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We study in some generality intertwinings between $h$-transforms of Karlin-McGregor semigroups associated with one dimensional diffusion processes and those of their Siegmund duals. We obtain couplings so that the corresponding processes…

Probability · Mathematics 2021-02-16 Theodoros Assiotis , Neil O'Connell , Jon Warren

We consider a two-dimensional model of double-diffusive convection and its time discretisation using a second-order scheme which treat the nonlinear term explicitly (backward differentiation formula with a one-leg method). Uniform bounds on…

Numerical Analysis · Mathematics 2014-02-28 Florentina Tone , Xiaoming Wang , Djoko Wirosoetisno

We consider the correlations and the hydrodynamic description of random walkers with a general finite memory moving on a $d$ dimensional hypercubic lattice. We derive a drift-diffusion equation and identify a memory-dependent critical…

Statistical Mechanics · Physics 2020-01-29 Eial Teomy , Ralf Metzler

Dispersion curves to a oscillatory reaction-diffusion system with the self-consistent flow have obtained by means of numerical calculations. The flow modulates the shape of dispersion curves and characteristics of traveling waves. The point…

patt-sol · Physics 2007-05-23 Hiroyasu Yamada , Toshiyuki Nakagaki

We introduce a space inhomogeneous generalization of the dynamics on interlacing arrays considered by Borodin and Ferrari. We show that for a certain class of initial conditions the point process associated to the dynamics has determinantal…

Probability · Mathematics 2020-03-18 Theodoros Assiotis

Diffuse two-dimensional integer-valued arrays are demonstrated that have delta-like aperiodic autocorrelation and, simultaneously, the array sums form delta-like projections along several directions. The delta-projected views show a single…

Image and Video Processing · Electrical Eng. & Systems 2021-11-15 I. D. Svalbe , D. M. Paganin , T. C. Petersen

We investigate two-proton correlation functions for reactions in which fast dynamical and slow evaporative proton emission are both present. In such cases, the width of the correlation peak provides the most reliable information about the…

Nuclear Experiment · Physics 2009-11-07 G. Verde , D. A. Brown , P. Danielewicz , C. K. Gelbke , W. G. Lynch , M. B. Tsang

We study diffusion of colloids on a fluid-fluid interface using particle simulations and fluctuating hydrodynamics. Diffusion on a two-dimensional interface with three-dimensional hydrodynamics is known to be anomalous, with the collective…

Statistical Mechanics · Physics 2018-08-01 R. P. Peláez , F. Balboa Usabiaga , S. Panzuela , Q. Xiao , R. Delgado-Buscalioni , A. Donev

It is well known that one can map certain properties of random matrices, fermionic gases, and zeros of the Riemann zeta function to a unique point process on the real line. Here we analytically provide exact generalizations of such a point…

Statistical Mechanics · Physics 2009-11-13 Salvatore Torquato , A. Scardicchio , Chase E Zachary

The diffraction of stochastic point sets, both Bernoulli and Markov, and of random tilings with crystallographic symmetries is investigated in rigorous terms. In particular, we derive the diffraction spectrum of 1D random tilings, of…

Mathematical Physics · Physics 2015-06-26 Michael Baake , Moritz Hoeffe

Diffusion of a two component fluid is studied in the framework of differential equations, but where these equations are systematically derived from a well-defined microscopic model. The model has a finite carrying capacity imposed upon it…

Statistical Mechanics · Physics 2015-06-04 D. Fanelli , A. J. McKane , G. Pompili , B. Tiribilli , M. Vassalli , T. Biancalani

We consider measurable and topological dynamical systems over locally compact abelian groups. Our main observation relates convergence of Wiener-Wintner type averages to eigenvalues of the dynamical system in question. As a consequence we…

Dynamical Systems · Mathematics 2025-10-22 Daniel Lenz , Nicolae Strungaru

Quantifying the correlations between the position of a tagged tracer and the density of surrounding bath particles is crucial for understanding tracer diffusion in interacting particle systems, and for characterizing the response properties…

Statistical Mechanics · Physics 2025-09-16 Davide Venturelli , Pierre Illien , Aurélien Grabsch , Olivier Bénichou

We construct a two-dimensional diffusion process with rank-dependent local drift and dispersion coefficients, and with a full range of patterns of behavior upon collision that range from totally frictionless interaction, to elastic…

Probability · Mathematics 2012-08-24 E. Robert Fernholz , Tomoyuki Ichiba , Ioannis Karatzas

In systems which exhibit deterministic diffusion, the gross parameter dependence of the diffusion coefficient can often be understood in terms of random walk models. Provided the decay of correlations is fast enough, one can ignore memory…

Chaotic Dynamics · Physics 2013-02-07 Thomas Gilbert , David P. Sanders

In this paper spatial correlations of parallel edge dislocations are studied. After closing a hierarchy of equations for the many-particle density functions by the Kirkwood superposition approximation, we derive evolution equations for the…

Statistical Mechanics · Physics 2008-09-01 Péter Dusán Ispánovity , István Groma , Géza Györgyi

The hard-disk model plays a role of touchstone for testing and developing the transport theory. By large scale molecular dynamics simulations of this model, three important autocorrelation functions, and as a result the corresponding…

Statistical Mechanics · Physics 2016-05-24 Hanqing Zhao , Hong Zhao

The diffusion equation is the primary tool to study the movement dynamics of a free Brownian particle, but when spatial heterogeneities in the form of permeable interfaces are present, no fundamental equation has been derived. Here we…

Statistical Mechanics · Physics 2022-09-14 Toby Kay , Luca Giuggioli

Correlations, highly important in low--dimensional systems, are known to decrease the plasmon dispersion of two-dimensional electron liquids. Here we calculate the plasmon properties, applying the 'Dynamic Many-Body Theory', accounting for…

Mesoscale and Nanoscale Physics · Physics 2017-12-06 Jürgen T. Drachta , Dominik Kreil , Raphael Hobbiger , Helga M. Böhm

We use (3+1)-dimensional ideal hydrodynamics to describe a variety of different jet energy loss scenarios for a jet propagating through an opaque medium. The conical correlations obtained for fully stopped jets, revealing a Bragg peak, are…

Nuclear Theory · Physics 2009-11-18 Barbara Betz , Jorge Noronha , Giorgio Torrieri , Miklos Gyulassy , Dirk H. Rischke
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