相关论文: On homogenization of space-time dependent and dege…
In systems which exhibit deterministic diffusion, the gross parameter dependence of the diffusion coefficient can often be understood in terms of random walk models. Provided the decay of correlations is fast enough, one can ignore memory…
We consider potential type dynamical systems in finite dimensions with two meta-stable states. They are subject to two sources of perturbation: a slow external periodic perturbation of period $T$ and a small Gaussian random perturbation of…
The time dependency of the diffusion coefficient of particles in porous media is an efficient probe of their geometry. The analysis of this quantity, measured e.g. by nuclear magnetic resonance (PGSE-NMR), can provide rich information…
In this work, an inverse problem in the fractional diffusion equation with random source is considered. The measurements used are the statistical moments of the realizations of single point data $u(x_0,t,\omega).$ We build the…
Two-scale homogenization limits of parabolic cross-diffusion systems in a heterogeneous medium with no-flux boundary conditions are proved. The heterogeneity of the medium is reflected in the diffusion coefficients or by the perforated…
We investigate an intermittent stochastic process in which the diffusive motion with time-dependent diffusion coefficient $D(t) \sim t^{\alpha -1}$ with $\alpha > 0$ (scaled Brownian motion) is stochastically reset to its initial position,…
We study diffusion processes in anomalous spacetimes regarded as models of quantum geometry. Several types of diffusion equation and their solutions are presented and the associated stochastic processes are identified. These results are…
We consider a diffusion on a bounded domain, assuming that the system is irreducible inside the domain and that the diffusion has varying degree of degeneracy on the domain's boundary. The long-term statistical properties of typical…
A particle driven by deterministic chaos and moving in a spatially extended environment can exhibit normal diffusion, with its mean square displacement growing proportional to the time. Here we consider the dependence of the diffusion…
We propose a unifying theoretical framework for the analysis of first-passage time distributions in two important classes of stochastic processes in which the diffusivity of a particle evolves randomly in time. In the first class of…
We study discrete linear divergence-form operators with random coefficients, also known as the random conductance model. We assume that the conductances are bounded, independent and stationary; the law of a conductance may depend on the…
We study the problem of homogenization for inertial particles moving in a periodic velocity field, and subject to molecular diffusion. We show that, under appropriate assumptions on the velocity field, the large scale, long time behavior of…
Consider a graph where the sites are distributed in space according to a Poisson point process on $\mathbb R^n$. We study a population evolving on this network, with individuals jumping between sites with a rate which decreases…
The coefficient of self-diffusion for a homogeneously cooling granular gas changes significantly if the impact-velocity dependence of the restitution coefficient $\epsilon$ is taken into account. For the case of a constant $\epsilon$ the…
We investigate the long-time evolution of branching diffusion processes (starting with a finite number of particles) in inhomogeneous media. The qualitative behavior of the processes depends on the intensity of the branching. In the…
Stochastic differential equations in Hilbert space as random nonlinear modified Schroedinger equations have achieved great attention in recent years; of particular interest is the long time behavior of their solutions. In this note we…
Dynamic heterogeneity, believed to be one of the hallmarks of the dynamics of supercooled liquids, is expected to affect the diffusion of the particles comprising the liquid. We have carried out extensive molecular dynamics simulations of…
This paper investigates the probabilistic properties that determine the existence of space-time transformations between diffusion processes. We prove that two diffusions are related by a monotone space-time transformation if and only if…
We consider the limiting behavior of fluctuations of small noise diffusions with multiple scales around their homogenized deterministic limit. We allow full dependence of the coefficients on the slow and fast motion. These processes arise…
In this letter, we discuss how flow inhomogeneity affects the self-diffusion behavior in granular flows. Whereas self-diffusion scalings have been well characterized in the past for homogeneous shearing, the effect of shear localization and…