Free inertial processes driven by Gaussian noise: Probability distributions, anomalous diffusion and fractal behavior

We study the motion of an unbound particle under the influence of a random force modeled as Gaussian colored noise with an arbitrary correlation function. We derive exact equations for the joint and marginal probability density functions and find the associated solutions. We analyze in detail anomalous diffusion behaviors along with the fractal structure of the trajectories of the particle and explore possible connections between dynamical exponents of the variance and the fractal dimension of the trajectories.

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.

Diffusion on a solid surface: anomalous is normal

We present a numerical study of classical particles diffusing on a solid surface. The particles motion is modeled by an underdamped Langevin equation with ordinary thermal noise. The particle-surface interaction is described by a periodic or a random two-dimensional potential. The model leads to a rich variety of different transport regimes, some of which correspond to anomalous diffusion such as has recently been observed in experiments and Monte Carlo simulations. We show that this anomalous behavior is controlled by the friction coefficient and stress that it emerges naturally in a system described by ordinary canonical Maxwell-Boltzmann statistics.

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: 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.

Speed of reaction-transport processes

We present an approach to determining the speed of wave-front solutions to reaction-transport processes. This method is more accurate than previous ones. This is explicitly shown for several cases of practical interest: (i) the anomalous diffusion reaction, (ii) reaction diffusion in an advective field, and (iii) time-delayed reaction diffusion. There is good agreement with the results of numerical simulations

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.

Anomalous crossover between thermal and shot noise in macroscopic diffusive conductors

We predict the existence of an anomalous crossover between thermal and shot noise in macroscopic diffusive conductors. We first show that, besides thermal noise, these systems may also exhibit shot noise due to fluctuations of the total number of carriers in the system. Then we show that at increasing currents the crossover between the two noise behaviors is anomalous, in the sense that the low-frequency current spectral density displays a region with a superlinear dependence on the current up to a cubic law. The anomaly is due to the nontrivial coupling in the presence of the long-range Coulomb interaction among the three time scales relevant to the phenomenon, namely, diffusion, transit, and dielectric relaxation time.

Monte Carlo study of the relation between vacancy diffusion and domain growth in two-dimensional binary alloys

Domain growth in a two-dimensional binary alloy is studied by means of Monte Carlo simulation of an ABV model. The dynamics consists of exchanges of particles with a small concentration of vacancies. The influence of changing the vacancy concentration and finite-size effects has been analyzed. Features of the vacancy diffusion during domain growth are also studied. The anomalous character of the diffusion due to its correlation with local order is responsible for the obtained fast-growth behavior.

Semidiscretization and long-time asymptotics of nonlinear diffusion equations

We review several results concerning the long time asymptotics of nonlinear diffusion models based on entropy and mass transport methods. Semidiscretization of these nonlinear diffusion models are proposed and their numerical properties analysed. We demonstrate the long time asymptotic results by numerical simulation and we discuss several open problems based on these numerical results. We show that for general nonlinear diffusion equations the long-time asymptotics can be characterized in terms of fixed points of certain maps which are contractions for the euclidean Wasserstein distance. In fact, we propose a new scaling for which we can prove that this family of fixed points converges to the Barenblatt solution for perturbations of homogeneous nonlinearities for values close to zero.

Numerical schemes of diffusion asymptotics and moment closures for kinetic equations

We investigate different models that are intended to describe the small mean free path regime of a kinetic equation, a particular attention being paid to the moment closure by entropy minimization. We introduce a specific asymptotic-induced numerical strategy which is able to treat the stiff terms of the asymptotic diffusive regime. We evaluate on numerics the performances of the method and the abilities of the reduced models to capture the main features of the full kinetic equation.

Critical mass for a Patlak-Keller-Segel model with degenerate diffusion in higher dimensions

"Vegeu el resum a l'inici del document del fitxer adjunt."

Geography of resonances and Arnold diffusion in a priori unstable Hamiltonian systems

"Vegeu el resum a l'inici del document del fitxer adjunt."

The Global Diffusion of Regulatory Agencies: Channels of Transfer and Stages of Diffusion

The autonomous regulatory agency has recently become the ‘appropriate model’ of governance across countries and sectors. The dynamics of this process is captured in our data set, which covers the creation of agencies in 48 countries and 16 sectors since the 1920s. Adopting a diffusion approach to explain this broad process of institutional change, we explore the role of countries and sectors as sources of institutional transfer at different stages of the diffusion process. We demonstrate how the restructuring of national bureaucracies unfolds via four different channels of institutional transfer. Our results challenge theoretical approaches that overemphasize the national dimension in global diffusion and are insensitive to the stages of the diffusion process. Further advance in study of diffusion depends, we assert, on the ability to apply both cross-sectoral and cross-national analysis to the same research design and to incorporate channels of transfer with different causal mechanisms for different stages of the diffusion process.

Rigorous derivation of a nonlinear diffusion equation as fast-reaction limit of a continuous coagulation-fragmentation model with diffusion

Weak solutions of the spatially inhomogeneous (diffusive) Aizenmann-Bak model of coagulation-breakup within a bounded domain with homogeneous Neumann boundary conditions are shown to converge, in the fast reaction limit, towards local equilibria determined by their mass. Moreover, this mass is the solution of a nonlinear diffusion equation whose nonlinearity depends on the (size-dependent) diffusion coefficient. Initial data are assumed to have integrable zero order moment and square integrable first order moment in size, and finite entropy. In contrast to our previous result [CDF2], we are able to show the convergence without assuming uniform bounds from above and below on the number density of clusters.