Related papers: Diffusion in a weakly random Hamiltonian flow
In many physical systems, degrees of freedom are coupled \emph{via} hydrodynamic forces, even in the absence of Hamiltonian interactions. A particularly important and widespread example concerns the transport of microscopic particles in…
We investigate the dynamics of an overdamped Brownian particle moving in a washboard potential with space dependent friction coefficient. Analytical expressions have been obtained for current and diffusion coefficient. We show that the…
The motion of weakly inertial Brownian particles, transported by steady two-dimensional fluid flows, is investigated by means of asymptotic methods. We focus on the phenomenon of noise-induced separatrix crossing, which can force particles…
Our object is to formulate and analyze a physically plausible and mathematically sound model to better understand the phenomenon of clumping in colloid dispersions. Our model is stochastic but rigorously derived from a deterministic setup…
Energy distributions of high frequency linear wave fields are often modelled in terms of flow or transport equations with ray dynamics given by a Hamiltonian vector field in phase space. Applications arise in underwater and room acoustics,…
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…
The study addresses the quantum spreading of a localized stationary flow of high energy particles. Results demonstrate that as particle energy increases, the spreading speed of the particle wave packet diminishes rapidly. Concurrently,…
Motivated by subdiffusive motion of bio-molecules observed in living cells we study the stochastic properties of a non-Brownian particle whose motion is governed by either fractional Brownian motion or the fractional Langevin equation and…
We present a model of anomalous diffusion consisting of an ensemble of particles undergoing homogeneous Brownian motion except for confinement by randomly placed reflecting boundaries. For power-law distributed compartment sizes, we…
The aim of this paper is to develop a sequence of discrete approximations to a one-dimensional It\^o diffusion that almost surely converges to a weak solution of the given stochastic differential equation. Under suitable conditions, the…
Einstein's Brownian motion of a quantum particle in a classical environment is studied via virial and equipartition theorems. The effect of continuous measurement in a strongly dissipative environment is accounted for and a quantum…
The paper studies the overdamped motion of Brownian particles in a tilted sawtooth potential. The dependencies of the diffusion coefficient and coherence level of Brownian transport on temperature, tilting force, and the shape of the…
Motion of an ensemble of particles in a space-periodic potential well with a weak wave-like perturbation imposed is considered. We found that slow oscillations of wavenumber of the perturbation lead to occurrence of directed particle…
We discuss the structure and asymptotic long-time properties of coupled equations for the moments of a Brownian particle's momentum derived microscopically beyond the lowest approximation in the weak coupling parameter. Generalized…
Anomalous diffusion is frequently described by scaled Brownian motion (SBM), a Gaussian process with a power-law time dependent diffusion coefficient. Its mean squared displacement is $\langle x^2(t)\rangle\simeq\mathscr{K}(t)t$ with…
This paper concerns the derivation of radiative transfer equations for acoustic waves propagating in a randomly fluctuating slab (between two parallel planes) in the weak-scattering regime, and the study of boundary effects through an…
In shockwave theory, the density, velocity and pressure jumps are derived from the conservation equations. Here, we address the physics of a weak shock the other way around. We first show that the density profile of a weak shockwave in a…
Fickian yet non-Gaussian diffusion is a ubiquitous phenomenon observed in various biological and soft matter systems. This anomalous dynamics is typically attributed to heterogeneous environments inducing spatiotemporal variations in the…
Recent progress in experimental techniques such as single particle tracking allows to analyze both nonequilibrium properties and approach to equilibrium. There are examples showing that processes occurring at finite timescales are…
We study the biased diffusion of particles moving in one direction under the action of a constant force in the presence of a piecewise linear random potential. Using the overdamped equation of motion, we represent the first and second…