Related papers: From a kinetic equation to a diffusion under an an…
The silo discharge process is studied by molecular dynamics simulations. The development of the velocity profile and the probability density function for the displacements in the horizontal and vertical axis are obtained. The PDFs obtained…
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…
The problem of anomalous diffusion in the momentum space is considered on the basis of the appropriate probability transition function (PTF). New general equation for description of the diffusion of heavy particles in the gas of the light…
Diffusion phenomena in a multiple component lattice Boltzmann Equation (LBE) model are discussed in detail. The mass fluxes associated with different mechanical driving forces are obtained using a Chapman-Enskog analysis. This model is…
Overdamped Brownian motion of a self-propelled particle is studied by solving the Langevin equation analytically. On top of translational and rotational diffusion, in the context of the presented model, the "active" particle is driven along…
We show that {\it strong} anomalous diffusion, i.e. $\mean{|x(t)|^q} \sim t^{q \nu(q)}$ where $q \nu(q)$ is a nonlinear function of $q$, is a generic phenomenon within a class of generalized continuous-time random walks. For such class of…
Anomalous diffusion is discussed in the context of quantum Brownian motion with colored noise. It is shown that earlier results follow simply and directly from the fluctuation-dissipation theorem. The limits on the long-time dependence of…
The classical models for irreversible diffusion-influenced reactions can be derived by introducing absorbing boundary conditions to over-damped continuous Brownian motion (BM) theory. As there is a clear corresponding stochastic process,…
We consider a particle moving with equation of motion $\dot x=f(t)$, where $f(t)$ is a random function with statistics which are independent of $x$ and $t$, with a finite drift velocity $v=\langle f\rangle$ and in the presence of a…
The Feynman-Kac equations are a type of partial differential equations describing the distribution of functionals of diffusive motion. The probability density function (PDF) of Brownian functionals satisfies the Feynman-Kac formula, being a…
Diffusion models are loosely modelled based on non-equilibrium thermodynamics, where \textit{diffusion} refers to particles flowing from high-concentration regions towards low-concentration regions. In statistics, the meaning is quite…
Fractional Brownian motion and the fractional Langevin equation are models of anomalous diffusion processes characterized by long-range power-law correlations in time. We employ large-scale computer simulations to study these models in two…
Difference Kinetic Equations are derived quantum mechanically in a plane wavelets representation with account of two-particle correlations. It is shown that the set of plane wavelet orthonormal functions is complete. The set of ket vectors…
We study the diffusion equation with an appropriate change of variables. This equation is in general a partial differential equation (PDE). With the self-similar and related Ansat\"atze we transform the PDE of diffusion to an ordinary…
We analyze diffusion processes with finite propagation speed in a non-homogeneous medium in terms of the heterogeneous telegrapher's equation. In the diffusion limit of infinite-velocity propagation we recover the results for the…
We investigate velocity statistics of homogeneous inelastic gases using the Boltzmann equation. Employing an approximate uniform collision rate, we obtain analytic results valid in arbitrary dimension. In the freely evolving case, the…
Herein we develop a dynamical foundation for fractional Brownian Motion. A clear relation is established between the asymptotic behaviour of the correlation function and diffusion in a dynamical system. Then, assuming that scaling is…
In this paper Gaussian models of retarded and accelerated anomalous diffusion are considered. Stochastic differential equations of fractional order driven by single or multiple fractional Gaussian noise terms are introduced to describe…
For one-dimensional linear kinetic equations analytical solutions of problems about moderately strong evaporation (condensation), when frequency of collisions of molecules is constant, are received . The equation and distribution function…
We define the Dyson diffusion process on a curved smooth closed contour in the plane and derive the Fokker-Planck equation for probability density. Its stationary solution is shown to be the Boltzmann weight for the logarithmic gas confined…