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Related papers: A combinatorial analysis of interacting diffusions

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A considerable number of systems have recently been reported in which Brownian yet non-Gaussian dynamics was observed. These are processes characterised by a linear growth in time of the mean squared displacement, yet the probability…

Statistical Mechanics · Physics 2018-11-26 V. Sposini , A. V. Chechkin , F. Seno , G. Pagnini , R. Metzler

Diffusive transport properties of a quantum Brownian particle moving in a tilted spatially periodic potential and strongly interacting with a thermostat are explored. Apart from the average stationary velocity, we foremost investigate the…

Statistical Mechanics · Physics 2009-11-11 L. Machura , M. Kostur , P. Talkner , J. Luczka , P. Hänggi

Diffusion models are central to generative modeling and have been adapted to graphs by diffusing adjacency matrix representations. The challenge of having up to $n!$ such representations for graphs with $n$ nodes is only partially mitigated…

Ionic transport in conventional ionic solids is generally considered to proceed via independent diffusion events or "hops''. This assumption leads to well-known Arrhenius expressions for transport coefficients, and is equivalent to assuming…

Materials Science · Physics 2015-06-18 Benjamin J. Morgan , Paul A. Madden

We complete the kinetic theory of inhomogeneous systems with long-range interactions initiated in previous works. We use a simpler and more physical formalism. We consider a system of particles submitted to a small external stochastic…

Statistical Mechanics · Physics 2023-08-23 Pierre-Henri Chavanis

We present new extensions to a method for constructing several families of solvable one-dimensional time-homogeneous diffusions whose transition densities are obtainable in analytically closed-form. Our approach is based on a dual…

Pricing of Securities · Quantitative Finance 2014-12-03 Giuseppe Campolieti , Roman N. Makarov

We study a model of rolling particles subject to stochastic fluctuations, which may be relevant in systems of nano- or micro-scale particles where rolling is an approximation for strong static friction. We consider the simplest possible…

Mathematical Physics · Physics 2016-10-04 Miranda Holmes-Cerfon

We address the issue of the proximity of interacting diffusion models on large graphs with a uniform degree property and a corresponding mean field model, i.e. a model on the complete graph with a suitably renormalized interaction…

Probability · Mathematics 2016-11-23 Sylvain Delattre , Giambattista Giacomin , Eric Luçon

We consider Brownian particles immersed in the fluid which flow is turbulent. We study the limit where the particles' inertia is weak and their velocity relaxes fast to the velocity of the flow. The trajectories of the particles in this…

Chaotic Dynamics · Physics 2011-10-25 Itzhak Fouxon , Eugene Mednikov

For the Langevin model of the dynamics of a Brownian particle with perturbations orthogonal to its current velocity, in a regime when the particle velocity modulus becomes constant, an equation for the characteristic function $\psi…

Statistical Mechanics · Physics 2021-03-01 V. A. Doobko , S. V. Zubarev , E. V. Karachanskaya

A nearly-integrable dynamical system has a natural formulation in terms of actions, $y$ (nearly constant), and angles, $x$ (nearly rigidly rotating with frequency $\Omega(y)$). We study angle-action maps that are close to symplectic and…

Chaotic Dynamics · Physics 2020-01-07 N. Guillery , J. D. Meiss

Linear diffusions are used to model a large number of stochastic processes in physics, including small mechanical and electrical systems perturbed by thermal noise, as well as Brownian particles controlled by electrical and optical forces.…

Statistical Mechanics · Physics 2023-05-10 Johan du Buisson , Hugo Touchette

We present new method for studying the equilibrium properties of interacting fluids in an arbitrary external filed. The method is valid in any dimension and it yields an exact results in one dimension. Using this approach, we derive a…

Soft Condensed Matter · Physics 2017-02-17 Benaoumeur Bakhti

Mathematical models of motility are often based on random-walk descriptions of discrete individuals that can move according to certain rules. It is usually the case that large masses concentrated in small regions of space have a great…

Physics and Society · Physics 2022-11-23 Carles Falcó

We study the effect of discrete symmetry breaking in inhomogeneous scattering media within the framework of generic wave propagation. Our focus is on one-dimensional scattering potentials exhibiting local symmetries. We find a class of…

Quantum Physics · Physics 2015-07-22 P. A. Kalozoumis , C. Morfonios , F. K. Diakonos , P. Schmelcher

We investigate the existence of invariant measures for self-stabilizing diffusions. These stochastic processes represent roughly the behavior of some Brownian particle moving in a double-well landscape and attracted by its own law. This…

Probability · Mathematics 2009-03-16 Samuel Herrmann Julian Tugaut

We present the detailed analysis of the diffusive transport of spatially inhomogeneous fluid mixtures and the interplay between structural and dynamical properties varying on the atomic scale. The present treatment is based on different…

Mesoscale and Nanoscale Physics · Physics 2011-05-19 Umberto Marini Bettolo Marconi , Simone Melchionna

Chaotic deterministic dynamics of a particle can give rise to diffusive Brownian motion. In this paper, we compute analytically the diffusion coefficient for a particular two-dimensional stochastic layer induced by the kicked Harper map.…

chao-dyn · Physics 2008-02-03 P. Leboeuf

We use Molecular Dynamics combined with Dissipative Particle Dynamics to construct a model of a binary mixture where the two species differ only in their dynamic properties (friction coefficients). For an asymmetric mixture of slow and fast…

Soft Condensed Matter · Physics 2009-11-11 Jacqueline Yaneva , Burkhard Duenweg , Andrey Milchev

For a broad class of random walks with anisotropic scattering kernel and absorption, we derive explicit formulas that allow expressing the moments of the collision number $n_V$ performed in a volume $V$ as a function of the particle…

Statistical Mechanics · Physics 2012-01-09 Andrea Zoia , Eric Dumonteil , Alain Mazzolo
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