Stochastic Models of Exotic Transport

Non-typical transport phenomena may arise when randomly driven particles remain in an active relationship with the environment instead of being passive. If we attribute to Brownian particles an ability to induce alterations of the environment on suitable space-time scales, those in turn must influence their further movement. In that case a general feedback mechanism needs to be respected. By resorting to a specific choice of the particle-bath coupling, an enhanced (super-diffusion) or non-dispersive diffusion-typ processes are found to exist in generically non-equilibrium contexts.Comment: delivered at 36th Karpacz Winter Schoool of Theoretical Physics, 11-19 Feb. 0

Stochastic modelling of nonlinear dynamical systems

We develop a general theory dealing with stochastic models for dynamical systems that are governed by various nonlinear, ordinary or partial differential, equations. In particular, we address the problem how flows in the random medium (related to driving velocity fields which are generically bound to obey suitable local conservation laws) can be reconciled with the notion of dispersion due to a Markovian diffusion process.Comment: in D. S. Broomhead, E. A. Luchinskaya, P. V. E. McClintock and T. Mullin, ed., "Stochaos: Stochastic and Chaotic Dynamics in the Lakes", American Institute of Physics, Woodbury, Ny, in pres