From lattice-gas models to nonlinear diffusion models: A derivation of macroscopic equations and fluctuations

We derive nonlinear diffusion equations and equations containing corrections due to fluctuations for a coarse-grained concentration field. To deal with diffusion coefficients with an explicit dependence on the concentration values, we generalize the Van Kampen method of expansion of the master equation to field variables. We apply these results to the derivation of equations of phase-separation dynamics and interfacial growth instabilities.

Continued fraction solution for the radiative transfer equation in three dimensions

Starting from the radiative transfer equation, we obtain an analytical solution for both the free propagator along one of the axes and an arbitrary phase function in the Fourier-Laplace domain. We also find the effective absorption parameter, which turns out to be very different from the one provided by the diffusion approximation. We finally present an analytical approximation procedure and obtain a differential equation that accurately reproduces the transport process. We test our approximations by means of simulations that use the Henyey-Greenstein phase function with very satisfactory results.

Solution to telegrapher's equation in the presence of reflecting and partly reflecting broundaries

We show that the reflecting boundary condition for a one-dimensional telegraphers equation is the same as that for the diffusion equation, in contrast to what is found for the absorbing boundary condition. The radiation boundary condition is found to have a quite complicated form. We also obtain exact solutions of the telegraphers equation in the presence of these boundaries.

Telegrapher's equation with variable propagation speeds

All derivations of the one-dimensional telegraphers equation, based on the persistent random walk model, assume a constant speed of signal propagation. We generalize here the model to allow for a variable propagation speed and study several limiting cases in detail. We also show the connections of this model with anomalous diffusion behavior and with inertial dichotomous processes.

Generalized Langevin equations: Anomalous diffusion and probability distributions

We study the motion of a particle governed by a generalized Langevin equation. We show that, when no fluctuation-dissipation relation holds, the long-time behavior of the particle may be from stationary to superdiffusive, along with subdiffusive and diffusive. When the random force is Gaussian, we derive the exact equations for the joint and marginal probability density functions for the position and velocity of the particle and find their solutions.

When telegrapher's equation furnishes a better approximation to transport equation than the difussion approximation

It has been suggested that a solution to the transport equation which includes anisotropic scattering can be approximated by the solution to a telegrapher's equation [A.J. Ishimaru, Appl. Opt. 28, 2210 (1989)]. We show that in one dimension the telegrapher's equation furnishes an exact solution to the transport equation. In two dimensions, we show that, since the solution can become negative, the telegrapher's equation will not furnish a usable approximation. A comparison between simulated data in three dimensions indicates that the solution to the telegrapher's equation is a good approximation to that of the full transport equation at the times at which the diffusion equation furnishes an equally good approximation.

Exact temporal evolution for some non-linear diffusion process

Exact solutions to FokkerPlanck equations with nonlinear drift are considered. Applications of these exact solutions for concrete models are studied. We arrive at the conclusion that for certain drifts we obtain divergent moments (and infinite relaxation time) if the diffusion process can be extended without any obstacle to the whole space. But if we introduce a potential barrier that limits the diffusion process, moments converge with a finite relaxation time.

Diffusion in spatially and temporarily inhomogeneous media: Effects of turbulent mixing

We consider diffusion of a passive substance C in a phase-separating nonmiscible binary alloy under turbulent mixing. The substance is assumed to have different diffusion coefficients in the pure phases A and B, leading to a spatially and temporarily dependent diffusion ¿coefficient¿ in the diffusion equation plus convective term. In this paper we consider especially the effects of a turbulent flow field coupled to both the Cahn-Hilliard type evolution equation of the medium and the diffusion equation (both, therefore, supplemented by a convective term). It is shown that the formerly observed prolonged anomalous diffusion [H. Lehr, F. Sagués, and J.M. Sancho, Phys. Rev. E 54, 5028 (1996)] is no longer seen if a flow of sufficient intensity is supplied.

Diffusion in spatially and temporarily inhomogeneous media

In this paper we consider diffusion of a passive substance C in a temporarily and spatially inhomogeneous two-dimensional medium. As a realization for the latter we choose a phase-separating medium consisting of two substances A and B, whose dynamics is determined by the Cahn-Hilliard equation. Assuming different diffusion coefficients of C in A and B, we find that the variance of the distribution function of the said substance grows less than linearly in time. We derive a simple identity for the variance using a probabilistic ansatz and are then able to identify the interface between A and B as the main cause for this nonlinear dependence. We argue that, finally, for very large times the here temporarily dependent diffusion "constant" goes like t-1/3 to a constant asymptotic value D¿. The latter is calculated approximately by employing the effective-medium approximation and by fitting the simulation data to the said time dependence.

Excitability transitions and wave dynamics under spatiotemporal structured noise

We present an analytic and numerical study of the effects of external fluctuations in active media. Our analytical methodology transforms the initial stochastic partial differential equations into an effective set of deterministic reaction-diffusion equations. As a result we are able to explain and make quantitative predictions on the systematic and constructive effects of the noise, for example, target patterns created out of noise and traveling or spiral waves sustained by noise. Our study includes the case of realistic noises with temporal and spatial structures.

Regular wave propagation out of noise in chemical active media

A pacemaker, regularly emitting chemical waves, is created out of noise when an excitable photosensitive Belousov-Zhabotinsky medium, strictly unable to autonomously initiate autowaves, is forced with a spatiotemporal patterned random illumination. These experimental observations are also reproduced numerically by using a set of reaction-diffusion equations for an activator-inhibitor model, and further analytically interpreted in terms of genuine coupling effects arising from parametric fluctuations. Within the same framework we also address situations of noise-sustained propagation in subexcitable media.

Diffusion in stationary flow from mesoscopic nonequilibrium thermodynamics

We analyze the diffusion of a Brownian particle in a fluid under stationary flow. By using the scheme of nonequilibrium thermodynamics in phase space, we obtain the Fokker-Planck equation that is compared with others derived from the kinetic theory and projector operator techniques. This equation exhibits violation of the fluctuation-dissipation theorem. By implementing the hydrodynamic regime described by the first moments of the nonequilibrium distribution, we find relaxation equations for the diffusion current and pressure tensor, allowing us to arrive at a complete description of the system in the inertial and diffusion regimes. The simplicity and generality of the method we propose makes it applicable to more complex situations, often encountered in problems of soft-condensed matter, in which not only one but more degrees of freedom are coupled to a nonequilibrium bath.

Biased diffusion in confined media: Test of the Fick-Jacobs approximation and validity criteria

We study biased, diffusive transport of Brownian particles through narrow, spatially periodic structures in which the motion is constrained in lateral directions. The problem is analyzed under the perspective of the Fick-Jacobs equation, which accounts for the effect of the lateral confinement by introducing an entropic barrier in a one-dimensional diffusion. The validity of this approximation, based on the assumption of an instantaneous equilibration of the particle distribution in the cross section of the structure, is analyzed by comparing the different time scales that characterize the problem. A validity criterion is established in terms of the shape of the structure and of the applied force. It is analytically corroborated and verified by numerical simulations that the critical value of the force up to which this description holds true scales as the square of the periodicity of the structure. The criterion can be visualized by means of a diagram representing the regions where the Fick-Jacobs description becomes inaccurate in terms of the scaled force versus the periodicity of the structure.

Effective Electrodiffusion equation for non uniform nanochannels

We derive a one dimensional formulation of the Planck-Nernst-Poisson equation to describe the dynamics of of a symmetric binary electrolyte in channels whose section is of nanometric section and varies along the axial direction. The approach is in the spirit of the Fick-Jacobs di fusion equation and leads to a system of coupled equations for the partial densities which depends on the charge sitting at the walls in a non trivial fashion. We consider two kinds of non uniformities, those due to the spatial variation of charge distribution and those due to the shape variation of the pore and report one and three-dimensional solutions of the electrokinetic equations.

Cultural Diffusion Was the Main Driving Mechanism of the Neolithic Transition in Southern Africa

It is well known that the Neolithic transition spread across Europe at a speed of about 1 km/yr. This result has been previously interpreted as a range expansion of the Neolithic driven mainly by demic diffusion (whereas cultural diffusion played a secondary role). However, a long-standing problem is whether this value (1 km/yr) and its interpretation (mainly demic diffusion) are characteristic only of Europe or universal (i.e. intrinsic features of Neolithic transitions all over the world). So far Neolithic spread rates outside Europe have been barely measured, and Neolithic spread rates substantially faster than 1 km/yr have not been previously reported. Here we show that the transition from hunting and gathering into herding in southern Africa spread at a rate of about 2.4 km/yr, i.e. about twice faster than the European Neolithic transition. Thus the value 1 km/yr is not a universal feature of Neolithic transitions in the world. Resorting to a recent demic-cultural wave-of-advance model, we also find that the main mechanism at work in the southern African Neolithic spread was cultural diffusion (whereas demic diffusion played a secondary role). This is in sharp contrast to the European Neolithic. Our results further suggest that Neolithic spread rates could be mainly driven by cultural diffusion in cases where the final state of this transition is herding/pastoralism (such as in southern Africa) rather than farming and stockbreeding (as in Europe)