相关论文: Renormalization of Drift and Diffusivity in Random…
We study the Brownian motion of a classical particle in one-dimensional inhomogeneous environments where the transition probabilities follow quasiperiodic or aperiodic distributions. Exploiting an exact correspondence with the…
We develop a practical method of computing the stationary drift velocity V and the diffusion coefficient D of a particle (or a few particles) in a periodic system with arbitrary transition rates. We solve this problem both in a physically…
The advection of a passive scalar by a quenched (frozen) incompressible velocity field is studied by extensive high precision numerical simulation and various approximation schemes. We show that second order self consistent perturbation…
This paper addresses the nonparametric estimation of the drift function over a compact domain for a time-homogeneous diffusion process, based on high-frequency discrete observations from $N$ independent trajectories. We propose a neural…
The problem of reconstructing the drift of a diffusion in $\erre^d$, $d\geq 2$, from the transition probability density observed outside a domain is considered. The solution of this problem also solves a new inverse problem for a class of…
We use direct numerical simulations to compute turbulent transport coefficients for passive scalars in turbulent rotating flows. Effective diffusion coefficients in the directions parallel and perpendicular to the rotations axis are…
We consider a simple mean reverting diffusion process, with piecewise constant drift and diffusion coefficients, discontinuous at a fixed threshold. We discuss estimation of drift and diffusion parameters from discrete observations of the…
Rolling of a small sphere on a solid support is governed by a non-linear friction that is akin to the Coulombic dry fiction. No motion occurs when the external field is weaker than the frictional resistance. However, with the intervention…
The diffusion properties of self-propelled particles which move at constant speed and, in addition, reverse their direction of motion repeatedly are investigated. The internal dynamics of particles triggering these reversal processes is…
We study the asymptotic and pre-asymptotic diffusive properties of Brownian particles in channels whose section varies periodically in space. The effective diffusion coefficient $D_{\mathrm{eff}}$ is numerically determined by the asymptotic…
We simulate the dynamics of a single circle microswimmer exploring a disordered array of fixed obstacles. The interplay of two different types of randomness, quenched disorder and stochastic noise, is investigated to unravel their impact on…
In this paper we study the problem of computing the effective diffusivity for a particle moving in chaotic and stochastic flows. In addition we numerically investigate the residual diffusion phenomenon in chaotic advection. The residual…
One of the most enigmatic science question concerning inertial particle transport by a turbulent boundary layer flow is the value of the turbulent Schmidt number as the ratio of particle diffusivity and turbulent eddy viscosity. Using…
We consider the motion of a particle in a periodic two dimensional flow perturbed by small (molecular) diffusion. The flow is generated by a divergence free zero mean vector field. The long time behavior corresponds to the behavior of the…
Using Stokesian dynamics simulations, we examine the flow of a monodisperse, neutrally buoyant, homogeneous suspension of non-Brownian solid spheres in simple shear, starting from a large number of independent hard-sphere distributions and…
A straightforward analytical scheme is proposed for computing the long-time, asymptotic mean velocity and dispersivity (effective diffusivity) of a particle undergoing a discrete biased random walk on a periodic lattice amongst an array of…
Diffusion of colloidal particles in a complex environment such as polymer networks or biological cells is a topic of high complexity with significant biological and medical relevance. In such situations, the interaction between the…
We consider reversible diffusions in random environment and prove the Einstein relation for this model. It says that the derivative of the effective velocity under an additional local drift equals the diffusivity of the model without drift.…
The diffusive properties in velocity fields whose small scales are parameterized by non $\delta$-correlated noise is investigated using multiscale technique. The analytical expression of the eddy diffusivity tensor is found for a 2D steady…
Random walk has wide applications in many fields, such as machine learning, biology, physics, and chemistry. Random walk can be discrete or continuous in time and space. Asymmetric random walk could be described by drift-diffusion equation.…