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In this work we explore the limiting dynamics of deep neural networks trained with stochastic gradient descent (SGD). As observed previously, long after performance has converged, networks continue to move through parameter space by a…

We quantify the asymptotic behaviour of multidimensional drifltess diffusions in domains unbounded in a single direction, with asymptotically normal reflections from the boundary. We identify the critical growth/contraction rates of the…

Probability · Mathematics 2025-01-22 Miha Brešar , Aleksandar Mijatović , Andrew Wade

We analyse a continuous-time random walk model with stochastic reversals of direction. There is no external potential but the reorientation mechanism generates a non-zero current from asymmetry in the forward and backward waiting-time…

Statistical Mechanics · Physics 2026-02-27 Venkata D. Pamulaparthy , Rosemary J. Harris

We consider the problem of approximating the Langevin dynamics of inertial particles being transported by a background flow. In particular, we study an acceleration corrected advection-diffusion approximation to the Langevin dynamics, a…

Probability · Mathematics 2026-02-24 Yoichiro Mori , Chanoknun Sintavanuruk , Truong-Son P. Van

In this paper, we propose a Generalized Langevin Equation (GLE)-based model to describe the lateral diffusion of a protein in a lipid bilayer. The memory kernel is represented in terms of a viscous (instantaneous) and an elastic (non…

Biological Physics · Physics 2021-11-24 Loris Di Cairano , Benjamin Stamm , Vania Calandrini

We consider a massive inelastic piston, whose opposite faces have different coefficients of restitution, moving under the action of an infinitely dilute gas of hard disks maintained at a fixed temperature. The dynamics of the piston is…

Statistical Mechanics · Physics 2008-06-06 G. Costantini , U. Marini Bettolo Marconi , A. Puglisi

Anomalous-diffusion, the departure of the spreading dynamics of diffusing particles from the traditional law of Brownian-motion, is a signature feature of a large number of complex soft-matter and biological systems. Anomalous-diffusion…

We show by numerical simulations that a non rotationally symmetric body, whose orientation is fixed and whose center of mass can only slide along a rectilinear guide, under the effect of inelastic collisions with a surrounding gas of…

Statistical Mechanics · Physics 2007-07-17 Giulio Costantini , Umberto Marini Bettolo Marconi , Andrea Puglisi

Motivated by experiments in which single-stranded DNA with a short hairpin loop at one end undergoes unforced diffusion through a narrow pore, we study the first passage times for a particle, executing one-dimensional brownian motion in an…

Biomolecules · Quantitative Biology 2014-11-18 Rhonald C. Lua , Alexander Y. Grosberg

Many active particles are embedded in environments that exhibit viscoelastic properties. An important class of such media lacks a single characteristic relaxation timescale when subjected to a time-dependent stress. Rather, the stress…

Soft Condensed Matter · Physics 2025-12-24 David Santiago Quevedo , Monica Conte , Marjolein Dijkstra , Cristiane Morais Smith

The theory of first order Fermi acceleration at shocks assumes that particles diffuse due to scattering off slow-moving magnetic irregularities. However, cosmic rays are closely tied to magnetic field lines, and the transport process,…

Astrophysics · Physics 2011-05-23 P. Duffy , J. G. Kirk , Y. A. Gallant , R. O. Dendy

Here we investigate some aspects of stochastic acceleration of ultrarelativistic electrons by magnetic turbulence. In particular, we discuss the steady-state energy spectra of particles undergoing momentum diffusion due to resonant…

Astrophysics · Physics 2009-11-13 L. Stawarz , V. Petrosian

We study the long-time behavior of underdamped Brownian particle moving through a viscous medium and in a systematic potential, when it is subjected to a space-dependent high-frequency periodic force. When the frequency is very large, much…

Statistical Mechanics · Physics 2009-11-11 Malay Bandyopadhyay , Sushanta Dattagupta , Monamie Sanyal

We consider two reflecting diffusion processes $(X_t)_{t \ge 0}$ with a moving reflection boundary given by a non-decreasing pure jump Markov process $(R_t)_{t \ge 0}$. Between the jumps of the reflection boundary the diffusion part behaves…

Probability · Mathematics 2012-02-07 Andrej Depperschmidt , Sophia Götz

The transport of a walker in rocking feedback-controlled ratchets are investigated. The walker consists of two coupled "feet" that allow the interchange of the order of the particles while the walker moves. In the underdamped case, the…

Statistical Mechanics · Physics 2017-02-09 Tianfu Gao , Zhigang Zheng , Jincan Chen

We present an analogy between the classic Gambler's Ruin problem and the thermally-activated dynamics in periodic Brownian ratchets. By considering each periodic unit of the ratchet as a site chain, we calculated the transition…

Statistical Mechanics · Physics 2009-11-13 X. Z. Cheng , M. B. A. Jalil , Hwee Kuan Lee

Time-changed stochastic processes have attracted great attention and wide interests due to their extensive applications, especially in financial time series, biology and physics. This paper pays attention to a special stochastic process,…

Statistical Mechanics · Physics 2018-11-13 Yao Chen , Xudong Wang , Weihua Deng

Turbulent flows posses broadband, power-law spectra in which multiscale interactions couple high-wavenumber fluctuations to large-scale dynamics. Although diffusion-based generative models offer a principled probabilistic forecasting…

Fluid Dynamics · Physics 2025-12-11 Anish Sambamurthy , Ashesh Chattopadhyay

The dynamical phase diagram of the fractional Langevin equation is investigated for harmonically bound particle. It is shown that critical exponents mark dynamical transitions in the behavior of the system. Four different critical exponents…

Statistical Mechanics · Physics 2009-11-13 S. Burov , E. Barkai

We study a frequency-dependent damping model of hyper-diffusion within the generalized Langevin equation. The model allows for the colored noise defined by its spectral density, assumed to be proportional to $\omega^{\delta-1}$ at low…

Statistical Mechanics · Physics 2017-04-05 Jia-Ming Zhang , Jing-Dong Bao