Related papers: Multi-scale homogenization with bounded ratios and…
This paper is concerned with the asymptotic behavior of solutions of stochastic differential equations $dy_t=d\omega_t -\nabla V(y_t) dt$, $y_0=0$. When $d=1$ and $V$ is not periodic but obtained as a superposition of an infinite number of…
It is well-known under the name of `periodic homogenization' that, under a centering condition of the drift, a periodic diffusion process on R^d converges, under diffusive rescaling, to a d-dimensional Brownian motion. Existing proofs of…
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 problem of Brownian motion in a multiscale potential. The potential is assumed to have N+1 scales (i.e. N small scales and one macroscale) and to depend periodically on all the small scales. We show that for nonseparable…
For every $\alpha < \frac13$, we construct an explicit divergence-free vector field $\mathbf{b}(t,x)$ which is periodic in space and time and belongs to $C^0_t C^{\alpha}_x \cap C^{\alpha}_t C^0_x$ such that the corresponding scalar…
We consider the negative regularity mixing properties of random volume preserving diffeomorphisms on a compact manifold without boundary. We give general criteria so that the associated random transfer operator mixes $H^{-\delta}$…
Constrained diffusions in convex polyhedral domains with a general oblique reflection field, and with a diffusion coefficient scaled by a small parameter, are considered. Using an interior Dirichlet heat kernel lower bound estimate for…
We study far from equilibrium transport of a periodically driven inertial Brownian particle moving in a periodic potential. As detected recently for a SQUID ratchet dynamics (Spiechowicz J. & Luczka J. Phys. Rev. E 91, 062104 (2015)), the…
We consider a diffusion process $X$ in a random potential $\V$ of the form $\V_x = \S_x -\delta x$ where $\delta$ is a positive drift and $\S$ is a strictly stable process of index $\alpha\in (1,2)$ with positive jumps. Then the diffusion…
The molecular motion in heterogeneous media displays anomalous diffusion by the mean-squared displacement $\langle X^2(t) \rangle = 2 D t^\alpha$. Motivated by experiments reporting populations of the anomalous diffusion parameters $\alpha$…
In this paper, a comprehensive examination of the temperature- and bias-dependent diffusion regimes of underdamped Brownian particles is presented. A temperature threshold for a transition between anomalous and normal diffusive behaviors is…
We consider the driven diffusion of Brownian particles in 1D periodic potentials using the recently proposed Stochastic Path Integral Hyperdynamics (SPHD) scheme [L.Y. Chen and L.J.M. Horing, J. Chem. Phys. {\bf 126}, 224103 (2007)]. First,…
We present a study of diffusion enhancement of underdamped Brownian particles in 1D symmetric space-periodic potential due to external symmetric time-periodic forcing with zero mean. We show that the diffusivity can be enhanced by many…
The purpose of this paper is to study the vanishing viscosity limit for the d-dimensional Navier--Stokes equations in the whole space: \begin{equation*} \begin{cases} \partial_tu^\varepsilon+u^\varepsilon\cdot \nabla…
Lateral diffusion of molecules on surfaces plays a very important role in various biological processes, including lipid transport across the cell membrane, synaptic transmission and other phenomena such as exo- and endocytosis, signal…
We study fast / slow systems driven by a fractional Brownian motion $B$ with Hurst parameter $H\in (\frac 13, 1]$. Surprisingly, the slow dynamic converges on suitable timescales to a limiting Markov process and we describe its generator.…
We study the dynamics of a Brownian particle in a strongly correlated quenched random potential defined as a periodically-extended (with period $L$) finite trajectory of a fractional Brownian motion with arbitrary Hurst exponent $H \in…
To characterize fluctuations in a turbulent flow, one usually studies different moments of velocity increments and dissipation rate, $\overline{(v(x+r)-v(x))^{n}}\propto r^{\zeta_{n}}$ and $\overline{{\cal E}^{n}}\propto Re^{d_{n}}$,…
This work is concerned with homogenization problems for elliptic equations of the type \[ \begin{cases} \mathfrak{L}_{\delta} u_{\delta} + \lambda u_{\delta} = f_{\delta} \qquad \text{in} \;\; D, \\ \qquad \quad \;\, u = 0 \qquad \,…
Anomalous scaling problem in the stochastic Navier-Stokes equation is treated in the framework of the field theoretical approach, successfully applied earlier to the Kraichnan rapid advection model. Two cases of the space dimensions d=2 and…