相关论文: Effective drift and diffusivity in non-Gaussian ra…
We study the dynamics of a charged tracer particle (TP) on a two-dimensional lattice all sites of which except one (a vacancy) are filled with identical neutral, hard-core particles. The particles move randomly by exchanging their positions…
The phenomenon of drift motion of single-domain ferromagnetic particles induced by the Magnus force in a viscous fluid is studied analytically. We use a minimal set of equations to describe the translational and rotational motions of these…
A considerable number of systems have recently been reported in which Brownian yet non-Gaussian dynamics was observed. These are processes characterised by a linear growth in time of the mean squared displacement, yet the probability…
This paper considers the motion of an object subjected to dry friction and an external random force. The objective is to characterize the role of the correlation time of the external random force. We develop efficient stochastic simulation…
We study nonparametric density estimation in non-stationary drift settings. Given a sequence of independent samples taken from a distribution that gradually changes in time, the goal is to compute the best estimate for the current…
Effective Field Theory (EFT) is an efficient method for parametrizing unknown high energy physics effects on low energy data. When applied to time-dependent backgrounds, EFT must be supplemented with initial conditions. In these…
The problem of eliminating fast-relaxing variables to obtain an effective drift-diffusion process in position is solved in a uniform and straightforward way for models with velocity a function jointly of position and fast variables. A more…
We investigate the sedimentation of identical inertialess spherical particles in a Stokes fluid in the limit of many small particles. It is known that the presence of the particles leads to an increase of the effective viscosity of the…
From the smallest scales of quantum systems to the largest scales of intergalactic medium, turbulence is ubiquitous in nature. Often dubbed as the last unsolved problem of classical physics, it remains a time tested paradigm of dynamics far…
We study the diffusivity of a tagged particle in a binary mixture of Brownian particles with non-reciprocal interactions. Numerical simulations reveal that, for a broad class of interaction potentials, non-reciprocity can significantly…
We derive a relationship for the electric field dependent ionic conductivity in terms of fluctuations of time integrated microscopic variables. We demonstrate this formalism with molecular dynamics simulations of solutions of differing…
We show that the relativistic dynamics in a Gaussian random electromagnetic field can be approximated by the relativistic diffusion of Schay and Dudley. Lorentz invariant dynamics in the proper time leads to the diffusion in the proper…
We investigate the relation between mobility and diffusivity for Brownian particles under steady shear near the glass transition, using mode coupling approximations. For the two directions perpendicular to the shear direction, the particle…
The nonequilibrium Fokker-Planck dynamics with a non-conservative drift field, in dimension $N\geq 2$, can be related with the non-Hermitian quantum mechanics in a real scalar potential $V$ and in a purely imaginary vector potential -$iA$…
In this note, we connect two seemingly unrelated objects: On the one hand is a two-dimensional drift-diffusion process $X$ with divergence-free and time-independent drift $b$. The drift is given by a stationary Gaussian ensemble, and we…
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…
Under general assumptions on the target distribution $p^\star$, we establish a sharp Lipschitz regularity theory for flow-matching vector fields and diffusion-model scores, with optimal dependence on time and dimension. As applications, we…
The motion of a particle in a correlated random potential under the influence of a driving force is investigated in mean field theory. The correlations of the disorder are characterized by a short distance cutoff and a power law decay with…
We model a processive linear molecular motor as a particle diffusing in a one-dimensional periodic lattice with arbitrary transition rates between its sites. We present a relatively simple proof of a theorem which states that the ratio of…
We revisit the diffusion properties and the mean drift induced by an external field of a random walk process in a class of branched structures, as the comb lattice and the linear chains of plaquettes. A simple treatment based on scaling…