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We consider the problem of statistical inference for the effective dynamics of multiscale diffusion processes with (at least) two widely separated characteristic time scales. More precisely, we seek to determine parameters in the effective…

Statistics Theory · Mathematics 2013-05-30 Sebastian Krumscheid , Grigorios A. Pavliotis , Serafim Kalliadasis

We investigate the long time behavior of a passive particle evolving in a one-dimensional diffusive random environment, with diffusion constant $D$. We consider two cases: (a) The particle is pulled forward by a small external constant…

Statistical Mechanics · Physics 2018-04-16 François Huveneers

Conventional approaches for simulating steady-state distributions of particles under diffusive and advective transport at high P\'eclet numbers involve solving the diffusion and advection equations in at least two dimensions. Here, we…

Diffusion in an evolving environment is studied by continuos-time Monte Carlo simulations. Diffusion is modelled by continuos-time random walkers on a lattice, in a dynamic environment provided by bubbles between two one-dimensional…

Soft Condensed Matter · Physics 2010-11-22 Janne Juntunen , Juha Merikoski

The problem of diffusion in a porous medium with a spatially varying porosity is considered. The particular microstructure analyzed comprises a collection of impenetrable spheres, though the methods developed are general. Two different…

Fluid Dynamics · Physics 2017-10-12 Maria Bruna , S. Jonathan Chapman

In systems which exhibit deterministic diffusion, the gross parameter dependence of the diffusion coefficient can often be understood in terms of random walk models. Provided the decay of correlations is fast enough, one can ignore memory…

Chaotic Dynamics · Physics 2013-02-07 Thomas Gilbert , David P. Sanders

We consider diffusion in arbitrary spatial dimension d with the addition of a resetting process wherein the diffusive particle stochastically resets to a fixed position at a constant rate $r$. We compute the non-equilibrium stationary state…

Statistical Mechanics · Physics 2015-06-19 Martin R. Evans , Satya N. Majumdar

We analyze the influence of boundary conditions on numerical simulations of the diffusive properties of a two dimensional granular gas. We show in particular that periodic boundary conditions introduce unphysical correlations in time which…

Statistical Mechanics · Physics 2009-10-31 C. Henrique , G. Batrouni , D. Bideau

We study the diffusive dynamics of a hard-sphere fluid confined between parallel smooth hard walls. The position-dependent diffusion coefficient normal to the walls is larger in regions of high local packing density. High density regions…

Soft Condensed Matter · Physics 2009-11-13 Jeetain Mittal , Thomas M. Truskett , Jeffrey R. Errington , Gerhard Hummer

Data-dependent metrics are powerful tools for learning the underlying structure of high-dimensional data. This article develops and analyzes a data-dependent metric known as diffusion state distance (DSD), which compares points using a…

Machine Learning · Statistics 2020-03-10 Lenore Cowen , Kapil Devkota , Xiaozhe Hu , James M. Murphy , Kaiyi Wu

One key issue in the probability density function (PDF) approach for disperse two-phase turbulent flows is to close the diffusion term in the phase space. This study aimed to derive a kinetic equation for particle dispersion in turbulent…

Statistical Mechanics · Physics 2020-07-15 De-yu Zhong , Guang-qian Wang , Tie-jian Li , Ming-xi Zhang , You Xia

For the regime-switching diffusion process with and without advection term we propose an integro-differential equation describing the densities of states continuously distributed over a segment. We demonstrate that there exists a…

Analysis of PDEs · Mathematics 2026-03-18 Alexander S. Bratus , Olga S. Rozanova

The problem of diffusion in a time-dependent (and generally inhomogeneous) external field is considered on the basis of a generalized master equation with two times, introduced in [1,2]. We consider the case of the quasi Fokker-Planck…

Statistical Mechanics · Physics 2015-05-18 S. A. Trigger , G. J. F. van Heijst , O. F. Petrov , P. P. J. M. Schram

Molecules in dense environments, such as biological cells, are subjected to forces that fluctuate both in time and in space. While spatial fluctuations are captured by Lifson-Jackson-Zwanzig's model of "diffusion in a rough potential", and…

Statistical Mechanics · Physics 2025-06-04 Dmitrii E. Makarov , Peter Sollich

Diffusion is a fundamental physical phenomenon with critical applications in fields such as metallurgy, cell biology, and population dynamics. While standard diffusion is well-understood, anomalous diffusion often requires complex non-local…

Statistical Mechanics · Physics 2026-01-16 Gabriel Barreiro , Vladimir Pérez-Veloz

A space fractional diffusion-like equation is introduced, which embodies the nonlocality in time, represented by the memory kernel and the non-locality in space. A specific example of the nonlocal term is considered in combination with…

Statistical Mechanics · Physics 2026-01-06 Pece Trajanovski , Irina Petreska , Katarzyna Gorska , Ljupco Kocarev , Trifce Sandev

We experimentally investigate the steady states of two granular assemblies differing in their material properties and allowed to exchange volume with each other under external agitation in the vicinity of their jamming transition. We…

Soft Condensed Matter · Physics 2010-02-01 F. Lechenault , Karen E. Daniels

We present an analytical study of the time dependent diffusion coefficient in a dilute suspension of spheres with partially absorbing boundary condition. Following Kirkpatrick (J. Chem. Phys. 76, 4255) we obtain a perturbative expansion for…

Statistical Mechanics · Physics 2012-10-29 Jiang Qian , Pabitra N. Sen

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…

Machine Learning · Computer Science 2023-12-19 Inga Strümke , Helge Langseth

We analyze a pair of diffusion equations which are derived in the infinite system--size limit from a microscopic, individual--based, stochastic model. Deviations from the conventional Fickian picture are found which ultimately relate to the…

Statistical Mechanics · Physics 2015-05-18 Duccio Fanelli , Alan J. McKane