Related papers: The Gaussian Diffusion Approximation for Complex F…
Conventional approaches for simulating steady-state distributions of particles under diffusive and advective transport at high P\'eclet numbers involve solving the diffusion and advection equations in at least two dimensions. Here, we…
In the presence of quantum measurements with direct photon detection the evolution of open quantum systems is usually described by stochastic master equations with jumps. Heuristically, from these equations one can obtain diffusion models…
Lattice-Boltzmann methods are established mesoscopic numerical schemes for fluid flow, that recover the evolution of macroscopic quantities (viz., velocity and pressure fields) evolving under macroscopic target equations. The approximated…
The nonrelativistic standard model for a continuous, one-parameter diffusion process in position space is the Wiener process. As well-known, the Gaussian transition probability density function (PDF) of this process is in conflict with…
We present a perturbation theory by extending a prescription due to Feynman for computing the probability density function for the random flight motion. The method can be applied to a wide variety of otherwise difficult circumstances. The…
Most meso-scale simulation methods assume Gaussian distributions of velocity-like quantities. These quantities are not true velocities, however, but rather time-averaged velocities or displacements of particles. We show that there is a…
In this paper we introduce a novel method to simulate lateral diffusion of inclusions in a fluctuating membrane. The regarded systems are governed by two dynamic processes: the height fluctuations of the membrane and the diffusion of the…
We investigate exact nonlinear waves on surfaces locally approximating the rotating sphere for two-dimensional inviscid incompressible flow. Our first system corresponds to a beta-plane approximation at the equator and the second to a gamma…
State estimation in non-linear models is performed by tracking the posterior distribution recursively. A plethora of algorithms have been proposed for this task. Among them, the Gaussian particle filter uses a weighted set of particles to…
The advection-diffusion equation can be approximated by a one-dimensional diffusion equation in Lagrangian coordinates along the directions of compression of fluid elements (the stable manifold). This result holds in any number of…
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…
The frozen Gaussian approximation, proposed in [Lu and Yang, [15]], is an efficient computational tool for high frequency wave propagation. We continue in this paper the development of frozen Gaussian approximation. The frozen Gaussian…
In this work, we propose a novel methodology for robustly estimating particle size distributions from optical scattering measurements using constrained Gaussian process regression. The estimation of particle size distributions is commonly…
Over a century ago, Einstein formulated a precise mathematical model for describing Brownian motion. While this model adequately explains the diffusion of micron-sized particles in fluids, its limitations become apparent when applied to…
A closed set of \textit{exact} equations describing statistical theory of turbulent self-diffusion by multivariate-normal turbulent velocity field is derived. In doing so, we first suggest exact formulas for correlations…
We study the Schr\"odinger equation driven by a weak Brownian forcing, and derive Gaussian fluctuations in the form of a time-inhomogeneous Ornstein-Uhlenbeck process. As a result, when evaluated at a fixed frequency, the intensity of the…
We consider the empirical process G_t of a one-dimensional diffusion with finite speed measure, indexed by a collection of functions F. By the central limit theorem for diffusions, the finite-dimensional distributions of G_t converge weakly…
The position $x(t)$ of a particle diffusing in a one-dimensional uncorrelated and time dependent random medium is simply Gaussian distributed in the typical direction, i.e. along the ray $x=v_0 t$, where $v_0$ is the average drift. However,…
We derive an extended fluctuation theorem for a geometric pumping in a spin-boson system under a periodic control of environmental temperatures by using a Markovian quantum master equation. We perform the Monte-Carlo simulation and obtain…
A large variety of problems in statistical physics use a Gaussian distribution as a starting point. For the problem of intermittency in fluid turbulence, the Gaussian approximation is not a useful beginning. We find that the Cramer's rate…