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

A system of degenerate drift-diffusion equations for the electron, hole, and oxygen vacancy densities, coupled to the Poisson equation for the electric potential, is analyzed in a three-dimensional bounded domain with mixed…

We introduce a nonparametric approach for estimating drift and diffusion functions in systems of stochastic differential equations from observations of the state vector. Gaussian processes are used as flexible models for these functions and…

Suppose that a point-like steady source at $x=0$ injects particles into a half-infinite line. The particles diffuse and die. At long times a non-equilibrium steady state sets in, and we assume that it involves many particles. If the…

We discuss a relativistic diffusion in the proper time in an approach of Schay and Dudley. We derive (Langevin) stochastic differential equations in various coordinates.We show that in some coordinates the stochastic differential equations…

We construct a dynamical field theory for noninteracting Brownian particles in the presence of a quenched Gaussian random potential. The main variable for the field theory is the density fluctuation which measures the difference between the…

This work aims to estimate the drift and diffusion functions in stochastic differential equations (SDEs) driven by a particular class of L\'evy processes with finite jump intensity, using neural networks. We propose a framework that…

Earlier studies have conjectured that redshift drift is described by spatially averaged quantities and thus becomes positive if the average expansion of the Universe accelerates. This conclusion is reevaluated here by considering exact…

Active particles self-propel themselves with a stochastically evolving velocity, generating a persistent motion leading to a non-diffusive behavior of the position distribution. Nevertheless, an effective diffusive behavior emerges at times…

The condition of thermal equilibrium simplifies the theoretical treatment of fluctuations as found in the celebrated Einstein's relation between mobility and diffusivity for Brownian motion. Several recent theories relax the hypothesis of…

We study the problem of the computation of the effective diffusion constant of a Brownian particle diffusing in a random potential which is given by a function $V(\phi)$ of a Gaussian field $\phi$. A self similar renormalization group…

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…

A system of drift-diffusion equations for the electron, hole, and oxygene vacancy densities in a semiconductor, coupled to the Poisson equation for the electric potential, is analyzed in a bounded domain with mixed Dirichlet-Neumann…

In this paper we study the diffusion approximation of a swarming model given by a system of interacting Langevin equations with nonlinear friction. The diffusion approximation requires the calculation of the drift and diffusion coefficients…

We investigate chains of interacting spinless fermions subject to a finite external field $F$ (also called Stark chains) and focus on the regime where the charge thermalization follows the subdiffusive hydrodynamics. First, we study reduced…

A system of drift-diffusion equations with electric field under Dirichlet boundary conditions is analyzed. The system of strongly coupled parabolic equations for particle density and spin density vector describes the spin-polarized…

We derive generalized charge energy rate equations for organic solids and biomolecular aggregates, even when these are dynamically disordered. These equations suggest that the transport in such cases rely on both drift and diffusion…

We study a Bayesian approach to nonparametric estimation of the periodic drift function of a one-dimensional diffusion from continuous-time data. Rewriting the likelihood in terms of local time of the process, and specifying a Gaussian…

Einstein's theory of Brownian motion is revisited in order to formulate generalized kinetic theory of anomalous diffusion. It is shown that if the assumptions of analyticity and the existence of the second moment of the displacement…

We consider a two dimensional Turing like system with two diffusing species which interact with each other. Considering the species to be charged, we include the effect of an electric field along a given direction which can lead to a drift…

The simplest flavor of the Effective Field Theory of Large Scale Structure is based on Newtonian equations and describes the nonlinear matter density and velocity using Einstein-de-Sitter kernels. Even in the presence of massive neutrinos,…