Related papers: Reflecting diffusions and hyperbolic Brownian moti…
Different initial and boundary value problems for the equation of vibrations of rods (also called Fresnel equation) are solved by exploiting the connection with Brownian motion and the heat equation. The analysis of the fractional version…
In this paper, a generalized Brownian motion model has been applied to describe the relative particle dispersion problem in more realistic turbulent flows. The fluctuating pressure forces acting on a fluid particle are taken to be a colored…
We study exclusion processes on the integer lattice in which particles change their velocities due to stickiness. Specifically, whenever two or more particles occupy adjacent sites, they stick together for an extended period of time, and…
A polymer model given in terms of beads, interacting through Hookean springs and hydrodynamic forces, is studied. Brownian dynamics description of this bead-spring polymer model is extended to multiple resolutions. Using this multiscale…
In two prior papers of this series, it was proposed that a wavefunction model of a heavy particle and a collection of light particles might generate ``Brownian-Motion-Like" trajectories as well as diffusive motion (displacement proportional…
Diffusion within porous media, such as biological tissues, exhibits departures from conventional Fick's laws, which could result in space-fractional diffusion. The paper considers a reaction-diffusion system with two spatial compartments --…
This paper concerns the so-called diffusion in the curl of the 2d Gaussian free field, and its generalization to higher dimensions $n \geq 2$, building on the scale-by-scale homogenization approach developed recently by Chatzigeorgiou,…
This work gives sufficient conditions for uniqueness in law of semimartingale, obliquely reflecting Brownian motion in a nonpolyhedral, piecewise ${\cal C}^2$ cone, with radially constant, Lipschitz continuous direction of reflection on…
Reflected diffusions in convex polyhedral domains arise in a variety of applications, including interacting particle systems, queueing networks, biochemical reaction networks and mathematical finance. Under suitable conditions on the data,…
Let $(U_t)_{t \geq 0}$ be a Brownian motion valued in the complex projective space $\mathbb{C}P^{N-1}$. Using unitary spherical harmonics of homogeneous degree zero, we derive the densities of $|U_t^{1}|^2$ and of $(|U_t^{1}|^2,…
Through laboratory measurements, we compare the rotation of spherical and ellipsoidal particles in homogeneous, isotropic turbulence. We find that the particles' angular velocity statistics are well described by an Ornstein-Uhlenbeck (OU)…
In the simplest realization of Brownian motion, a colloidal sphere moves randomly in an isotropic fluid; its mean squared displacement (MSD) grows linearly with time $\textit{\tau}$. Brownian motion in an orientationally ordered fluid, a…
We discuss the diffusion phenomenon in the parabolic and hyperbolic regimes. New effects related to the finite velocity of the diffusion process are predicted, that can partially explain the strange behavior associated to adsorption…
We study the dynamical decay of the van Hove function of Brownian hard spheres using event-driven Brownian dynamics simulations and dynamic test particle theory. Relevant decays mechanisms include deconfinement of the self particle, decay…
Diffusion models have become the go-to method for large-scale generative models in real-world applications. These applications often involve data distributions confined within bounded domains, typically requiring ad-hoc thresholding…
We study the 2D motion of colloidal dimers by single-particle tracking and compare the experimental observations obtained by bright-field microscopy to theoretical predictions for anisotropic diffusion. The comparison is based on the…
We study the problem of lateral diffusion on a static, quasi-planar surface generated by a stationary, ergodic random field possessing rapid small-scale spatial fluctuations. The aim is to study the effective behaviour of a particle…
Veestraeten [1] recently derived inverse Laplace transforms for Laplace transforms that contain products of two parabolic cylinder functions by exploiting the link between the parabolic cylinder function and the transition density and…
Score-based diffusion models learn to reverse a stochastic differential equation that maps data to noise. However, for complex tasks, numerical error can compound and result in highly unnatural samples. Previous work mitigates this drift…
We give necessary and sufficient conditions for the stationary density of semimartingale reflected Brownian motion in a wedge to be written as a finite sum of terms of exponential product form. Relying on geometric ideas reminiscent of the…