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We construct a planar diffusion process whose infinitesimal generator depends only on the order of the components of the process. Speaking informally and a bit imprecisely for the moment, imagine you run two Brownian-like particles on the…

概率论 · 数学 2012-06-19 E. Robert Fernholz , Tomoyuki Ichiba , Ioannis Karatzas , Vilmos Prokaj

We study the random walk of a particle in a compartmentalized environment, as realized in biological samples or solid state compounds. Each compartment is characterized by its length $L$ and the boundaries transmittance $T$. We identify two…

Consider a tagged particle in zero-range dynamics on the integer lattice in dimension d with rate g whose finite-range jump probabilities p possess a drift. We show, in equilibrium, that the variance of the tagged particle position at time…

概率论 · 数学 2007-05-23 Sunder Sethuraman

The anisotropic 3D equation describing the pointlike particles diffusion in slender impermeable tubes of revolution with cross section smoothly depending on the longitudial coordinate is the object of our study. We use singular…

化学物理 · 物理学 2015-06-18 Sergey D. Traytak

We prove a central limit theorem for the momentum distribution of a particle undergoing an unbiased spatially periodic random forcing at exponentially distributed times without friction. The start is a linear Boltzmann equation for the…

数学物理 · 物理学 2015-05-14 Jeremy Clark , Christian Maes

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 consider the general problem of the first passage distribution of particles whose displacements are subject to time delays. We show that this problem gives rise to a \emph{propagation-dispersion equation} which is obtained as the…

统计力学 · 物理学 2009-11-10 Jean Pierre Boon , Patrick Grosfils , James F. Lutsko

We derive the fully time-dependent solution to a run-and-tumble model for a particle which has tumbling restricted to the boundaries of a one-dimensional interval. This is achieved through a field-theoretic perturbative framework by…

统计力学 · 物理学 2025-08-06 Connor Roberts , Gunnar Pruessner

We study the biased diffusion of particles moving in one direction under the action of a constant force in the presence of a piecewise linear random potential. Using the overdamped equation of motion, we represent the first and second…

统计力学 · 物理学 2010-07-08 S. I. Denisov , E. S. Denisova , H. Kantz

We consider a continuous-space and continuous-time diffusion process under resetting with memory. A particle resets to a position chosen from its trajectory in the past according to a memory kernel. Depending on the form of the memory…

统计力学 · 物理学 2017-11-29 Denis Boyer , Martin R. Evans , Satya N. Majumdar

The fraction r(t) of spins which have never flipped up to time t is studied within a linear diffusion approximation to phase ordering. Numerical simulations show that, even in this simple context, r(t) decays with time like a power-law with…

凝聚态物理 · 物理学 2009-10-28 Bernard Derrida , Vincent Hakim , Reuven Zeitak

Incorporating boundary conditions into stochastic models of passive or active particle motion is usually implemented at the level of the associated forward or backward Kolmogorov equation, whose solution determines the probability…

统计力学 · 物理学 2025-08-29 Paul C Bressloff

A complete one-dimensional scattering of a spinless particle on a time-independent potential barrier is considered. To describe separately transmitted and reflected particles in the corresponding subsets of identical experiments, we…

量子物理 · 物理学 2007-05-23 N. L. Chuprikov

We study the probability distribution function of the long-time values of observables being time-evolved by Hamiltonians modeling clean and disordered one-dimensional chains of many spin-1/2 particles. In particular, we analyze the return…

无序系统与神经网络 · 物理学 2023-10-10 I. Vallejo-Fabila , E. Jonathan Torres-Herrera

We present the results of a numerical investigation of charged-particle transport across a synthesized magnetic configuration composed of a constant homogeneous background field and a multiscale perturbation component simulating an effect…

统计力学 · 物理学 2007-05-23 Francesco Chiaravalloti , Alexander V. Milovanov , Gaetano Zimbardo

DNS and laboratory experiments show that the spatial distribution of straining stagnation points in homogeneous isotropic 3D turbulence has a fractal structure with dimension D_s = 2. In Kinematic Simulations the time exponent gamma in…

流体动力学 · 物理学 2009-11-07 Javier Davila , Christos Vassilicos

We study the position of a biased tracer particle (TP) in a bath of hardcore particles moving on a lattice of arbitrary dimension and in contact with a reservoir. Starting from the master equation satisfied by the joint probability of the…

统计力学 · 物理学 2015-12-09 Pierre Illien , Olivier Bénichou , Gleb Oshanin , Raphaël Voituriez

This article discusses the analyticity and the long-time asymptotic behavior of solutions to space-time fractional diffusion equations in $\mathbb{R}^d$. By a Laplace transform argument, we prove that the decay rate of the solution as…

偏微分方程分析 · 数学 2019-04-15 Xing Cheng , Zhiyuan Li , Masahiro Yamamoto

In this work we present a general derivation of the non-Fickian behavior for the self-diffusion of identically interacting particle systems with excluded mutual passage. We show that the conditional probability distribution of finding a…

统计力学 · 物理学 2009-11-07 Markus Kollmann

Consider a reflecting diffusion in a domain in $R^d$ that acquires drift in proportion to the amount of local time spent on the boundary of the domain. We show that the stationary distribution for the joint law of the position of the…

概率论 · 数学 2008-04-15 Richard F. Bass , Krzysztof Burdzy , Zhen-Qing Chen , Martin Hairer