites. We present a relatively simple proof of a theorem which states that the ratio of…