Related papers: The Gaussian Diffusion Approximation for Complex F…
A jump-diffusion process along with a particle scheme is devised as an accurate and efficient particle solution to the Boltzmann equation. The proposed process (hereafter Gamma-Boltzmann model) is devised to match the evolution of all…
Recent studies unveiled the Fickian yet non-Gaussian (FNG) dynamics of many soft matter systems and suggested this phenomenon as a general characteristic of the diffusion in complex fluids. In particular, it was shown that the distribution…
The motion of a colloidal probe in a complex fluid, such as a micellar solution, is usually described by the generalized Langevin equation, which is linear. However, recent numerical simulations and experiments have shown that this linear…
We present a direct numerical simulation method for investigating the dynamics of dispersed particles in a compressible solvent fluid. The validity of the simulation is examined by calculating the velocity relaxation of an impulsively…
The propagation of light in a scattering medium is described as the motion of a special kind of a Brownian particle on which the fluctuating forces act only perpendicular to its velocity. This enforces strictly and dynamically the…
Particle simulations of the Kolmogorov flow are analyzed by the Landau-Lifshitz fluctuating hydrodynamics. It is shown that a spurious diffusion of the center of mass corrupts the statistical properties of the flow. The analytical…
Dynamical random walk of classical particle in thermodynamically equilibrium fluctuating medium, - Gaussian random potential field, - is considered in the framework of explicit stochastic representation of deterministic interactions. We…
Superluminal propagation is an intrinsic problem in the diffusion equation and has not been effectively addressed for a long time. In this work, a rigorous solution to this issue is obtained under the assumption that particles undergo a…
Obtaining a reduced description with particle and momentum flux densities outgoing from the microscopic equations of motion of the particles requires approximations. The usual method, we refer to as truncation method, is to zero Fourier…
We present an analytical closed form expression, which gives a good approximate propagator for diffusion on the sphere. Our formula is the spherical counterpart of the Gaussian propagator for diffusion on the plane. While the analytical…
The diffusion limit of the linear Boltzmann equation with a strong magnetic field is performed. The giration period of particles around the magnetic field is assumed to be much smaller than the collision relaxation time which is supposed to…
The dispersion of a diffusive scalar in a fluid flowing through a network has many applications including to biological flows, porous media, water supply and urban pollution. Motivated by this, we develop a large-deviation theory that…
The self-diffusion process of a hard sphere fluid confined by two parallel plates separated by a distance on the order of the particle diameter is studied. The starting point is a closed kinetic equation for the distribution function that…
We analyze the Gaussian approximation as a method to obtain the first and second moments of a stochastic process described by a master equation. We justify the use of this approximation with ideas coming from van Kampen's expansion approach…
The frozen Gaussian approximation provides a highly efficient computational method for high frequency wave propagation. The derivation of the method is based on asymptotic analysis. In this paper, for general linear strictly hyperbolic…
We present a mathematical theory of dynamical fluctuations for the hard sphere gas in the Boltzmann-Grad limit. We prove that: (1) fluctuations of the empirical measure from the solution of the Boltzmann equation, scaled with the square…
Distribution functions of relative velocities among particles in a vibrated bed of powder are studied both numerically and theoretically. In the solid phase where granular particles remain near their local stable states, the probability…
The gauge invariant electromagnetic Wigner equation is taken as the basis for a fluid-like system describing quantum plasmas, derived from the moments of the gauge invariant Wigner function. The use of the standard, gauge dependent Wigner…
The Bayesian smoothing equations are generally intractable for systems described by nonlinear stochastic differential equations and discrete-time measurements. Gaussian approximations are a computationally efficient way to approximate the…
We discuss "the plane wave approximation" to quantum mechanical scattering using simple one-dimensional examples. The central points of the paper are that (a) plane waves should be thought of as infinitely wide wave packets, and (b) the…