Related papers: Laplace, Fourier, and stochastic diffusion
A stochastic differential equation that describes the dynamics of single-domain magnetic particles at any temperature is derived using a classical formalism. The deterministic terms recover existing theory and the stochastic process takes…
We recently proposed a method for estimation of states and parameters in stochastic differential equations, which included intermediate time points between observations and used the Laplace approximation to integrate out these intermediate…
In Stochastic Thermodynamics, heat is a random variable with a probability distribution associated. Studies of the distribution of heat are mostly in the overdamped regime and in one dimension. Here we solve the heat distribution in the…
The present work demonstrates the connections between the Burgers, diffusion, and Schroedinger's equations. The starting point is a formulation of the stochastic mechanics, which is modeled along the lines of the scale relativity theory.…
We introduce a fractional stochastic heat equation with second order elliptic operator in divergence form, having a piecewise constant diffusion coefficient, and driven by an infinite-dimensional fractional Brownian motion. We characterize…
The statistical duality of distributions is a powerful tool for statistical inferences. In the paper the statistical duality of Laplace distribution is discussed. As shown the confidence density of the parameter of this distribution is…
The general covariant Fokker-Planck equations associated with the two different versions of covariant Langevin equation in Part I of this series of work are derived, both lead to the same reduced Fokker-Planck equation for the…
We introduce a location statistic for distributions on non-linear geometric spaces, the diffusion mean, serving as an extension and an alternative to the Fr\'echet mean. The diffusion mean arises as the generalization of Gaussian maximum…
The Fokker-Planck equation for a heavy particle in a granular fluid is derived from the Liouville equation. The host fluid is assumed to be in its homogeneous cooling state and all interactions are idealized as smooth, inelastic hard…
In this paper, we consider the heat equation with the natural polynomial non-linear term; and with two different cases in the diffusion term. The first case (anomalous diffusion) concerns the fractional Laplacian operator with parameter…
Understanding the statistical behavior of the heat in stochastic systems gives us insight about the thermodynamics of such systems. Using the recently proposed Relativistic Stochastic Thermodynamics, we investigate the statistics of the…
We consider the fractional Laplace framework and provide models and theorems related to nonlocal diffusion phenomena. Some applications are presented, including: a simple probabilistic interpretation, water waves, crystal dislocations,…
Simultaneous diffusive and inertial motion of Brownian particles in laminar Couette flow is investigated via Lagrangian and Eulerian descriptions to determine the effect of particle inertia on diffusive transport in the long-time. The…
Quantum Brownian motion, described by the Caldeira-Leggett model, brings insights to understand phenomena and essence of quantum thermodynamics, especially the quantum work and heat associated with their classical counterparts. By employing…
Starting from the quantum stochastic differential equations of Hudson and Parthasarathy (Comm. Math. Phys. 93, 301 (1984)) and exploiting the Wiener-Ito-Segal isomorphism between the Boson Fock reservoir space…
The correspondence principle is investigated in the framework of deterministic predictions for individual systems. Exact analytical results are obtained for the quantum and the Liouvillian dynamics of a nonlinear oscillator coupled to a…
First-passage phenomena play a fundamental role in classical stochastic processes. We here exactly solve a quantum first-passage time problem for quantum diffusion driven by measurement noise, a generalization of classical Brownian motion.…
For the first time, the energy diffusion approximation is confronted at the percent level with the exact numerical modeling of thermal decay of a metastable state. The latter is performed using the quasistationary decay rates resulting from…
When a particle diffuses in a medium with spatially dependent friction coefficient $\alpha(r)$ at constant temperature $T$, it drifts toward the low friction end of the system even in the absence of any real physical force $f$. This…
In this paper we develop a hybrid version of the encounter-based approach to diffusion-mediated absorption at a reactive surface, which takes into account stochastic switching of a diffusing particle's conformational state. For simplicity,…