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This article is devoted to Feller's diffusion equation which arises naturally in probabilities and physics (e.g. wave turbulence theory). If discretized naively, this equation may represent serious numerical difficulties since the diffusion…

Analysis of PDEs · Mathematics 2020-05-26 Denys Dutykh

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…

chao-dyn · Physics 2009-10-31 Piotr Garbaczewski

The Lorentz covariant theory of precise Doppler measurements (PDM) based on the retarded Li\'{e}nard-Wiechert solution of the Einstein equations is described. An exact solution of equations of light propagation in the field of arbitrary…

General Relativity and Quantum Cosmology · Physics 2007-05-23 Sergei M. Kopeikin

For reaction-diffusion processes with at most bimolecular reactants, we derive well-behaved, numerically tractable, exact Langevin equations that govern a stochastic variable related to the response field in field theory. Using duality…

Statistical Mechanics · Physics 2016-09-06 F. Benitez , C. Duclut , H. Chaté , B. Delamotte , I. Dornic , M. A. Muñoz

Inhomogeneous Nelson's diffusion in flat spacetime with a tensor of diffusion can be described as a homogeneous one in a Riemannian manifold with this tensor of diffusion as a metric tensor. The influence of matter to the energy density of…

General Relativity and Quantum Cosmology · Physics 2012-10-09 Zahid Zakir

It is proved that local Lorentz transformations for different systems cannot derive varying speed of light. Based on the special relativity principle, an invariant speed is necessarily obtained. Therefore, the exact basic principles of the…

General Physics · Physics 2007-06-12 Yi-Fang Chang

We present a general phase-space kinetic model for charged particle transport through combined localised and delocalised states, capable of describing scattering collisions, trapping, detrapping and losses. The model is described by a…

Statistical Mechanics · Physics 2016-09-14 Peter W. Stokes , Bronson Philippa , Daniel Cocks , Ronald D. White

In order to describe large transverse momentum ($p_T$) distributions observed in high energy nucleus-nucleus collisions, a stochastic model in the three dimensional rapidity space is introduced. The fundamental solution of the radial…

High Energy Physics - Phenomenology · Physics 2015-06-25 Naomichi Suzuki , Minoru Biyajima

We examine numerically and analytically the problem of the relativistic velocity distribution in a 1-dim relativistic gas in thermal equilibrium. Our derivation is based on the special theory of relativity, the central limit theorem and the…

Data Analysis, Statistics and Probability · Physics 2016-01-25 Evaldo M. F. Curado , Felipe T. L. Germani , Ivano Damiao Soares

A new class of relativistic diffusions encompassing all the previously studied examples has recently been introduced by C. Chevalier and F. Debbasch, both in a heuristic and analytic way. A pathwise approach of these processes is proposed…

Probability · Mathematics 2008-11-03 Ismael Bailleul

Transport of cold atoms in shallow optical lattices is characterized by slow, nonstationary momentum relaxation. We here develop a projector operator method able to derive in this case a generalized Smoluchowski equation for the position…

Statistical Mechanics · Physics 2015-06-17 A. Dechant , E. Lutz

We study the consequences of different realizations of diffusion processes in relativistic Langevin simulations. We elaborate on the Ito-Stratonovich dilemma by showing how microscopically calculated transport coefficients as obtained from…

Nuclear Theory · Physics 2015-06-15 Min He , Hendrik van Hees , Pol B. Gossiaux , Rainer J. Fries , Ralf Rapp

We show how to derive the equations of light propagation in the gravitational field of uniformly moving mass monopoles without formulating and integrating the differential equations of light propagation in that field. The well-known…

Astrophysics · Physics 2011-05-23 Sergei A. Klioner

We consider the magnetic Lorentz gas proposed by Bobylev et al. [4], which describes a point particle moving in a random distribution of hard-disk obstacles in $\mathbb{R}^2$ under the influence of a constant magnetic field perpendicular to…

Mathematical Physics · Physics 2024-12-17 Alessia Nota , Dominik Nowak , Chiara Saffirio

We formulate a new model for transport in stochastic media with long-range spatial correlations where exponential attenuation (controlling the propagation part of the transport) becomes power law. Direct transmission over optical distance…

Optics · Physics 2021-07-13 Anthony B. Davis , Feng Xu

We consider a diffusion process on an evolving surface with a piecewise Lipschitz-continuous boundary from an energetic point of view. We employ an energetic variational approach with both surface divergence and transport theorems to derive…

Mathematical Physics · Physics 2018-10-19 Hajime Koba

The self-diffusion process of a hard sphere fluid confined by two parallel plates separated by a distance on the order of the particle diameter is studied. The starting point is a closed kinetic equation for the distribution function that…

Statistical Mechanics · Physics 2025-10-24 Manuel Mayo , María Isabel García de Soria , Pablo Maynar , José Javier Brey

Error bounds are derived for sampling and estimation using a discretization of an intrinsically defined Langevin diffusion with invariant measure $\text{d}\mu_\phi \propto e^{-\phi} \mathrm{dvol}_g $ on a compact Riemannian manifold. Two…

Statistics Theory · Mathematics 2025-12-10 Karthik Bharath , Alexander Lewis , Akash Sharma , Michael V Tretyakov

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

We prove a Large Deviations Principle (LDP) for systems of diffusions (particles) interacting through their ranks, when the number of particles tends to infinity. We show that the limiting particle density is given by the unique solution of…

Probability · Mathematics 2017-04-05 Amir Dembo , Mykhaylo Shkolnikov , S. R. Srinivasa Varadhan , Ofer Zeitouni
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