相关论文: Diffusion in a weakly random Hamiltonian flow
We consider propagation of high-frequency wave packets along a smooth evolving background flow whose evolution is described by a simple-wave type of solutions of hydrodynamic equations. In geometrical optics approximation, the motion of the…
Brownian motion (BM) is pivotal in natural science for the stochastic motion of microscopic droplets. In this study, we investigate BM driven by thermal composition noise at sub-micro scales, where inter-molecular diffusion and surface…
In this paper we prove, for small Hurst parameters, the higher order differentiability of a stochastic flow associated with a stochastic differential equation driven by an additive multi-dimensional fractional Brownian noise, where the…
Considering the example of interacting Brownian particles we present a linear response derivation of the boundary condition for the corresponding hydrodynamic description (the diffusion equation). This requires us to identify a non-analytic…
The diffusion of chiral active Brownian particles in three-dimensional space is studied analytically, by consideration of the corresponding Fokker-Planck equation for the probability density of finding a particle at position…
Anomalous-diffusion, the departure of the spreading dynamics of diffusing particles from the traditional law of Brownian-motion, is a signature feature of a large number of complex soft-matter and biological systems. Anomalous-diffusion…
We solve the problem of spatial distribution of inertial particles that sediment in turbulent flow with small ratio of acceleration of fluid particles to acceleration of gravity $g$. The particles are driven by linear drag and have…
We study the growth of small-scale inhomogeneities of the density of particles floating in weakly nonlinear, small-amplitude, surface waves. Despite the amplitude smallness, the accumulated effect of the long-time evolution may produce…
Most classical work on the hydrodynamics of low-Reynolds-number swimming addresses deterministic locomotion in quiescent environments. Thermal fluctuations in fluids are known to lead to a Brownian loss of the swimming direction. As most…
In this article we present an application of a method of control of Hamiltonian systems to the chaotic velocity diffusion of a cold electron beam interacting with electrostatic waves. We numerically show the efficiency and robustness of the…
The motion of a particle is studied in a random space-time. It is assumed that the velocity is small enough for the non-relativistic approximation to be valid. The randomness of the metric induces a diffusion in coordinate space. Hence it…
We study many interacting Brownian particles under a tilted periodic potential. We numerically measure the linear response coefficient of the density field by applying a slowly varying potential transversal to the tilted direction. In…
This paper provides a formulation of the log-homotopy particle flow from the perspective of variational inference. We show that the transient density used to derive the particle flow follows a time-scaled trajectory of the Fisher-Rao…
We present a stochastic model for amplifying, diffusive media like, for instance, random lasers. Starting from a simple random-walk model, we derive a stochastic partial differential equation for the energy field with contains a…
We consider the time discretization of fractional stochastic wave equation with Gaussian noise, which is negatively correlated. Major obstacles to design and analyze time discretization of stochastic wave equation come from the…
Using simple kinematical arguments, we derive the Fokker-Planck equation for diffusion processes in curved spacetimes. In the case of Brownian motion, it coincides with Eckart's relativistic heat equation (albeit in a simpler form), and…
Diffusive transport in many complex systems features a crossover between anomalous diffusion at short times and normal diffusion at long times. This behavior can be mathematically modeled by cutting off (tempering) beyond a mesoscopic…
We introduce a stochastic nonlocal reaction--diffusion model arising in tumour dynamics. Spatial dispersal is described by the fractional Laplacian, accounting for anomalous diffusion and long--range relocation events. The system is…
The long time dynamics of large particles trapped in two inhomogeneous turbulent shear flows is studied experimentally. Both flows present a common feature, a shear region that separates two colliding circulations, but with different…
We consider an isothermal machine composed of two Brownian particles (say particle A and B) connected by a harmonic spring. A constant load is attached to particle A, and the particle B is trapped in a harmonic confinement whose minimum is…