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Stochastic homogenization is achieved for a class of elliptic and parabolic equations describing the lifetime, in large domains, of stationary diffusion processes in random environment which are small, statistically isotropic perturbations…

偏微分方程分析 · 数学 2016-03-01 Benjamin J. Fehrman

There remains a useful relation between diffusion and mobility for a Langevin particle in a periodic medium subject to nonconservative forces. The usual fluctuation-dissipation relation easily gets modified and the mobility matrix is no…

统计力学 · 物理学 2015-03-17 Marco Baiesi , Christian Maes , Bram Wynants

We consider a diffusion process on $\mathbb R^n$ and prove a large deviation principle for the empirical process in the joint limit in which the time window diverges and the noise vanishes. The corresponding rate function is given by the…

概率论 · 数学 2024-12-31 Lorenzo Bertini , Davide Gabrielli , Claudio Landim

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…

概率论 · 数学 2013-08-19 Amarjit Budhiraja , Zhen-Qing Chen

Overdamped motion of Brownian particles in tilted piecewise linear periodic potentials is considered. Explicit algebraic expressions for the diffusion coefficient, current, and coherence level of Brownian transport are derived. Their…

软凝聚态物质 · 物理学 2009-11-10 Els Heinsalu , Risto Tammelo , Teet Ord

We discuss a relativistic diffusion in the proper time in an approach of Schay and Dudley. We derive (Langevin) stochastic differential equations in various coordinates.We show that in some coordinates the stochastic differential equations…

高能物理 - 理论 · 物理学 2009-11-13 Z. Haba

We consider a multidimensional monostable reaction-diffusion equation whose nonlinearity involves periodic heterogeneity. This serves as a model of invasion for a population facing spatial heterogeneities. As a rescaling parameter tends to…

偏微分方程分析 · 数学 2015-03-16 Matthieu Alfaro , Thomas Giletti

We investigate anomalous diffusion processes governed by the fractional Langevin equation and confined to a finite or semi-infinite interval by reflecting potential barriers. As the random and damping forces in the fractional Langevin…

统计力学 · 物理学 2019-11-01 Thomas Vojta , Sarah Skinner , Ralf Metzler

We make two observations on the motion of coupled particles in a periodic potential. Coupled pendula, or the space-discretized sine-Gordon equation is an example of this problem. Linearized spectrum of the synchronous motion turns out to…

动力系统 · 数学 2025-05-28 Ki Yeun Kim , Mark Levi , Jing Zhou

We find for the first time the asymptotic representation of the solution to the space dependent variable order fractional diffusion and Fokker-Planck equations. We identify a new advection term that causes ultra-slow spatial aggregation of…

统计力学 · 物理学 2019-08-14 Sergei Fedotov , Daniel Han

Evidence suggests that the transport rate of a passive particle at long timescales is enhanced due to interactions with the surrounding active ones in a size- and composition-dependent manner. Using a system of particles with different…

软凝聚态物质 · 物理学 2021-07-14 Efe Ilker , Michele Castellana , Jean-François Joanny

We propose a Langevin equation for systems in an environment with nonuniform temperature. At odds with an older proposal, ours admits a locally Maxwellian steady state, local equipartition holds and for detailed-balanced (reversible)…

统计力学 · 物理学 2015-06-12 Matteo Polettini

In this paper we consider a large system of Bosons or Fermions. We start with an initial datum which is compatible with the Bose-Einstein, respectively Fermi-Dirac, statistics. We let the system of interacting particles evolve in a…

偏微分方程分析 · 数学 2007-05-23 Dario Benedetto , François Castella , Raffaele Esposito , M. Pulvirenti

In this paper we revisit the problem of Brownian motion in a tilted periodic potential. We use homogenization theory to derive general formulas for the effective velocity and the effective diffusion tensor that are valid for arbitrary…

数学物理 · 物理学 2015-06-11 J. C. Latorre , G. A. Pavliotis , P. R. Kramer

Surface diffusion of small adsorbates is analyzed in terms of the so-called intermediate scattering function and dynamic structure factor, observables in experiments using the well-known quasielastic Helium atom scattering and Helium spin…

统计力学 · 物理学 2018-09-26 S. Miret-Artés

We show that in generic one-dimensional Hamiltonian lattices the diffusion coefficient of the maximum Lyapunov exponent diverges in the thermodynamic limit. We trace this back to the long-range correlations associated with the evolution of…

混沌动力学 · 物理学 2016-08-03 Diego Pazo , Juan M. Lopez , Antonio Politi

We consider overdamped Brownian dynamics in a periodic potential with temporally oscillating amplitude. We analyze the transport which shows effective diffusion enhanced by the oscillations and derive approximate expressions for the…

其他凝聚态物理 · 物理学 2015-05-18 Pawel Romanczuk , Felix Mueller , Lutz Schimansky-Geier

We numerically solve the underdamped Langevin equation to obtain the trajectories of a particle in a sinusoidal potential driven by a temporally sinusoidal force in a medium with coefficient of friction periodic in space as the potential…

统计力学 · 物理学 2016-09-21 D. Kharkongor , W. L. Reenbohn , Mangal C. Mahato

We report new results about the two-time dynamics of an anomalously diffusing classical particle, as described by the generalized Langevin equation with a frequency-dependent noise and the associated friction. The noise is defined by its…

统计力学 · 物理学 2009-11-07 Noelle Pottier

We consider a convection-diffusion model with linear fractional diffusion in the sub-critical range. We prove that the large time asymptotic behavior of the solution is given by the unique entropy solution of the convective part of the…

偏微分方程分析 · 数学 2022-12-07 Liviu Ignat , Diana Stan