相关论文: Effective drift and diffusivity in non-Gaussian ra…

We derive an effective equation and action for the propagation of gravitational waves (GW), encoding the effects of interaction and self-interaction in a time, frequency and polarization dependent effective speed. In terms of an…

We consider a generalization of classical results of Freidlin and Wentzell to the case of time dependent dissipative drifts. We show the convergence of diffusions with multiplicative noise in the zero limit of a diffusivity parameter to the…

We establish diffusion and fractional Brownian motion approximations for motions in a Markovian Gaussian random field with a nonzero mean.

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…

We study theoretically and experimentally the quantification of non-Gaussian distributions via non-destructive measurements. Using the theory of cumulants, their unbiased estimators, and the uncertainties of these estimators, we describe a…

We analyze the dynamics of particles in two dimensions with constant speed and a stochastic switching angle dynamics defined by a correlated dichotomous Markov process (telegraph noise) plus Gaussian white noise. We study various cases of…

We develop an encounter-based approach for describing restricted diffusion with a gradient drift towards a partially reactive boundary. For this purpose, we introduce an extension of the Dirichlet-to-Neumann operator and use its eigenbasis…

We report measurements of the electron drift mobility in dense argon gas over an extended range of densities, temperatures, and electric fields, supplementing our earlier work. The measurements confirm the validity of the heuristic model we…

We study the mobility and the diffusion coefficient of an inertial tracer advected by a two-dimensional incompressible laminar flow, in the presence of thermal noise and under the action of an external force. We show, with extensive…

A growing number of biological, soft, and active matter systems are observed to exhibit normal diffusive dynamics with a linear growth of the mean squared displacement, yet with a non-Gaussian distribution of increments. Based on the…

A goodness of fit test for the drift coefficient of an ergodic diffusion process is presented. The test is based on the score marked empirical process. The weak convergence of the proposed test statistic is studied under the null hypotheses…

Solid-state ionic conduction is a key enabler of electrochemical energy storage and conversion. The mechanistic connections between material processing, defect chemistry, transport dynamics, and practical performance are of considerable…

We present the exact analytical equation of diffusion-mobility for two-dimensional (2D) Schr\"odinger type transport systems, from molecules to materials. The density of electronic states in such Schr\"odinger systems pertains to the 2D…

Classical theory of the electric double layer is based on the fundamental assumption of a dilute solution of point ions. There are a number of situations such as high applied voltages, high concentration of electrolytes, systems with…

The dispersion of a passive colloid immersed in a bath of non-interacting and non-Brownian run-and-tumble microswimmers in two dimensions is analyzed using stochastic simulations and an asymptotic theory, both based on a minimal model of…

We provide the necessary framework for carrying out stochastic positive-P and gauge-P simulations of bosonic systems with long range interactions. In these approaches, the quantum evolution is sampled by trajectories in phase space,…

We study the asymptotic properties of nearest-neighbor random walks in 1d random environment under the influence of an external field of intensity $\lambda\in\mathbb{R}$. For ergodic shift-invariant environments, we show that the limiting…

For one-dimensional Jump-Drift and Jump-Diffusion processes converging towards some steady state, the large deviations of a long dynamical trajectory are described from two perspectives. Firstly, the joint probability of the empirical…

We study the quantitative homogenization of linear second order elliptic equations in non-divergence form with highly oscillating periodic diffusion coefficients and with large drifts, in the so-called ``centered'' setting where…

We investigate the interplay between coherent effects characteristic of the propagation of linear waves, the non-linear effects due to interactions, and the quantum manifestations of classical chaos due to geometrical confinement, as they…