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

In this paper we consider the drift estimation problem for a general differential equation driven by an additive multidimensional fractional Brownian motion, under ergodic assumptions on the drift coefficient. Our estimation procedure is…

A generalization of the Drude model is studied. On the one hand, the free motion of the particles is allowed to be sub- or superdiffusive; on the other hand, the distribution of the time delay between collisions is allowed to have a long…

We study the diffusion of a particle with a time-dependent diffusion constant $D(t)$ that switches between random values drawn from a distribution $W(D)$ at a fixed rate $r$. Using a renewal approach, we compute exactly the moments of the…

We compute the joint distribution of relative velocities and separations of identical inertial particles suspended in randomly mixing and turbulent flows. Our results are obtained by matching asymptotic forms of the distribution. The method…

Diffusion rates are calculated on the basis of van Hove's formula for the dynamical structure factor (DSF) related to particle scattering at mobile adsorbates. The formula is evaluated quantum mechanically using eigenfunctions obtained from…

We study diffusion processes driven by a Brownian motion with regular drift in a finite dimension setting. The drift has two components on different time scales, a fast conservative component and a slow dissipative component. Using the…

The main result in this paper is a variational formula for the exit rate from a bounded domain for a diffusion process in terms of the stationary law of the diffusion constrained to remain in this domain forever. Related results on the…

We discuss the effective diffusion constant $D_{{\it eff}}$ for stochastic processes with spatially-dependent noise. Starting from a stochastic process given by a Langevin equation, different drift-diffusion equations can be derived…

We study the dynamics of an athermal inertial run-and-tumble particle moving in a shear-thickening medium in $d=1$. The viscosity of the medium is represented by a nonlinear function $f(v)\sim\tan(v)$, while a symmetric dichotomous noise of…

In this paper we consider a diffusion process obtained as a small random perturbation of a dynamical system attracted to a stable equilibrium point. The drift and the diffusive perturbation are assumed to evolve slowly in time. We describe…

We study front propagation in the reaction diffusion process $\{A\stackrel{\epsilon}\to2A, A\stackrel {\epsilon_t}\to3A\}$ on a one dimensional (1d) lattice with hard core interaction between the particles. Using the leading particle…

We consider a $d$-dimensional SDE with an identity diffusion matrix and a drift vector being a vector function of bounded variation. We give a representation for the derivative of the solution with respect to the initial data.

This paper explores the reconstruction of drift or diffusion coefficients of a scalar stochastic diffusion processes as it starts from an initial value and reaches, for the first time, a threshold value. We show that the distribution…

In the relativistic uniform model for continuous medium the integral theorem of generalized virial is derived, in which generalized momenta are used as particles momenta. This allows us to find exact formulas for the radial component of the…

We present a first numerical investigation of the accuracy of the recently proposed {\em non-classical transport equation}. This equation contains an extra independent variable (the path-length $s$), and models particle transport taking…

Consider the sample path of a one-dimensional diffusion for which the diffusion coefficient is given and where the drift may take on one of two values: $\mu_0$ or $\mu_1$. Suppose that the signal-to-noise ratio (defined as the difference…

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…

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 consider the problem of frequency estimation by observations of the periodic diffusion process possesing ergodic properties in two different situations. The first one corresponds to continuously differentiable with respect to parameter…

The rigorous analytical calculation of the diffusion coefficient is performed for the chaotic motion of a particle in a set of longitudinal waves with random phases and large amplitudes (~ A). A first step proves the existence of a…