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Stochastic partial differential equations (SPDEs) represent a very active research field with numerous recent developments and breakthrough results. There are several well-established approaches and methods used to construct solutions for…

Probability · Mathematics 2019-08-27 Christian Kuehn , Alexandra Neamtu

Stochastic models of diffusion with excluded-volume effects are used to model many biological and physical systems at a discrete level. The average properties of the population may be described by a continuum model based on partial…

Chemical Physics · Physics 2012-12-20 Maria Bruna , S. Jonathan Chapman

We present a subcritical fracture growth model, coupled with the elastic redistribution of the acting mechanical stress along rugous rupture fronts. We show the ability of this model to quantitatively reproduce the intermittent dynamics of…

Single-point measurements of fluctuations in the scrape-off layer of magnetized plasmas are generally found to be dominated by large-amplitude bursts which are associated with radial motion of blob-like structures. A stochastic model for…

Plasma Physics · Physics 2013-05-30 O. E. Garcia

The applicability of stochastic differential equations to thermodynamics is considered and a new form, different from the classical Ito and Stratonovich forms, is introduced. It is shown that the new presentation is more appropriate for the…

Statistical Mechanics · Physics 2015-06-05 R. Tsekov

A statistical mechanics theory for a fluid stratified in density is presented. The predicted statistical equilibrium state is the most probable outcome of turbulent stirring. The slow temporal evolution of the vertical density profile is…

Fluid Dynamics · Physics 2014-09-23 Antoine Venaille , Louis Gostiaux , Joël Sommeria

We apply the recently introduced distribution of sign-times (DST) to non-equilibrium interface growth dynamics. We are able to treat within a unified picture the persistence properties of a large class of relaxational and noisy linear…

Statistical Mechanics · Physics 2009-10-31 Z. Toroczkai , T. J. Newman , S. Das Sarma

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

The emergent dynamics in phase-separated mixtures of isometric active and passive Brownian particles is studied numerically in two dimensions. A novel steady-state of well-defined traveling fronts is observed, where the interface between…

Soft Condensed Matter · Physics 2024-06-03 Adam Wysocki , Roland G. Winkler , Gerhard Gompper

We investigate growing interfaces of topological-defect turbulence in the electroconvection of nematic liquid crystals. The interfaces exhibit self-affine roughening characterized by both spatial and temporal scaling laws of the…

Statistical Mechanics · Physics 2010-06-15 Kazumasa A. Takeuchi , Masaki Sano

This work proposes stochastic partial differential equations (SPDEs) as a practical tool to replicate clustering effects of more detailed particle-based dynamics. Inspired by membrane-mediated receptor dynamics on cell surfaces, we…

Quantitative Methods · Quantitative Biology 2025-01-22 Nathalie Wehlitz , Mohsen Sadeghi , Alberto Montefusco , Christof Schütte , Grigorios A. Pavliotis , Stefanie Winkelmann

Mathematically modelling diffusive and advective transport of particles in heterogeneous layered media is important to many applications in computational, biological and medical physics. While deterministic continuum models of such…

Computational Physics · Physics 2024-09-16 Elliot J. Carr

We utilize the externally forced linearized Navier-Stokes equations to study the receptivity of pre-transitional boundary layers to persistent sources of stochastic excitation. Stochastic forcing is used to model the effect of free-stream…

Fluid Dynamics · Physics 2019-09-09 Wei Ran , Armin Zare , M. J. Philipp Hack , Mihailo R. Jovanović

This work presents a comprehensive framework for enhanced diffusion modeling in fluid-structure interactions by combining the Immersed Boundary Method (IBM) with stochastic trajectories and high-order spectral boundary conditions. Using…

Analysis of PDEs · Mathematics 2024-10-31 Rômulo Damasclin Chaves dos Santos , Jorge Henrique de Oliveira Sales

Adaptive-network models are typically studied using deterministic differential equations which approximately describe their dynamics. In simulations, however, the discrete nature of the network gives rise to intrinsic noise which can…

Statistical Mechanics · Physics 2012-09-04 Tim Rogers , William Clifford-Brown , Catherine Mills , Tobias Galla

We introduce a guided stochastic sampling method that augments sampling from diffusion models with physics-based guidance derived from partial differential equation (PDE) residuals and observational constraints, ensuring generated samples…

Machine Learning · Computer Science 2026-05-28 Andrew Millard , Fredrik Lindsten , Zheng Zhao

We study the two-dimensional (2D) shear flow of amorphous solids within variants of an elastoplastic model, paying particular attention to spatial correlations and time fluctuations of, e.g., local stresses. The model is based on the local…

Soft Condensed Matter · Physics 2014-03-27 Alexandre Nicolas , Kirsten Martens , Lydéric Bocquet , Jean-Louis Barrat

This is a brief survey of laws of large numbers, fluctuation results and large deviation principles for asymmetric interacting particle systems that represent moving interfaces on the plane. We discuss the exclusion process, the Hammersley…

Probability · Mathematics 2009-11-24 Timo Seppalainen

We provide a quantitative picture of non-conserved interface growth from a diffusive field making special emphasis on two main issues, the range of validity of the effective small-slopes (interfacial) theories and the interplay between the…

Statistical Mechanics · Physics 2009-11-13 Matteo Nicoli , Mario Castro , Rodolfo Cuerno

Macroscopic equations arising out of stochastic particle systems in detailed balance (called dissipative systems or gradient flows) have a natural variational structure, which can be derived from the large-deviation rate functional for the…

Mathematical Physics · Physics 2023-10-05 Robert I. A. Patterson , D. R. Michiel Renger , Upanshu Sharma
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