相关论文: Nontrivial Exponent for Simple Diffusion

The present paper is concerned with some self-interacting diffusions $(X_t,t\geq 0)$ living on $\mathbb{R}^d$. These diffusions are solutions to stochastic differential equations: $$\mathrm{d}X_t = \mathrm{d}B_t - g(t)\nabla V(X_t -…

The paper considers the wave equation, with constant or variable coefficients in $\R^n$, with odd $n\geq 3$. We study the asymptotics of the distribution $\mu_t$ of the random solution at time $t\in\R$ as $t\to\infty$. It is assumed that…

We consider a particle diffusing in the y-direction, dy/dt=\eta(t) where \eta(t) is Gaussian white noise, and subject to a transverse flow field in the x-direction, dx/dt=f(y), where x \ge 0 and x=0 is an absorbing boundary. We discuss the…

The molecular motion in heterogeneous media displays anomalous diffusion by the mean-squared displacement $\langle X^2(t) \rangle = 2 D t^\alpha$. Motivated by experiments reporting populations of the anomalous diffusion parameters $\alpha$…

Consider a one dimensional diffusion process on the diffusion interval $I$ originated in $x_0\in I$. Let $a(t)$ and $b(t)$ be two continuous functions of $t$, $t>t_0$ with bounded derivatives and with $a(t)<b(t)$ and $a(t),b(t)\in I$,…

Let (S_1,S_2)=(R \cos(\Theta), R \sin (\Theta)) be a bivariate random vector with associated random radius R which has distribution function $F$ being further independent of the random angle \Theta. In this paper we investigate the…

We consider a particle moving in a one dimensional potential which has a symmetric deterministic part and a quenched random part. We study analytically the probability distributions of the local time (spent by the particle around its mean…

This paper proposes a simple model of anomalous diffusion, in which a particle moves with the velocity field induced by a single "dipole" (a doublet or a pair of source and sink), whose moment is modulated randomly at each time step. A…

We discuss experimental constraints on the free parameter of the nonextensive kinetic theory from measurements of the thermal dispersion relation in a collisionless plasma. For electrostatic plane-wave propagation, we show through a…

We study the diffusion of tagged hard core interacting particles under the influence of an external force field. Using the Jepsen line we map this many particle problem onto a single particle one. We obtain general equations for the…

We consider turbulent advection of a scalar field $T(\B.r)$, passive or active, and focus on the statistics of gradient fields conditioned on scalar differences $\Delta T(R)$ across a scale $R$. In particular we focus on two conditional…

We study the translocation dynamics of a polymer chain threaded through a nanopore by an external force. By means of diverse methods (scaling arguments, fractional calculus and Monte Carlo simulation) we show that the relevant dynamic…

In a recent paper the mean square displacement (MSD), <R^2(T)>, of a particle carried by a turbulent liquid over time T has been shown to be proportional to T^6/5, meaning that the motion of the particle is slightly super-diffusive. In some…

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…

The single-file problem of N particles in one spatial dimension is analyzed, when each particle has a randomly distributed diffusion constant D sampled in a density $\rho(D)$. The averaged one-particle distributions of the edge particles…

We consider a smooth, rotationally invariant, centered gaussian process in the plane, with arbitrary correlation matrix $C_{t t'}$. We study the winding angle $\phi_t$ around its center. We obtain a closed formula for the variance of the…

We present an approximate calculation for the distribution of the maximum of a smooth stationary temporal signal X(t). As an application, we compute the persistence exponent associated to the probability that the process remains below a…

We study the effects of the environment described by the Tsallis nonextensive statistics on physical quantities using an optimization method in the case of small deviation from the Boltzmann-Gibbs statistics. The $x^4$ model is used and the…

We study how the order of N independent random walks in one dimension evolves with time. Our focus is statistical properties of the inversion number m, defined as the number of pairs that are out of sort with respect to the initial…

In this work we study the degenerate diffusion equation $\partial_{t}=x^{\alpha}a\left(x\right)\partial_{x}^{2}+b\left(x\right)\partial_{x}$ for $\left(x,t\right)\in\left(0,\infty\right)^{2}$, equipped with a Cauchy initial data and the…