Related papers: Spectral dimension and diffusion in multi-scale sp…
We study solution techniques for an evolution equation involving second order derivative in time and the spectral fractional powers, of order $s \in (0,1)$, of symmetric, coercive, linear, elliptic, second-order operators in bounded domains…
We study Cauchy problem of a class of viscous Camassa-Holm equations (or Lagrangian averaged Navier-Stokes equations) with fractional diffusion in both smooth bounded domains and in the whole space in two and three dimensions. Order of the…
In this paper we consider a new probability sampling methods based on Langevin diffusion dynamics to resolve the problem of existing Monte Carlo algorithms when draw samples from high dimensional target densities. We extent…
We study invariant solutions of a certain class of time-fractional diffusion-wave equations with variable coefficients via Lie symmetry analysis. In physics, the fractional diffusion equation describes transport dynamics that are governed…
We consider a stochastic differential equation for a charged particle in a stochastic magnetic field, known as A-Langevin equation. The solution of the equation is found, and the Lagrange velocity correlation function is calculated in…
A new solution to the mono-dimensional diffusion equation for time-variable first kind boundary condition is presented where the time-variable function at the surface is derived proposing a surface saturation model. This solution may be…
When a particle diffuses in a medium with spatially dependent friction coefficient $\alpha(r)$ at constant temperature $T$, it drifts toward the low friction end of the system even in the absence of any real physical force $f$. This…
A Langevin process diffusing in a periodic potential landscape has a time dependent diffusion constant which means that its average mean squared displacement (MSD) only becomes linear at late times. The long time, or effective diffusion…
In this paper, we derive the expression for spectral dimension using a modified diffusion equation in the kappa-deformed space-time. We start with the Beltrami-Laplace operator in the kappa-Minkowski space-time and obtain the deformed…
Super-diffusion, characterized by a spreading rate $t^{1/\alpha}$ of the probability density function $p(x,t) = t^{-1/\alpha} p \left( t^{-1/\alpha} x , 1 \right)$, where $t$ is time, may be modeled by space-fractional diffusion equations…
This paper deals with the spectral densities of a dispersive dielectric object in the framework of macroscopic quantum electrodynamics based on the modified Langevin noise formalism. In this formalism, the electromagnetic field in the…
A relativistic diffusion model with cylindrical symmetry, which propagates an initial state based on quantum chromodynamics in time towards a thermal equilibrium limit, is derived from nonequilibrium-statistical considerations: Adapting an…
The phenomenon of wave packet diffraction in space and time is described. It consists in a diffraction pattern whose spatial location progresses with time. The pattern is produced by wave packet quantum scattering off an attractive or…
A complete solution to the long standing problem of basing Schroedinger quantum theory on standard stochastic theory is given. The solution covers all "single" particle three-dimensional Schroedinger theory linear or nonlinear and with any…
Langevin simulation provides an effective way to study collisional effects in beams by reducing the six-dimensional Fokker-Planck equation to a group of stochastic ordinary differential equations. These resulting equations usually have…
Anomalous diffusion phenomena have been observed in many complex physical and biological systems. One significant advance recently is the physical extension of particle's motion in static medium to uniformly (and even nonuniformly)…
We reconsider the problem of diffusion of particles at constant speed and present a generalization of the Telegrapher process to higher dimensional stochastic media ($d>1$), where the particle can move along $2^d$ directions. We derive the…
We study the space-time correlation and response functions in nonequilibrium growth processes described by linear stochastic Langevin equations. Exploiting exclusively the existence of space and time dependent symmetries of the noiseless…
We study the scattering dynamics of an $n$-component spinor wavefunction in a random environment on a two-dimensional lattice. In the presence of particle-hole symmetry we find diffusion on large scales. The latter is described by a…
We compute the intrinsic Hausdorff dimension of spacetime at the infrared fixed point of the quantum conformal factor in 4D gravity. The fractal dimension is defined by the appropriate covariant diffusion equation in four dimensions and is…