相关论文: Noise and diffusion of particles obeying asymmetri…

We consider the facilitated exclusion process, an interacting particle system on the integer line where particles hop to one of their left or right neighbouring site only when the other neighbouring site is occupied by a particle. A…

We consider a system of particles undergoing correlated diffusion with elastic boundary conditions on the half-line. By taking the large particle limit we establish existence and uniqueness for the limiting empirical measure valued process…

Efficiency of a Brownian particle moving along the axis of a three-dimensional asymmetric periodic channel is investigated in the presence of a symmetric unbiased force and a load. Reduction of the spatial dimensionality from two or three…

We consider the problem of parameter estimation in the case of observation of the trajectory of diffusion process. We suppose that the drift coefficient has a singularity of cusp-type and the unknown parameter corresponds to the position of…

Experiment, theory, and simulation are employed to understand the dispersion of colloidal particles in a periodic array of oscillating harmonic traps generated by optical tweezers. In the presence of trap oscillation, a non-monotonic and…

This paper shows new general nonasymptotic achievability and converse bounds and performs their dispersion analysis for the lossy compression problem in which the compressor observes the source through a noisy channel. While this problem is…

In a recent letter [Phys.Rev.Lett. {\bf 30}, 3269 (1995), chao-dyn/9510011], we reported that a macroscopic chaotic determinism emerges in a multistable system: the unidirectional motion of a dissipative particle subject to an apparently…

The aim of this paper is the rigorous derivation of a stochastic non-linear diffusion equation from a radiative transfer equation perturbed with a random noise. The proof of the convergence relies on a formal Hilbert expansion and the…

We explore the influence of turbulence on the transport of energetic particles by using test-particle simulations. We compute parallel and perpendicular diffusion coefficients for two-component turbulence, isotropic turbulence, a model…

Traffic flows are studied in terms of their noise of sound, which is an easily accessible experimental quantity. The sound noise data is studied making use of scaling properties of wavelet transforms and Hurst exponents are extracted. The…

We consider transport diffusion in a stochastic billiard in a random tube which is elongated in the direction of the first coordinate (the tube axis). Inside the random tube, which is stationary and ergodic, non-interacting particles move…

Diffusion on a quenched heterogeneous environment in the presence of bias is considered analytically. The first-passage-time statistics can be applied to obtain the drift and the diffusion coefficient in periodic quenched environments. We…

We study Langevin dynamics with stochastic diffusivity arising from fluctuations of the surrounding medium. The diffusivity is modeled as Ornstein-Uhlenbeck process driven by symmetric dichotomous noise, which confines it to a finite…

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 the previous paper [Nenashev et al., arXiv:0912.3161] an analytical theory confirmed by numerical simulations has been developed for the field-dependent hopping diffusion coefficient D(F) in one-dimensional systems with Gaussian…

In this paper we revisit the issue of the propagation of warps in thin and viscous accretion discs. In this regime warps are know to propagate diffusively, with a diffusion coefficient approximately inversely proportional to the disc…

In this paper we find explicit formulas for: (1) Green's function for a system of one-dimensional bosons interacting via a delta-function potential with particles confined to the positive half-line; and (2) the transition probability for…

We study the interface dynamics of a binary particle mixture in a rotating cylinder numerically. By considering only the particle motion in axial direction, it is shown that the initial dynamics can be well described by a one-dimensional…

We study the isothermal Brownian dynamics of a particle in a system with spatially varying diffusivity. Due to the heterogeneity of the system, the particle's mean displacement does not vanish even if it does not experience any physical…

Many physical and chemical phenomena are governed by stochastic escape across potential barriers. The escape time depends on the structure of the noise and the shape of the potential barrier. By applying $\alpha$-stable noise from the…