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We obtain the large deviation functional of a density profile for the asymmetric exclusion process of L sites with open boundary conditions when the asymmetry scales like 1/L. We recover as limiting cases the expressions derived recently…

Statistical Mechanics · Physics 2015-06-24 B. Derrida , C. Enaud

For a class of (non-symmetric) diffusion processes on a length space, which in particular include the (reflecting) diffusion processes on a connected compact Riemannian manifold, the exact convergence rate is derived for $({\mathbb E}…

Probability · Mathematics 2024-08-20 Feng-Yu Wang , Bingyao Wu , Jie-Xiang Zhu

Recently, many studies have shed light on the high adaptivity of deep neural network methods in nonparametric regression models, and their superior performance has been established for various function classes. Motivated by this…

Statistics Theory · Mathematics 2023-07-04 Akihiro Oga , Yuta Koike

Let $J(t)$ be the the integrated flux of particles in the symmetric simple exclusion process starting with the product invariant measure $\nu_\rho$ with density $\rho$. We compute its rescaled asymptotic variance: \[ \lim_{t\to\infty}…

Probability · Mathematics 2011-11-10 A. De Masi , P. A. Ferrari

We study the asymptotic behaviour of a real-valued diffusion whose non-regular drift is given as a sum of a dissipative term and a bounded measurable one. We prove that two trajectories of that diffusion converge a.s. to one another at an…

Probability · Mathematics 2020-11-23 Olga Aryasova , Andrey Pilipenko , Sylvie Roelly

We consider the one dimensional asymmetric exclusion process with particle injection and extraction at two boundaries. The model is known to exhibit four distinct phases in its stationary state. We analyze the current statistics at the…

Statistical Mechanics · Physics 2013-05-29 Jan de Gier , Fabian H. L. Essler

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 $\alpha$…

Biological Physics · Physics 2025-10-09 Yann Lanoiselée , Gianni Pagnini , Agnieszka Wyłomańska

Consider a diffusion process corresponding to the operator $L=\frac12a\frac{d^2}{dx^2}+b\frac d{dx}$ and which is transient to $+\infty$. For $c>0$, we give an explicit criterion in terms of the coefficients $a$ and $b$ which determines…

Probability · Mathematics 2014-02-26 Ross G. Pinsky

We consider two models of random diffusion in random environment in two dimensions. The first example is the self-repelling Brownian polymer, this describes a diffusion pushed by the negative gradient of its own occupation time measure…

Probability · Mathematics 2010-12-30 Balint Toth , Benedek Valko

Motivated by a novel method for granular segregation, we analyze the one dimensional drift-diffusion between two absorbing boundaries. The time evolution of the probability distribution and the rate of absorption are given by explicit…

Statistical Mechanics · Physics 2009-10-31 Zeno Farkas , Tamas Fulop

We present a new method for detecting superdiffusive behaviour and for determining rates of superdiffusion in time series data. Our method applies equally to stochastic and deterministic time series data (with no prior knowledge required of…

Data Analysis, Statistics and Probability · Physics 2016-12-23 Georg A. Gottwald , Ian Melbourne

We study the large space and time scale behavior of a totally asymmetric, nearest-neighbor exclusion process in one dimension with random jump rates attached to the particles. When slow particles are sufficiently rare the system has a phase…

Probability · Mathematics 2007-05-23 Ilie Grigorescu , Min Kang , Timo Seppalainen

A diffusion-limited annihilation process, A+B->0, with species initially separated in space is investigated. A heuristic argument suggests the form of the reaction rate in dimensions less or equal to the upper critical dimension $d_c=2$.…

Condensed Matter · Physics 2016-08-31 P. L. Krapivsky

We consider a system of q diffusing particle species A_1,A_2,...,A_q that are all equivalent under a symmetry operation. Pairs of particles may annihilate according to A_i + A_j -> 0 with reaction rates k_{ij} that respect the symmetry, and…

Statistical Mechanics · Physics 2009-11-10 H. J. Hilhorst , M. J. Washenberger , U. C. Tauber

Diffusion rates through a membrane can be asymmetric, if the diffusing particles are spatially extended and the pores in the membrane have asymmetric structure. This phenomenon is demonstrated here via a deterministic simulation of a…

Statistical Mechanics · Physics 2007-05-23 Norman Packard , Rob Shaw

We propose a method for approximating the large deviation rate function of time-integrated observables of diffusion processes, used in statistical physics to characterize the fluctuations of nonequilibrium systems. The method is based on…

Statistical Mechanics · Physics 2026-01-15 Pelerine Tsobgni Nyawo , Hugo Touchette

Convergence of stochastic processes with jumps to diffusion processes is investigated in the case when the limit process has discontinuous coefficients. An example is given in which the diffusion approximation of a queueing model yields a…

Probability · Mathematics 2016-09-07 N. V. Krylov , R. Liptser

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…

chao-dyn · Physics 2016-08-31 Z. Kaufmann , H. Lustfeld , A. Nemeth , P. Szepfalusy

The invariance for the equation of fast diffusion in the 2D coordinate space has been proved, and its reduction to the 1D (with respect to the spatial variable) analog is demonstrated. On the basis of these results, new exact…

Mathematical Physics · Physics 2007-05-23 E. I. Semenov

Spreading of bacteria in a highly advective, disordered environment is examined. Predictions of super-diffusive spreading for a simplified reaction-diffusion equation are tested. Concentration profiles display anomalous growth and…

Biological Physics · Physics 2007-05-23 John H. Carpenter , Karin A. Dahmen