Can diffusions propagate?

DOI10.1007/S10955-012-0580-0MaRDI QIDQ690632zbMATH OpenOpenAlexFDO

Authors D. Espaze, V. Foulonneau, F. Debbasch

Publication date 28 November 2012

Published in Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10955-012-0580-0

zbMATH Keywords

bounded velocity diffusionrelativistic stochastic processes

Mathematics Subject Classification ID

Fokker-Planck equations (35Q84) Diffusion processes (60J60) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Transport processes in time-dependent statistical mechanics (82C70)

Review text

The authors used the relativistic Ornstein-Uhlenbeck process (ROUP) to study the diffusion of relativistic particle in a fluid at equilibrium. They regard that the particles start their stochastic motion from some arbitrary point and are thermalized with the fluid. By a qualitative analysis, they observe that the ROUP exhibits short-time propagation in physical space and only displays typical diffusive behavior asymptotically. By analytic computations, they give the short-time density profile and obtain a generalized Fick's law, in which the diffusion coefficient is replaced by a time-dependent metric. These results connect relativistic diffusion with gravitational horizons and geometrical flows.

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Cited in

(8)

• A diffusion equation from the relativistic Ornstein-Uhlenbeck process
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• Relativistic diffusions and Schwarzschild geometry
• Discrete-time quantum walks in random artificial gauge fields
• Does diffusion determine the body?
• Quantum simulation of quantum relativistic diffusion via quantum walks
• Quantum circuits for discrete-time quantum walks with position-dependent coin operator

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