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We show that, simultaneous local scaling of coordinate and time keeping the velocity unaltered is a symmetry of an It\^o-process. Using this symmetry, any It\^o-process can be mapped to a universal additive Gaussian-noise form. We use this…

统计力学 · 物理学 2024-05-03 A. Bhattacharyay

An alternative equilibrium stochastic dynamics for a Brownian particle in inhomogeneous space is derived. Such a dynamics can model the motion of a complex molecule in its conformation space when in equilibrium with a uniform heat bath. The…

统计力学 · 物理学 2016-12-20 A. Bhattacharyay

Anomalous diffusion phenomenon is an intriguing process that tracer diffusion presents in numerous complex systems. Current experimental and theoretical investigations have reported the emergence of random diffusivity scenarios accompanied…

统计力学 · 物理学 2022-10-19 M. A. F. dos Santos , L. Menon Junior , D. Cius

Heterogeneous media diffusion is often described using position-dependent diffusion coefficients and estimated indirectly through mean squared displacement in experiments. This approach may overlook other mechanisms and their interaction…

统计力学 · 物理学 2023-09-11 Haroldo V. Ribeiro , Angel A. Tateishi , Ervin K. Lenzi , Richard L. Magin , Matjaz Perc

Heterogeneity in dynamics in the form of non-Gaussian molecular displacement distributions appears ubiquitously in soft matter. We address the quantification of such heterogeneity using an information-theoretic measure of the distance…

软凝聚态物质 · 物理学 2020-08-04 Rahul Dandekar , Soumyakanti Bose , Suman Dutta

We study the effect of randomly distributed diffusivities and speeds in two models for active particle dynamics with active and passive fluctuations. We demonstrate how non-Gaussian displacement distributions emerge in these models in the…

统计力学 · 物理学 2023-02-01 Elisabeth Lemaitre , Igor M. Sokolov , Ralf Metzler , Aleksei V. Chechkin

We study the long time behavior of a Brownian particle moving in an anomalously diffusing field, the evolution of which depends on the particle position. We prove that the process describing the asymptotic behaviour of the Brownian particle…

数学物理 · 物理学 2011-05-06 Michela Ottobre

Diffusive transport of particles or, more generally, small objects is a ubiquitous feature of physical and chemical reaction systems. In configurations containing confining walls or constrictions transport is controlled both by the…

统计力学 · 物理学 2009-01-22 P. Sekhar Burada , Peter Hanggi , Fabio Marchesoni , Gerhard Schmid , Peter Talkner

The diffusive transport of biased Brownian particles in a two-dimensional symmetric channel is investigated numerically considering both the no-flow and the reflection boundary conditions at the channel boundaries. Here, the geometrical…

软凝聚态物质 · 物理学 2019-09-10 Narender Khatri , P. S. Burada

For optimizing a non-convex function in finite dimension, a method is to add Brownian noise to a gradient descent, allowing for transitions between basins of attractions of different minimizers. To adapt this for optimization over a space…

概率论 · 数学 2025-05-13 Pierre Germain , Pierre Monmarché

In this paper we compare the Boltzmann distribution with a modified Boltzmann distribution, that results from an It\^o-process considering thermal equilibrium of a Brownian particle with coordinate dependent diffusion, in the light of an…

统计力学 · 物理学 2022-07-19 Abhinav Dhawan , A. Bhattacharyay

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…

统计力学 · 物理学 2015-08-11 Alexandre Bovet

We use a recently-derived reformulation of the diffusion constant [Stillinger F H and Debenedetti P G 2005 J. Phys. Chem. B 109 6604] to investigate heterogeneous dynamics and non-Gaussian diffusion in a binary Lennard-Jones mixture. Our…

软凝聚态物质 · 物理学 2007-05-23 M. Scott Shell , Pablo G. Debenedetti , Frank H. Stillinger

Grain boundary (GB) diffusion in polycrystalline materials is a physical phenomenon of great fundamental interest and practical significance. Although the accelerated ("short circuit") atomic transport along GBs has been known for decades,…

材料科学 · 物理学 2022-08-02 Ian Chesser , Yuri Mishin

Noncolliding diffusion processes reported in the present paper are $N$-particle systems of diffusion processes in one-dimension, which are conditioned so that all particles start from the origin and never collide with each other in a finite…

概率论 · 数学 2011-05-05 Minami Izumi , Makoto Katori

Giant diffusion, where the diffusion coefficient of a Brownian particle in a periodic potential with an external force is significantly enhanced by the external force, is a non-trivial non-equilibrium phenomenon. We propose a simple…

统计力学 · 物理学 2025-06-17 Kento Iida , Andreas Dechant , Takuma Akimoto

It seems that a stochastic system must be a nonlinear one to observe the phenomenon, noise induced transition. But in the present paper, we have demonstrated that the phenomenon may be observed even in a linear stochastic process where both…

统计力学 · 物理学 2022-01-04 Shrabani Mondal , L. R. Rahul Biswas , Mousumi Biswas , Bidhan Chandra Bag

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

Stochastic models of varying complexity have been proposed to describe the dispersion of particles in turbulent flows, from simple Brownian motion to complex temporally and spatially correlated models. A method is needed to compare…

流体动力学 · 物理学 2022-07-13 Martin T. Brolly , James R. Maddison , Aretha L. Teckentrup , Jacques Vanneste

We describe a two-dimensional model for active particles whose self-propulsion speed is not fixed, but varies in time, and whose motion is subject to both translational and rotational diffusion. In the conventional treatment of active…

软凝聚态物质 · 物理学 2025-10-01 Tayeb Jamali