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Parallel thermal conduction along stochastic magnetic field lines may be reduced because the heat conducting electrons become trapped and detrapped between regions of strong magnetic field (magnetic mirrors). The problem reduces to a simple…
Of stochastic differential equations, diffusion processes have been adopted in numerous applications, as more relevant and flexible models. This paper studies diffusion processes in a different setting, where for a given stationary…
New theorems for the moments of the first passage time of one dimensional nonlinear stochastic processes with an entrance boundary are formulated. This important class of one dimensional stochastic processes results among others from…
We study the stochastic dynamics of a particle with two distinct motility states. Each one is characterized by two parameters: one represents the average speed and the other represents the persistence quantifying the tendency to maintain…
The stochastic theory of non-relativistic quantum mechanics presented here relies heavily upon the theory of stochastic processes, with its definitions, theorems and specific vocabulary as well. Its main hypothesis states indeed that the…
Diffusion in a multidimensional energy surface with minima and barriers is a problem of importance in statistical mechanics and also has wide applications, such as protein folding. To understand it in such a system, we carry out theory and…
We consider a particle moving with equation of motion $\dot x=f(t)$, where $f(t)$ is a random function with statistics which are independent of $x$ and $t$, with a finite drift velocity $v=\langle f\rangle$ and in the presence of a…
Diffusion-coagulation can be simply described by a dynamic where particles perform a random walk on a lattice and coalesce with probability unity when meeting on the same site. Such processes display non-equilibrium properties with strong…
Using a nonperturbative classical model for ionic motion through one-dimensional (1D) solids, we explore how thermal lattice vibrations affect ionic transport properties. Based on analytic and numerical calculations, we find that the mean…
Electric, thermal and thermoelectric transport in correlated electron systems probe different aspects of the many-body dynamics, and thus provide complementary information. These are well studied in the low- and high-temperature limits,…
We consider a stochastic heat conduction model for solids composed by N interacting atoms. The system is in contact with two heat baths at different temperature $T_\ell$ and $T_r$. The bulk dynamics conserve two quantities: the energy and…
We reconsider the problem of diffusion of particles at constant speed and present a generalization of the Telegrapher process to higher dimensional stochastic media ($d>1$), where the particle can move along $2^d$ directions. We derive the…
We introduce two discrete models of a collection of colliding particles with stored momentum and study the asymptotic growth of the mean-square displacement of an active particle. We prove that the models are superdiffusive in one dimension…
The fundamental insight into Brownian motion by Einstein is that all substances exhibit continual fluctuations due to thermal agitation balancing with the frictional resistance. However, even at thermal equilibrium, biological activity can…
The canonical Evans--Majumdar model for diffusion with stochastic resetting to the origin assumes that resetting takes zero time: upon resetting the diffusing particle is teleported back to the origin to start its motion anew. However, in…
We explore the effect of stochastic resetting on the first-passage properties of space-dependent diffusion in presence of a constant bias. In our analytically tractable model system, a particle diffusing in a linear potential…
This work investigates the evolution of the distribution of charged particles due to the mechanism of stochastic turbulent acceleration (STA) in presence of small-scale turbulence with a mean magnetic field. STA is usually modelled as a…
A novel model of intermittency is presented in which the dynamics of the rates of energy transfer between successive steps in the energy cascade is described by a hierarchy of stochastic differential equations. The probability distribution…
When water is present in a medium with pore sizes in a range around 10nm the corresponding freezing point depression will cause long range broadening of a melting front. Describing the freezing-point depression by the Gibbs-Thomson equation…
Consider the linear Boltzmann equation of radiative transfer in a half-space, with constant scattering coefficient $\sigma$. Assume that, on the boundary of the half-space, the radiation intensity satisfies the Lambert (i.e. diffuse)…