相关论文: Relationships among coefficients in deterministic …

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,…

We expand on a recent study of a lattice model of interacting particles [Phys. Rev. Lett. 111, 110601 (2013)]. The adsorption isotherm and equilibrium fluctuations in particle number are discussed as a function of the interaction. Their…

In this work we study the transport properties of non-interacting overdamped particles, moving on tilted disordered potentials, subjected to Gaussian white noise. We give exact formulas for the drift and diffusion coefficients for the case…

We derive the exact evolution equation for the probability density function of particle displacements generated by arbitrary Gaussian velocity processes, when neither Markovianity and nor stationarity are assumed. Starting from the…

The Fokker-Planck equation provides complete statistical description of a particle undergoing random motion in a solvent. In the presence of Lorentz force due to an external magnetic field, the Fokker-Planck equation picks up a tensorial…

Fokker-Planck equation with the velocity-dependent coefficients is considered for various isotropic systems on the basis of probability transition (PT) approach. This method provides the self-consistent and universal description of friction…

This contribution presents a derivation of the steady-state distribution of velocities and distances of vehicles in freeway traffic which has been suggested for the evaluation of interaction potentials among vehicles (see preprint…

We investigate the influence of a self-propelling, out-of-equilibrium active particle on generalized elastic systems, including flexible and semiflexible polymers, fluid membranes, and fluctuating interfaces, while accounting for…

When particles/molecules diffuse in systems that contain obstacles, the steady-state regime (during which the mean-square displacement scales linearly with time, $\left< r^2 \right> \sim t$) is preceded by a transient regime. It is common…

The transition from a microscopic model for the movement of many particles to a macroscopic continuum model for a density flow is studied. The microscopic model for the free flow is completely deterministic, described by an interaction…

We consider systems of particles hopping stochastically on $d$-dimensional lattices with space-dependent probabilities. We map the master equation onto an evolution equation in a Fock space where the dynamics are given by a quantum…

We study the main properties of the solution of a Fokker-Planck equation characterized by a variable diffusion coefficient and a polynomial superlinear drift, modeling the formation of consensus in a large interacting system of individuals.…

Although an intimate relation between entropy and diffusion has been advocated for many years and even seems to have been verified in theory and experiments, a quantitatively reliable study, and any derivation of an algebraic relation…

We present a field theory for the statistics of charge and current fluctuations in diffusive systems. The cumulant generating function is given by the saddle-point solution for the action of this field theory. The action depends on two…

The occurrence of stochastic resonance in bistable systems undergoing anomalous diffusions, which arise from density-dependent fluctuations, is investigated with emphasis on the analytical formulation of the problem as well as a possible…

Systems switching between different dynamical phases is an ubiquitous phenomenon. The general understanding of such a process is limited. To this end, we present a general expression that captures fluctuations of a system exhibiting a…

The transport properties of disordered systems are known to depend critically on dimensionality. We study the diffusion coefficient of a quantum particle confined to a lattice on the surface of a tube, where it scales between the 1D and 2D…

A theoretical framework is developed for the phenomenon of non-Gaussian normal diffusion that has experimentally been observed in several heterogeneous systems. From the Fokker-Planck equation with the dynamical structure with largely…

This paper provides an introduction to some stochastic models of lattice gases out of equilibrium and a discussion of results of various kinds obtained in recent years. Although these models are different in their microscopic features, a…

We consider the problem of the Bayesian inference of drift and diffusion coefficient functions in a stochastic differential equation given discrete observations of a realisation of its solution. We give conditions for the well-posedness and…