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We propose the frozen Gaussian approximation for computation of high frequency wave propagation. This method approximates the solution to the wave equation by an integral representation. It provides a highly efficient computational tool…

Numerical Analysis · Mathematics 2011-03-16 Jianfeng Lu , Xu Yang

We probe the diffusive motion of particles in slowly sheared three dimensional granular suspensions. For sufficiently large strains, the particle dynamics exhibits diffusive Gaussian statistics, with the diffusivity proportional to the…

Soft Condensed Matter · Physics 2015-06-11 Elie Wandersman , Joshua A. Dijksman , Martin van Hecke

A Gaussian process (GP)-based methodology is proposed to emulate complex dynamical computer models (or simulators). The method relies on emulating the numerical flow map of the system over an initial (short) time step, where the flow map is…

Methodology · Statistics 2024-11-26 Hossein Mohammadi , Peter Challenor , Marc Goodfellow

We study the motion of an inertial particle in a fractional Gaussian random field. The motion of the particle is described by Newton's second law, where the force is proportional to the difference between a background fluid velocity and the…

Dynamical Systems · Mathematics 2012-03-20 Georg Schöchtel

We study diffusive mixing in the presence of thermal fluctuations under the assumption of large Schmidt number. In this regime we obtain a limiting equation that contains a diffusive thermal drift term with diffusion coefficient obeying a…

Statistical Mechanics · Physics 2015-06-18 A. Donev , T. G. Fai , E. Vanden-Eijnden

The linear response description for impurity diffusion in a granular fluid undergoing homogeneous cooling is developed in the preceeding paper. The formally exact Einstein and Green-Kubo expressions for the self-diffusion coefficient are…

Soft Condensed Matter · Physics 2009-11-07 James Lutsko , J. Javier Brey , James W. Dufty

The equations of motion in a macroscopically inhomogeneous porous medium saturated by a fluid are derived. As a first verification of the validity of these equations, a two-layer rigid frame porous system considered as one single porous…

We prove a bound for the Wasserstein distance between vectors of smooth complex random variables and complex Gaussians in the framework of complex Markov diffusion generators. For the special case of chaotic eigenfunctions, this bound can…

Probability · Mathematics 2015-11-03 Simon Campese

A model for diffusion in liquids that couples the dynamics of tracer particles to a fluctuating Stokes equation for the fluid is investigated in the limit of large Schmidt number. In this limit, the concentration of tracers is shown to…

Statistical Mechanics · Physics 2014-04-03 A. Donev , T. G. Fai , and E. Vanden-Eijnden

The analysis of fluctuation-dissipation relations developed in Giona et al. (2024) for particle hydromechanics is extended to stochastic forcings alternative to Wiener processes, with the aim of addressing the occurrence of Gaussian…

Statistical Mechanics · Physics 2024-12-30 Chiara Pezzotti , Massimiliano Giona , Giuseppe Procopio

Brownian yet non-Gaussian processes have recently been observed in numerous biological systems and the corresponding theories have been built based on random diffusivity models. Considering the particularity of random diffusivity, this…

Statistical Mechanics · Physics 2022-08-31 Xudong Wang , Yao Chen

We consider a semiclassical approximation for the time evolution of an originally gaussian wave packet in terms of complex trajectories. We also derive additional approximations replacing the complex trajectories by real ones. These yield…

Quantum Physics · Physics 2009-11-10 M. A. M. de Aguiar , M. Baranger , L. Jaubert , Fernando Parisio , A. D. Ribeiro

The objective of this paper is to correct an error in analyses of quasielastic scattering spectra. The error invokes a valid calculation under conditions in which its primary assumptions are incorrect, resulting in misleading…

Soft Condensed Matter · Physics 2013-06-26 George D. J. Phillies

The turbulent diffusion of Lagrangian tracer particles has been studied in a flow on the surface of a large tank of water and in computer simulations. The effect of flow compressibility is captured in images of particle fields. The velocity…

Chaotic Dynamics · Physics 2009-11-10 John R. Cressman , Walter I. Goldburg , Joerg Schumacher

We derive the hydrodynamic limit of a kinetic equation where the interactions in velocity are modelled by a linear operator (Fokker-Planck or Linear Boltzmann) and the force in the Vlasov term is a stochastic process with high amplitude and…

Analysis of PDEs · Mathematics 2020-03-23 Arnaud Debussche , Julien Vovelle

We present a novel approach to approximate Gaussian and mixture-of-Gaussians filtering. Our method relies on a variational approximation via a gradient-flow representation. The gradient flow is derived from a Kullback--Leibler discrepancy…

Computation · Statistics 2023-06-21 Adrien Corenflos , Hany Abdulsamad

We formulate a perturbative approximation to gravitational instability, based on Lagrangian hydrodynamics in Newtonian cosmology. We take account of `pressure' effect of fluid, which is kinematically caused by velocity dispersion, to aim…

Astrophysics · Physics 2009-11-07 Masaaki Morita , Takayuki Tatekawa

Using a microfluidics device filled with a colloidal suspension of microspheres, we test the laws of diffusion in the limit of small particle numbers. Our focus is not just on average properties such as the mean flux, but rather on the…

Statistical Mechanics · Physics 2007-05-23 Effrosyni Seitaridou , Mandar M. Inamdar , Rob Phillips , Kingshuk Ghosh , Ken Dill

A Gaussian fluctuation formula is proved for linear statistics of complex random matrices in the case that the statistic is rotationally invariant. For a general linear statistic without this symmetry, Coulomb gas theory is used to predict…

Statistical Mechanics · Physics 2007-05-23 P. J. Forrester

In many-particle diffusions, particles that move the furthest and fastest can play an outsized role in physical phenomena. A theoretical understanding of the behavior of such extreme particles is nascent. A classical model, in the spirit of…

Statistical Mechanics · Physics 2024-11-22 Jacob B. Hass , Aileen N. Carroll-Godfrey , Eric I. Corwin , Ivan Z. Corwin