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The celebrated Sutherland-Einstein relation for systems at thermal equilibrium states that spread of trajectories of Brownian particles is an increasing function of temperature. Here, we scrutinize diffusion of underdamped Brownian motion…

统计力学 · 物理学 2020-04-22 J. Spiechowicz , J. Luczka

We investigate the effect of small diffusion on the principal eigenvalues of linear time-periodic parabolic operators with zero Neumann boundary conditions in one dimensional space. The asymptotic behaviors of the principal eigenvalues, as…

偏微分方程分析 · 数学 2021-01-13 Shuang Liu , Yuan Lou , Rui Peng , Maolin Zhou

We propose new equations of motion under the theory of the Brownian motion to connect the states of quantum, diffusion, soliton, and periodic localization. The new equations are nothing but the classical equations of motion with two…

介观与纳米尺度物理 · 物理学 2011-07-22 Hajime Isimori

We study the diffusivity of a small particle immersed in a square box filled with a non-ideal multicomponent fluid in the presence of thermal fluctuations. Our approach is based on the numerical integration of fluctuating lattice Boltzmann…

流体动力学 · 物理学 2021-12-14 Xiao Xue , Luca Biferale , Mauro Sbragaglia , Federico Toschi

We analyze quantal Brownian motion in $d$ dimensions using the unified model for diffusion localization and dissipation, and Feynman-Vernon formalism. At high temperatures the propagator possess a Markovian property and we can write down an…

凝聚态物理 · 物理学 2009-10-31 Doron Cohen

The article studies the reiterated homogenization of linear elliptic variational inequalities arising in problems with unilateral constrains. We assume that the coefficients of the equations satisfy and abstract hypothesis covering on each…

数学物理 · 物理学 2018-11-16 Hermann Douanla , Cyrille Kenne

This work is devoted to radiative transfer equations with long-range interactions. Such equations arise in the modeling of high frequency wave propagation in random media with long-range dependence. In the regime we consider, the singular…

偏微分方程分析 · 数学 2015-11-09 Christophe Gomez , Olivier Pinaud , Lenya Ryzhik

This paper investigates the exit-time problem for time-inhomogeneous diffusion processes. The focus is on the small-noise behavior of the exit time from a bounded positively invariant domain. We demonstrate that, when the drift and…

概率论 · 数学 2025-01-22 Ashot Aleksian , Stéphane Villeneuve

Prolongating our previous paper on the Einstein relation, we study the motion of a particle diffusing in a random reversible environment when subject to a small external forcing. In order to describe the long time behavior of the particle,…

概率论 · 数学 2018-06-25 Pierre Mathieu , Andrey Piatnitski

We study the diffusive motion of a particle in a subharmonic potential of the form $U(x)=|x|^c$ ($0<c<2$) driven by long-range correlated, stationary fractional Gaussian noise $\xi_{\alpha}(t)$ with $0<\alpha\le2$. In the absence of the…

统计力学 · 物理学 2022-07-13 Tobias Guggenberger , Aleksei V. Chechkin , Ralf Metzler

The behavior of the self diffusion constant of Langevin particles interacting via a pairwise interaction is considered. The diffusion constant is calculated approximately within a perturbation theory in the potential strength about the bare…

软凝聚态物质 · 物理学 2009-11-10 D. S. Dean , A. Lefèvre

We study the long-time behavior of underdamped Brownian particle moving through a viscous medium and in a systematic potential, when it is subjected to a space-dependent high-frequency periodic force. When the frequency is very large, much…

统计力学 · 物理学 2009-11-11 Malay Bandyopadhyay , Sushanta Dattagupta , Monamie Sanyal

We continue our previous work [Ling-Bing He, Xuguang Lu and Mario Pulvirenti, Comm. Math. Phys., 386(2021), no. 1, 143223.] on the limit of the spatially homogeneous quantum Boltzmann equation as the Planck constant $\epsilon$ tends to…

偏微分方程分析 · 数学 2023-09-06 Ling-Bing He , Xuguang Lu , Mario Pulvirenti , Yu-Long Zhou

We consider an inhomogeneous linear Boltzmann equation, with an external confining potential. The collision operator is a simple relaxation toward a local Maxwellian, therefore without diffusion. We prove the exponential time decay toward…

偏微分方程分析 · 数学 2007-05-23 Frederic Herau

A paradigm model is suggested for describing the diffusive limit of trajectories of two Lorentz disks moving in a finite horizon periodic configuration of smooth, strictly convex scatterers and interacting with each other via elastic…

数学物理 · 物理学 2010-08-06 Zsolt Pajor-Gyulai , Domokos Szász

In this paper, we present a fluctuation analysis of a type of parabolic equations with large, highly oscillatory, random potentials around the homogenization limit. With a Feynman-Kac representation, the Kipnis-Varadhan's method, and a…

概率论 · 数学 2014-09-30 Yu Gu , Guillaume Bal

We investigate the dynamics of a single tracer particle performing Brownian motion in a two-dimensional course of randomly distributed hard obstacles. At a certain critical obstacle density, the motion of the tracer becomes anomalous over…

软凝聚态物质 · 物理学 2010-11-19 Teresa Bauer , Felix Höfling , Tobias Munk , Erwin Frey , Thomas Franosch

We consider the context of molecular motors modelled by a diffusion process driven by the gradient of a weakly periodic potential that depends on an internal degree of freedom. The switch of the internal state, that can freely be…

概率论 · 数学 2024-02-02 Serena Della Corte , Richard C. Kraaij

We consider high frequency observations from a fractional Brownian motion. Inspired by the work of Jean Jacod in a diffusion setting, we investigate the asymptotic behavior of various classical statistics related to the local times of the…

概率论 · 数学 2017-10-24 Mark Podolskij , Mathieu Rosenbaum

We investigate the long time behavior of a passive particle evolving in a one-dimensional diffusive random environment, with diffusion constant $D$. We consider two cases: (a) The particle is pulled forward by a small external constant…

统计力学 · 物理学 2018-04-16 François Huveneers