Related papers: Multiple-scale analysis and renormalization for pr…
We present a method for the nonparametric estimation of the drift function of certain types of stochastic differential equations from the empirical density. It is based on a variational formulation of the Fokker-Planck equation. The…
The Fokker--Planck equation is a key ingredient of many models in physics, and related subjects, and arises in a diverse array of settings. Analytical solutions are limited to special cases, and resorting to numerical simulation is often…
We study self-regulating processes modeling biological transportation networks. Firstly, we write the formal $L^2$-gradient flow for the symmetric tensor valued diffusivity $D$ of a broad class of entropy dissipations associated with a…
We study the steady laminar advective transport of a diffusive passive scalar released at the base of narrow three-dimensional longitudinal open channels with non-absorbing side walls and rectangular or truncated-wedge-shaped…
We study the consequences of different realizations of diffusion processes in relativistic Langevin simulations. We elaborate on the Ito-Stratonovich dilemma by showing how microscopically calculated transport coefficients as obtained from…
Our recent work identifies material surfaces in incompressible flows that extremize the transport of an arbitrary, weakly diffusive scalar field relative to neighboring surfaces. Such barriers and enhancers of transport can be located…
We study the dynamics of generic reaction-diffusion fronts, including pulses and chemical waves, in the presence of multiplicative noise. We discuss the connection between the reaction-diffusion Langevin-like field equations and the…
Recent advances have allowed to tackle exact path-space probabilistic representations of macroscopic advection-diffusion models involving advection nonlinearities by step forward approaches in terms of continuous branching stochastic…
Many physical, biological or social systems are governed by history-dependent dynamics or are composed of strongly interacting units, showing an extreme diversity of microscopic behaviour. Macroscopically, however, they can be efficiently…
The Fokker-Planck equation with diffusion coefficient quadratic in space variable, linear drift coefficient, and nonlocal nonlinearity term is considered in the framework of a model of analysis of asset returns at financial markets. For…
We consider the setting of multiscale overdamped Langevin stochastic differential equations, and study the problem of learning the drift function of the homogenized dynamics from continuous-time observations of the multiscale system. We…
We analyze numerically and analytically the non linear transport properties of a drift-diffusion equation in presence of a magnetic field and of a disorder potential. For a wide range of parameters this model exhibits a plateau where the…
Finite-size scaling arguments naturally lead us to introduce a coordinate-dependent diffusion coefficient in a Fokker-Planck description of the late stage dynamics of unbiased polymer translocation through a membrane pore. The solution for…
This paper deals with simulation of flow and transport in porous media such as transport of groundwater contaminants. We first discuss how macro scale equations are derived and which terms have to be closed by models. The transport of…
Anomalous transport in tilted periodic potentials is investigated within the framework of the fractional Fokker-Planck dynamics and the underlying continuous time random walk. The analytical solution for the stationary, anomalous current is…
Equation of long-range particle drift and diffusion on three-dimensional physical lattice is suggested. This equation can be considered as a lattice analogof space-fractional Fokker-Planck equation for continuum. The lattice approach gives…
Asymptotic homogenisation is considered for problems with integral constraints imposed on a slowly-varying microstructure; an insulator with an array of perfectly dielectric inclusions of slowly varying size serves as a paradigm. Although…
A self-consistent and universal description of friction and diffusion for Brownian particles (grains) in different systems, as a gas with Boltzmann collisions, dusty plasma with ion absorption by grains, and for active particles (e.g.,…
The dispersion of a passive scalar in a fluid through the combined action of advection and molecular diffusion is often described as a diffusive process, with an effective diffusivity that is enhanced compared to the molecular value.…
Systems are studied in which transport is possible due to large extension with open boundaries in certain directions but the particles responsible for transport can disappear from it by leaving it in other directions, by chemical reaction…