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We prove the existence of the reflected diffusion on a complex of an arbitrary size for a large class of planar simple nested fractals. Such a process is obtained as a folding projection of the free Brownian motion from the unbounded…

Probability · Mathematics 2020-01-08 Kamil Kaleta , Mariusz Olszewski , Katarzyna Pietruska-Pałuba

Continuous time random walks are non-Markovian stochastic processes, which are only partly characterized by single-time probability distributions. We derive a closed evolution equation for joint two-point probability density functions of a…

Statistical Mechanics · Physics 2009-11-13 A. Baule , R. Friedrich

In this short communication, we draw the readers' attention to the inconsistency in the derivation of the Thomson scattering spectrum in inhomogeneous plasma, which leads to violation of the Fluctuation-Dissipation Theorem and a substantial…

Plasma Physics · Physics 2017-04-12 Viacheslav V. Belyi

We study Linear Response Theory and Entropic Fluctuations of finite dimensional non-equilibrium repeated interaction systems (RIS). More precisely, in a situation where the temperatures of the probes can take a finite number of different…

Mathematical Physics · Physics 2020-10-28 J. F. Bougron , L. Bruneau

We develop fluctuational electrodynamics for media with nonlinear optical response. In a perturbative manner, we amend the stochastic Helmholtz equation to describe fluctuations in a nonlinear setting, in agreement with the fluctuation…

Quantum Physics · Physics 2016-10-31 Heino Soo , Matthias Krüger

We find Feynman-Kac type representation theorems for generalized diffusions. To do this we need to establish existence, uniqueness and regularity results for equations with measure-valued coefficients.

Analysis of PDEs · Mathematics 2012-10-25 Erik Ekström , Svante Janson , Johan Tysk

With neutron star applications in mind, we developed a theory of diffusion in mixtures of superfluid, strongly interacting Fermi liquids. By employing the Landau theory of Fermi liquids, we determined matrices that relate the currents of…

High Energy Astrophysical Phenomena · Physics 2024-01-03 Oleg A. Goglichidze , Mikhail E. Gusakov

The Landau-Lifshitz fluctuating hydrodynamics is used to study the statistical properties of the linearized Kolmogorov flow. The relative simplicity of this flow allows a detailed analysis of the fluctuation spectrum from near equilibrium…

Condensed Matter · Physics 2009-11-07 I. Bena , M. Malek Mansour , F. Baras

This work presents a general thermodynamic approach to describe particle diffusion on a lattice, a model used to study transport processes in solids and on surfaces. By treating each lattice site as an open thermodynamic system, the effects…

Statistical Mechanics · Physics 2026-05-05 Matías A. Di Muro , Miguel Hoyuelos

We study the time evolution of velocity and pressure gradients in isotropic turbulence, by quantifying their decorrelation time scales as one follows fluid particles in the flow. The Lagrangian analysis uses data in a public database…

Fluid Dynamics · Physics 2015-05-14 Huidan Yu , Charles Meneveau

At finite concentrations of reacting molecules, kinetics of diffusion-controlled reactions is affected by intra-reactant interactions. As a result, multi-particle reaction statistics cannot be deduced from single-particle results. Here we…

Statistical Mechanics · Physics 2019-08-23 Tal Agranov , Baruch Meerson

Lateral diffusion of molecules on surfaces plays a very important role in various biological processes, including lipid transport across the cell membrane, synaptic transmission and other phenomena such as exo- and endocytosis, signal…

Analysis of PDEs · Mathematics 2013-11-12 A. B. Duncan , C. M. Elliott , G. A. Pavliotis , A. M. Stuart

In this perspective we consider how modern statistical mechanics and response theory can be applied to understand the response of polar molecules to an applied electric field and the fluctuations in these systems. Results that are…

Statistical Mechanics · Physics 2024-01-08 Debra J. Searles , Stephen Sanderson

In a series of works published in the 1990-s, Kerov put forth various applications of the circle of ideas centred at the Markov moment problem to the limiting shape of random continual diagrams arising in representation theory and spectral…

Probability · Mathematics 2018-01-22 Sasha Sodin

Thermal gradients lead to macroscopic fluid motion if a confining surface is present along the gradient. This fundamental nonequilibrium effect, known as thermo-osmosis, is held responsible for particle thermophoresis in colloidal…

Statistical Mechanics · Physics 2019-07-17 Pietro Anzini , Gaia Maria Colombo , Zeno Filiberti , Alberto Parola

We derive a fluctuating lattice Boltzmann method for the diffusion equation. The derivation removes several shortcomings of previous derivations for fluctuating lattice Boltzmann methods for hydrodynamic systems. The comparative simplicity…

Computational Physics · Physics 2017-05-15 Alexander J. Wagner , Kyle Strand

Systems that evolve towards a state from which they cannot depart are common in nature. But the fluctuation-dissipation theorem, a fundamental result in statistical mechanics, is mainly restricted to systems near-stationarity. In processes…

Statistical Mechanics · Physics 2023-10-25 Prajwal Padmanabha , Sandro Azaele , Amos Maritan

We establish the general framework of quantum fluctuation theorems by finding the symmetry between the forward and backward transitions of any given quantum channel. The Petz recovery map is adopted as the reverse quantum channel, and the…

Quantum Physics · Physics 2019-08-23 Hyukjoon Kwon , M. S. Kim

Although diffusion models now occupy a central place in generative modeling, introductory treatments commonly assume Euclidean data and seldom clarify their connection to discrete-state analogues. This article is a self-contained primer on…

Machine Learning · Statistics 2025-12-05 Vincent Pauline , Tobias Höppe , Kirill Neklyudov , Alexander Tong , Stefan Bauer , Andrea Dittadi

Given a reaction-advection-diffusion system modelling the sulphation phenomenon, we derive a single regularised non-conservative and path-dependent nonlinear partial differential equation and propose a probabilistic interpretation via a…

Probability · Mathematics 2025-10-14 Daniela Morale , Leonardo Tarquini , Stefania Ugolini
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