相关论文: General technique of calculating drift velocity an…

In this paper we present a systematic and rigorous method for calculating the diffusion tensor for a Brownian particle moving in a periodic potential which is valid in arbitrary dimensions and for all values of the dissipation. We use this…

Behavior of the mixture of particles and dimers moving with different jump rates at reconstructed surfaces is described. Collective diffusion coefficient is calculated by the variational approach. Anisotropy of the collective particle…

The way particles interact with turbulent structures, particularly in regions of high vorticity and strain rate, has been investigated in simulations of homogeneous turbulence and in simple flows which have a periodic or persistent…

We consider the drift and diffusion properties of periodically driven renewal processes. These processes are defined by a periodically time dependent waiting time distribution, which governs the interval between subsequent events. We show…

We investigate fluid transport in random velocity fields with unsteady drift. First, we propose to quantify fluid transport between flow regimes of different characteristic motion, by escape probability and mean residence time. We then…

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 study efficiency of non-parametric estimation of diffusions (stochastic differential equations driven by Brownian motion) from long stationary trajectories. First, we introduce estimators based on conditional expectation which is…

In the present work, we explore homogenization techniques for a class of switching diffusion processes whose drift and diffusion coefficients, and jump intensities are smooth, spatially periodic functions; we assume full coupling between…

We consider a drift-diffusion model, with an unknown function depending on the spatial variable and an additional structural variable, the amount of ingested lipid. The diffusion coefficient depends on this additional variable. The drift…

Motivated by a novel method for granular segregation, we analyze the one dimensional drift-diffusion between two absorbing boundaries. The time evolution of the probability distribution and the rate of absorption are given by explicit…

We consider stochastic control with discretionary stopping for the drift of a diffusion process over an infinite time horizon. The objective is to choose a control process and a stopping time to minimize the expectation of a convex terminal…

The virial theorem is considered for a system of randomly moving particles that are tightly bound to each other by the gravitational and electromagnetic fields, acceleration field and pressure field. The kinetic energy of the particles of…

We consider a particle diffusing along the links of a general graph possessing some absorbing vertices. The particle, with a spatially-dependent diffusion constant D(x) is subjected to a drift U(x) that is defined in every point of each…

Real data are constrained to finite sampling rates, which calls for a suitable mathematical description of the corrections to the finite-time estimations of the dynamic equations. Often in the literature, lower order discrete time…

We study evolution equations of drift-diffusion type when various parameters are random. Motivated by applications in pedestrian dynamics, we focus on the case when the total mass is, due to boundary or reaction terms, not conserved. After…

In this manuscript, we consider the case where a Brownian particle is subject to a static periodic potential and is driven by a constant force. We derive analytic formulas for the average velocity and the effective diffusion.

For the successful design and operation of gas based particle detectors, one needs a good understanding of the drift properties of the deployed gas. This includes the drift velocity of electrons, their diffusion and the gas amplification in…

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…

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…

Consider a particle diffusing in a confined volume which is divided into two equal regions. In one region the diffusion coefficient is twice the value of the diffusion coefficient in the other region. Will the particle spend equal…