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We compare the fluctuations in the velocity and in the fraction of time spent at a given position for minimal models of a passive and an active particle: an asymmetric random walker and a run-and-tumble particle in continuous time and on a…

Statistical Mechanics · Physics 2019-10-03 Emil Mallmin , Richard A Blythe , Martin R Evans

We study velocity correlations induced by diffusion and dissipation in a simple dissipative dynamical system. We observe that diffusion, as a result of time reversible microscopic processes, leads to correlations with different spatial…

Statistical Mechanics · Physics 2009-11-07 Tong Zhou

We investigate the diffusive motion of an overdamped classical particle in a 1D random potential using the mean first-passage time formalism and demonstrate the efficiency of this method in the investigation of the large-time dynamics of…

Superconductivity · Physics 2009-10-31 D. A. Gorokhov , G. Blatter

This article is concerned with the mathematical analysis of a family of adaptive importance sampling algorithms applied to diffusion processes. These methods, referred to as Adaptive Biasing Potential methods, are designed to efficiently…

Probability · Mathematics 2018-05-10 Michel Benaïm , Charles-Edouard Bréhier

The zero range process is of particular importance as a generic model for domain wall dynamics of one-dimensional systems far from equilibrium. We study this process in one dimension with rates which induce an effective attraction between…

Statistical Mechanics · Physics 2018-04-26 Stefan Grosskinsky , Gunter M. Schuetz , Herbert Spohn

We characterize the dynamic non-equilibrium steady state behavior of active particles using density fluctuations in the system. We analyze the effective local density around a particle in the steady state and numerically calculate its mean,…

Statistical Mechanics · Physics 2025-04-22 Jayam Joshi , Pawan Kumar Mishra , Shradha Mishra

This paper is concerned with classes of models of stochastic reaction dynamics with time-scales separation. We demonstrate that the existence of the time-scale separation naturally leads to the application of the averaging principle and…

Computational Physics · Physics 2007-05-23 Sergey Plyasunov

We study a zero-range process with system-size dependent jump rates, which is known to exhibit a discontinuous condensation transition. Metastable homogeneous phases and condensed phases coexist in extended phase regions around the…

Statistical Mechanics · Physics 2015-06-30 Paul Chleboun , Stefan Grosskinsky

The paper outlines an exact combinatorial approach to finite coagulating systems. In this approach, cluster sizes and time are discrete, and the binary aggregation alone governs the time evolution of the systems. By considering the growth…

Statistical Mechanics · Physics 2018-02-21 Agata Fronczak , Anna Chmiel , Piotr Fronczak

We propose a method for approximating the large deviation rate function of time-integrated observables of diffusion processes, used in statistical physics to characterize the fluctuations of nonequilibrium systems. The method is based on…

Statistical Mechanics · Physics 2026-01-15 Pelerine Tsobgni Nyawo , Hugo Touchette

We describe a new, surprisingly simple algorithm, that simulates exact sample paths of a class of stochastic differential equations. It involves rejection sampling and, when applicable, returns the location of the path at a random…

Probability · Mathematics 2007-05-23 Alexandros Beskos , Gareth O. Roberts

A collisionless continuous medium in Euclidean space is discussed, i.e. a continuum of free particles moving inertially, without interacting with each other. It is shown that the distribution density of such medium is weakly converging to…

Chaotic Dynamics · Physics 2007-05-23 V. V. Kozlov

The paper investigates how correlations can completely specify a uniformly discrete point process. The setting is that of uniformly discrete point sets in real space for which the corresponding dynamical hull is ergodic. The first result is…

Mathematical Physics · Physics 2015-05-13 Daniel Lenz , Robert V. Moody

Two-particle rapidity (or pseudorapidity) correlation function $C(y_1, y_2)$ was used in analysing fluctuation of particle density distribution in rapidity in high-energy heavy-ion collisions. In our research, we argue that for a centrality…

Nuclear Theory · Physics 2017-05-22 Ronghua He , Jing Qian , Lei Huo

Parametric estimation for diffusion processes is considered for high frequency observations over a fixed time interval. The processes solve stochastic differential equations with an unknown parameter in the diffusion coefficient. We find…

Methodology · Statistics 2017-04-03 Nina Munkholt Jakobsen , Michael Sørensen

The time-dependent pair correlation functions for a degenerate ideal quantum gas of charged particles in a uniform magnetic field are studied on the basis of equilibrium statistics. In particular, the influence of a flat hard wall on the…

Condensed Matter · Physics 2018-08-16 L. G. Suttorp

Using statistical physics methods, we study generative diffusion models in the regime where the dimension of space and the number of data are large, and the score function has been trained optimally. Our analysis reveals three distinct…

Machine Learning · Computer Science 2025-01-08 Giulio Biroli , Tony Bonnaire , Valentin de Bortoli , Marc Mézard

We analyse the dynamics of a two dimensional system of interacting active dumbbells. We characterise the mean-square displacement, linear response function and deviation from the equilibrium fluctuation-dissipation theorem as a function of…

Monte Carlo simulation is used to study the dynamical crossover from single file diffusion to normal diffusion in fluids confined to narrow channels. We show that the long time diffusion coefficients for a series of systems involving hard…

Soft Condensed Matter · Physics 2015-06-17 Surajith N. Wanasundara , Raymond J. Spiteri , Richard K. Bowles

In this paper we develop a model to describe the diffusion process in a porous medium. For the observed decrease in current yield, we propose other causes than difference in diffusivity, which we consider unaltered by the porous medium. The…

Chemical Physics · Physics 2012-05-10 P. C. T. DÁjello , G. L. Nunes , J. J. Piacentini , L. Lauck