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A model for diffusion in liquids that couples the dynamics of tracer particles to a fluctuating Stokes equation for the fluid is investigated in the limit of large Schmidt number. In this limit, the concentration of tracers is shown to…

Statistical Mechanics · Physics 2014-04-03 A. Donev , T. G. Fai , and E. Vanden-Eijnden

While efficient distribution learning is no doubt behind the groundbreaking success of diffusion modeling, its theoretical guarantees are quite limited. In this paper, we provide the first rigorous analysis on approximation and…

Machine Learning · Statistics 2023-03-06 Kazusato Oko , Shunta Akiyama , Taiji Suzuki

We propose a second order differential calculus to analyze the regularity and the stability properties of the distribution semigroup associated with McKean-Vlasov diffusions. This methodology provides second order Taylor type expansions…

Probability · Mathematics 2020-01-07 M Arnaudon , P del Moral

Global diffusion of Hamiltonian dynamical systems is investigated by using a coupled standard maps. Arnold web is visualized in the frequency space, using local rotation numbers, while Arnold diffusion and resonance overlaps are…

Chaotic Dynamics · Physics 2007-05-23 Seiichiro Honjo , Kunihiko Kaneko

Self-diffusion coefficients, $D^*$, are routinely estimated from molecular dynamics simulations by fitting a linear model to the observed mean-squared displacements (MSDs) of mobile species. MSDs derived from simulation exhibit statistical…

Statistical Mechanics · Physics 2026-01-05 Andrew R. McCluskey , Samuel W. Coles , Benjamin J. Morgan

Application of fractional calculus to the description of anomalous diffusion and relaxation processes in complex media provided one of the most impressive impulses to the development of statistical physics during the last decade. In…

Soft Condensed Matter · Physics 2008-11-13 A. E. Sitnitsky

This work is an extended version of the paper arXiv:0803.2669v1[math-ph], in which the main results were announced. We consider certain classical diffusion process for a wave function on the phase space. It is shown that at the time of…

Mathematical Physics · Physics 2008-12-31 E. M. Beniaminov

Recent studies have shown that in the presence of noise both fronts propagating into a metastable state and so-called pushed fronts propagating into an unstable state, exhibit diffusive wandering about the average position. In this paper we…

Statistical Mechanics · Physics 2016-08-31 Andrea Rocco , Jaume Casademunt , Ute Ebert , Wim van Saarloos

This paper introduces a novel method for the efficient second-order accurate computation of normal fields from volume fractions on unstructured polyhedral meshes. Locally, i.e. in each mesh cell, an averaged normal is reconstructed by…

Numerical Analysis · Mathematics 2023-08-16 Johannes Kromer , Fabio Leotta , Dieter Bothe

Diffusion of small particles is omnipresent in a plentiful number of processes occurring in Nature. As such, it is widely studied and exerted in almost all branches of sciences. It constitutes such a broad and often rather complex subject…

Statistical Mechanics · Physics 2023-01-11 Jakub Spiechowicz , Ivan G. Marchenko , Peter Hänggi , Jerzy Łuczka

It is shown that the distribution functions of the diffusion coefficient are very similar in the standard model of quantum diffusion in a disordered metal and in a model of classical diffusion in a disordered medium: in both cases the…

Condensed Matter · Physics 2007-05-23 I. V. Lerner

Modern developments in microscopy and image processing are revolutionising areas of physics, chemistry, and biology as nanoscale objects can be tracked with unprecedented accuracy. However, the price paid for having a direct visualisation…

Statistical Mechanics · Physics 2013-03-19 Denis Boyer , David S. Dean , Carlos Mejía-Monasterio , Gleb Oshanin

We present a new general model for the prediction of the drag coefficient of non-spherical solid particles of regular and irregular shapes falling in gas or liquid valid for sub-critical particle Reynolds numbers (i.e. $Re < 3 \times…

Fluid Dynamics · Physics 2018-10-23 Gholamhossein Bagheri , Costanza Bonadonna

In this paper we investigate deterministic diffusion in systems which are spatially extended in certain directions but are restricted in size and open in other directions, consequently particles can escape. We introduce besides the…

chao-dyn · Physics 2016-08-31 Z. Kaufmann , H. Lustfeld , A. Nemeth , P. Szepfalusy

We study diffusion processes driven by a Brownian motion with regular drift in a finite dimension setting. The drift has two components on different time scales, a fast conservative component and a slow dissipative component. Using the…

Probability · Mathematics 2014-03-27 Florent Barret , Max-K. Von Renesse

Parametric estimation for diffusion processes is considered for high frequency observations over a fixed time interval. The processes solve stochastic differential equations with an unknown parameter in the diffusion coefficient. We find…

Methodology · Statistics 2017-04-03 Nina Munkholt Jakobsen , Michael Sørensen

Variable order space-fractional diffusion equation derived as an important model to describe complex anomalous diffusion phenomenon. In this article, well-posedness theory has been constructed for equations with the "Dirichlet" or the…

Analysis of PDEs · Mathematics 2016-11-08 Junxiong Jia , Jigen Peng

The genericity of Arnold diffusion in the analytic category is an open problem. In this paper, we study this problem in the following a priori unstable Hamiltonian system with a time-periodic perturbation…

Dynamical Systems · Mathematics 2023-06-06 Qinbo Chen , Rafael de la Llave

We present a (heuristic) theoretical derivation for the scaling of the diffusion coefficient $D_f$ for fluctuating ``pulled'' fronts. In agreement with earlier numerical simulations, we find that as $N\to\infty$, $D_f$ approaches zero as…

Statistical Mechanics · Physics 2007-05-23 Debabrata Panja

An approximation to the solution of a stochastic parabolic equation is constructed using the Galerkin approximation followed by the Wiener Chaos decomposition. The result is applied to the nonlinear filtering problem for the time…

Probability · Mathematics 2007-06-13 Sergey V. Lototsky