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We study the transport properties of passive inertial particles in a $2-d$ incompressible flows. Here the particle dynamics is represented by the $4-d$ dissipative embedding map of $2-d$ area-preserving standard map which models the…

Chaotic Dynamics · Physics 2009-07-23 N. Nirmal Thyagu , Neelima Gupte

We formulate a scaling theory for the long-time diffusive motion in a space occluded by a high density of moving obstacles in dimensions 1, 2 and 3. Our tracers diffuse anomalously over many decades in time, before reaching a diffusive…

Statistical Mechanics · Physics 2024-10-22 H. Bendekgey , G. Huber , D. Yllanes

The diffusive transport in two-dimensional incompressible turbulent fields is investigated with the aid of high-quality direct numerical simulations. Three classes of turbulence spectra that are able to capture both short and long-range…

Fluid Dynamics · Physics 2023-03-24 D. I. Palade , L. M. Pomârjanschi , M. Ghită

The goal of this investigation was to overcome limitations of a persistency analysis, introduced by Benoit Mandelbrot for fractal Brownian processes: nondifferentiability, Brownian nature of process and a linear memory measure. We have…

Statistical Finance · Quantitative Finance 2014-09-23 Sergey A. Kamenshchikov

We investigate the large-scale transport properties of quasi-neutrally-buoyant inertial particles carried by incompressible zero-mean periodic or steady ergodic flows. We show how to compute large-scale indicators such as the…

Collisionless cross-field electron transport in an E x B configuration relevant for electric propulsion is studied using data from a (z, {\theta}) full-PIC simulation. Higher-order spectral analysis shows that transport is dominated by the…

Plasma Physics · Physics 2024-12-30 Borja Bayón-Buján , Enrique Bello-Benítez , Jiewei Zhou , Mario Merino

Fractional Brownian motion is a Gaussian process x(t) with zero mean and two-time correlations <x(t)x(s)> ~ t^{2H} + s^{2H} - |t-s|^{2H}, where H, with 0<H<1 is called the Hurst exponent. For H = 1/2, x(t) is a Brownian motion, while for H…

Statistical Mechanics · Physics 2013-05-29 Kay Jörg Wiese , Satya N. Majumdar , Alberto Rosso

The aim of this paper is to discuss the appropriate modelling of in- and outflow boundary conditions for nonlinear drift-diffusion models for the transport of particles including size exclusion and their effect on the behaviour of…

Analysis of PDEs · Mathematics 2016-11-03 Martin Burger , Jan-Frederik Pietschmann

Charge transport in disordered two-dimensional (2D) systems showcases a myriad of unique phenomenologies that highlight different aspects of the underlying quantum dynamics. Electrons in such systems undergo a crossover from ballistic…

Mesoscale and Nanoscale Physics · Physics 2025-11-18 H. P. Veiga , S. M. João , J. M. Alendouro Pinho , J. P. Santos Pires , J. M. Viana Parente Lopes

We study the first-passage time, the distribution of the maximum, and the absorption probability of fractional Brownian motion of Hurst parameter $H$ with both a linear and a non-linear drift. The latter appears naturally when applying…

Statistical Mechanics · Physics 2020-08-12 Maxence Arutkin , Benjamin Walter , Kay Joerg Wiese

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…

Statistical Mechanics · Physics 2021-11-16 Trey Jiron , Marygrace Prinster , Jarrod Schiffbauer

We study Anderson transition for light in three dimensions by performing large-scale ab-initio simulations of electromagnetic wave transport in disordered ensembles of conducting spheres. A mobility edge that separates diffusive transport…

Optics · Physics 2025-02-04 Alexey Yamilov , Hui Cao , Sergey E. Skipetrov

The dynamic properties of a classical tracer particle in a random, disordered medium are investigated close to the localization transition. For Lorentz models obeying Newtonian and diffusive motion at the microscale, we have performed…

Soft Condensed Matter · Physics 2008-04-29 Felix Höfling , Tobias Munk , Erwin Frey , Thomas Franosch

The process of diffusion is the most elementary stochastic transport process. Brownian motion, the representative model of diffusion, played a important role in the advancement of scientific fields such as physics, chemistry, biology and…

Statistical Mechanics · Physics 2015-08-11 Alexandre Bovet

A generalization of the Drude model is studied. On the one hand, the free motion of the particles is allowed to be sub- or superdiffusive; on the other hand, the distribution of the time delay between collisions is allowed to have a long…

Condensed Matter · Physics 2009-10-30 Hermann Schulz-Baldes

We investigate some statistical and transport properties of the relativistic standard map. Through the Hamiltonian of a wave packet under an electric potential, we are able to obtain a relativistic version of the standard map, where there…

Understanding the role of frictional drag in diffusive transport is an important problem in the field of active turbulence. Using a continuum model that applies well to bacterial suspensions, we investigate the role of Ekmann friction on…

Soft Condensed Matter · Physics 2020-02-19 Sanjay C. P. , Ashwin Joy

We present a formal derivation of a drift-diffusion model for stationary electron transport in graphene, in presence of sharp potential profiles, such as barriers and steps. Assuming the electric potential to have steep variations within a…

Mathematical Physics · Physics 2020-06-02 Luigi Barletti , Claudia Negulescu

We prove a large deviation principle for the slow-fast rough differential equations under the controlled rough path framework. The driver rough paths are lifted from the mixed fractional Brownian motion with Hurst parameter $H\in…

Probability · Mathematics 2025-02-05 Xiaoyu Yang , Yong Xu

In recent years several local extrema based methodologies have been proposed to investigate either the nonlinear or the nonstationary time series for scaling analysis. In the present work we study systematically the distribution of the…

Statistical Mechanics · Physics 2018-09-24 Yongxiang Huang , Lipo Wang , F. G. Schmitt , Xiaobo Zheng , Nan Jiang , Yulu Liu
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