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Bulk matter produced in heavy ion collisions has multiple conserved quantum numbers like baryon number, strangeness and electric charge. The diffusion process of these charges can be described by a diffusion matrix describing the…
We prove the equivalence among symmetricity, time reversibility, and zero entropy production of the stationary solutions of linear stochastic differential equations. A sufficient and necessary reversibility condition expressed in terms of…
We develop a theory of reversible diffusion-controlled reactions with generalized binding/unbinding kinetics. In this framework, a diffusing particle can bind to the reactive substrate after a random number of arrivals onto it, with a given…
We deal with some extensions of the space-fractional diffusion equation, which is satisfied by the density of a stable process (see Mainardi, Luchko, Pagnini (2001)): the first equation considered here is obtained by adding an exponential…
Phenomenological nonequilibrium thermodynamics describes how fluxes of conserved quantities such as matter, energy and charge flow from outer reservoirs across a system, and how they irreversibly degrade from one form to another. Stochastic…
This paper establishes a quantitative, uniform-in-time diffusion approximation for the joint law of a broad class of fully coupled multiscale stochastic systems. We derive a precise characterization of the limiting joint distribution as a…
Let $(X_t)$ be a reflected diffusion process in a bounded convex domain in $\mathbb R^d$, solving the stochastic differential equation $$dX_t = \nabla f(X_t) dt + \sqrt{2f (X_t)} dW_t, ~t \ge 0,$$ with $W_t$ a $d$-dimensional Brownian…
A recently introduced nonlinear Fokker-Planck equation, derived directly from a master equation, comes out as a very general tool to describe phenomenologically systems presenting complex behavior, like anomalous diffusion, in the presence…
Classical reverse diffusion is generated by changing the drift at fixed noise. We show that the quantum version of this principle obeys an exact law with a sharp phase boundary. For Gaussian pure-loss dynamics, the canonical model of…
We complete the kinetic theory of inhomogeneous systems with long-range interactions initiated in previous works. We use a simpler and more physical formalism. We consider a system of particles submitted to a small external stochastic…
The fluctuation-dissipation theorem is a central result in statistical mechanics and is usually formulated for systems described by diffusion processes. In this paper, we propose a generalization for a wider class of stochastic processes,…
Learning the underlying potential energy of stochastic gradient systems from partial and noisy observations is a fundamental problem arising in physics, chemistry, and data-driven modeling. Classical approaches often rely on direct…
We derive thermodynamically consistent models of reaction-diffusion equations coupled to a heat equation. While the total energy is conserved, the total entropy serves as a driving functional such that the full coupled system is a gradient…
We present a finite element discretization of a non-linear diffusion equation used in the field of critical phenomena and, more recently, in the context of Dynamic Density Functional Theory. The discretized equation preserves the structure…
Reaction-diffusion equations are one of the most common partial differential equations used to model physical phenomenon. They arise as the combination of two physical processes: a driving force $f(u)$ that depends on the state variable $u$…
In this paper we proceed with investigation of connections between Fokker - Planck equation and continuum mechanics. We base upon expressions from our work [2], based upon the spectral decomposition of Fokker - Planck equation solution. In…
Han et al. [Phys. Rev. Lett. \textbf{132}, 137102 (2024)] have recently introduced a classical stochastic lattice gas model which, in addition to particle conservation, also conserves the particles' dipole moment. Because of its intrinsic…
Stochastic processes offer a fundamentally different paradigm of dynamics than deterministic processes, the most prominent example of the latter being Newton's laws of motion. Here, we discuss in a pedagogical manner a simple and…
This work concerns generalized backward stochastic differential equations, which are coupled with a family of reflecting diffusion processes. First of all, we establish the large deviation principle for forward stochastic differential…
In this paper a reaction-diffusion type equation is the starting point for setting up a genuine thermodynamic reduction, i.e. involving a finite number of parameters or collective variables, of the initial system. This program is carried…