Related papers: Spectral dimension and diffusion in multi-scale sp…
Diffusion theory establishes a fundamental connection between stochastic differential equations and partial differential equations. The solution of a partial differential equation known as the Fokker-Planck equation describes the…
We study the spectral dimension associated with diffusion processes on Euclidean $\kappa$-Minkowski space. We start by describing a geometric construction of the "Euclidean" momentum group manifold related to $\kappa$-Minkowski space. On…
In thirties years of last century Dirac proposed to treat Schrodinger equation as the equation of diffusion with imaginary diffusion coefficient. In the frame of multifractal theory of time and space (in this model our the multifractal…
The stochastic solution to diffusion equations with polynomial coefficients is called a Pearson diffusion. If the time derivative is replaced by a distributed fractional derivative, the stochastic solution is called a fractional Pearson…
Instabilities and pattern formation is the rule in nonequilibrium systems. Selection of a persistent lengthscale, or coarsening (increase of the lengthscale with time) are the two major alternatives. When and under which conditions one…
We consider a quasi one-dimensional chain of N chaotic scattering elements with periodic boundary conditions. The classical dynamics of this system is dominated by diffusion. The quantum theory, on the other hand, depends crucially on…
Theories with a sign problem due to a complex action or Boltzmann weight can sometimes be numerically solved using a stochastic process in the complexified configuration space. However, the probability distribution effectively sampled by…
We analyse the quantum evolution of a particle moving in a potential in interaction with an environment of harmonic oscillators in a thermal state, using the quantum state diffusion (QSD) picture of Gisin and Percival, in which one…
We study densities of two-dimensional diffusion processes with one non-negative component. For such diffusions, the density may explode at the boundary, thus making a precise specification of the boundary condition in the corresponding…
In many instances, the dynamical richness and complexity observed in natural phenomena can be related to stochastic drives influencing their temporal evolution. For example, random noise allied to spatial asymmetries may induce…
Quantum dynamics of the Harper model with self-duality exhibits localized, diffusive, and ballistic states depending on the potential strength $V$. By adding time-dependent harmonic perturbations composed of $M$ incommensurate frequencies,…
Nondifferentiable fluctuations in space-time on a Planck scale introduce stochastic terms into the equations for quantum states, resulting in a proposed new foundation for an existing alternative quantum theory, primary state diffusion…
We show that two-dimensional convection-diffusion problems with a radial sink or source at the origin may be recast as a pure diffusion problem in a fictitious space in which the spatial dimension is continuously-tunable with the Peclet…
Diffusion of particles in velocity space undergoing turbulent field was extensively studied in the problem of warm beam relaxation. Under low field intensities the diffusion is described by the Fokker-Planck equation with the diffusion…
Two models are first presented, of one-dimensional discrete-time quantum walk (DTQW) with temporal noise on the internal degree of freedom (i.e., the coin): (i) a model with both a coin-flip and a phase-flip channel, and (ii) a model with…
Brownian motion of free particles on curved surfaces is studied by means of the Langevin equation written in Riemann normal coordinates. In the diffusive regime we find the same physical behavior as the one described by the diffusion…
We examine relativistic diffusion through the frame and observer bundles associated with a Lorentzian manifold $(M,g)$. Our focus is on spacetimes with a non-trivial isometry group, and we detail the conditions required to find symmetric…
The diffusion of colloids inside an active system-e.g. within a living cell or the dynamics of active particles itself (e.g. self-propelled particles) can be modeled through overdamped Langevin equation which contains an additional noise…
Langevin dynamics has become a popular tool to simulate the Boltzmann equilibrium distribution. When the repartition of the Langevin equation involves the exact realization of the Ornstein-Uhlenbeck noise, in addition to the conventional…
A new model to describe the dynamics of particles undergoing diffusion in general relativity is proposed. The evolution of the particle system is described by a Fokker-Planck equation without friction on the tangent bundle of spacetime. It…