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We study the diffusion of a particle with a time-dependent diffusion constant $D(t)$ that switches between random values drawn from a distribution $W(D)$ at a fixed rate $r$. Using a renewal approach, we compute exactly the moments of the…

Statistical Mechanics · Physics 2025-08-06 Mathis Guéneau , Satya N. Majumdar , Gregory Schehr

We investigate the long time behavior of a passive particle evolving in a one-dimensional diffusive random environment, with diffusion constant $D$. We consider two cases: (a) The particle is pulled forward by a small external constant…

Statistical Mechanics · Physics 2018-04-16 François Huveneers

This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…

Statistical Mechanics · Physics 2011-09-09 Guy Fayolle , Cyril Furtlehner

We discuss the concept of discrete scale invariance and how it leads to complex critical exponents (or dimensions), i.e. to the log-periodic corrections to scaling. After their initial suggestion as formal solutions of renormalization group…

Statistical Mechanics · Physics 2015-06-25 Didier Sornette

In this paper diffusion processes with changing modes are studied involving the variable order partial differential equations. We prove the existence and uniqueness theorem of a solution of the Cauchy problem for fractional variable order…

Mathematical Physics · Physics 2009-03-17 Sabir Umarov , Stanly Steinberg

We examine the short and long-time behaviors of time-fractional diffusion equations with variable space-dependent order. More precisely, we describe the time-evolution of the solution to these equations as the time parameter goes either to…

Analysis of PDEs · Mathematics 2019-01-11 Yavar Kian , Diomba Sambou , Eric Soccorsi

The transport of excitation probabilities amongst weakly coupled subunits is investigated for a class of finite quantum systems. It is demonstrated that the dynamical behavior of the transported quantity depends on the considered length…

Statistical Mechanics · Physics 2007-10-09 Robin Steinigeweg , Heinz-Peter Breuer , Jochen Gemmer

We analyse how the sampling dynamics of distributions evolve in score-based diffusion models using cross-fluctuations, a centered-moment statistic from statistical physics. Specifically, we show that starting from an unbiased isotropic…

Machine Learning · Computer Science 2026-05-04 Sai Niranjan Ramachandran , Manish Krishan Lal , Suvrit Sra

The paper deals with systems of ordinary differential equations containing in the right-hand side controls which are discontinuous in phase variables. These controls cause the occurrence of sliding modes. If one uses one of the well-known…

Optimization and Control · Mathematics 2023-05-05 Alexander Fominyh

Stochastic differential equations in Hilbert space as random nonlinear modified Schroedinger equations have achieved great attention in recent years; of particular interest is the long time behavior of their solutions. In this note we…

Quantum Physics · Physics 2009-11-13 Angelo Bassi , Detlef Duerr

The dynamical behavior resulting from an initial discontinuity in focusing media is investigated using a combination of numerical simulations and Whitham modulation theory for the focusing nonlinear Schrodinger equation. Initial conditions…

Pattern Formation and Solitons · Physics 2018-12-05 Gino Biondini

We consider a tracer particle performing a random walk on a two-dimensional lattice in the presence of immobile hard obstacles. Starting from equilibrium, a constant force pulling on the particle is switched on, driving the system to a new…

Statistical Mechanics · Physics 2024-09-05 Dan Shafir , Alessio Squarcini , Stanislav Burov , Thomas Franosch

The problem of Schr\"odinger propagation of a discontinuous wavefunction -diffraction in time- is studied under a new light. It is shown that the evolution map in phase space induces a set of affine transformations on discontinuous…

Quantum Physics · Physics 2012-02-13 Emerson Sadurni

The diffusion equation and its time-fractional counterpart can be obtained via the diffusion limit of continuous-time random walks with exponential and heavy-tailed waiting time distributions. The space dependent variable-order…

Statistical Mechanics · Physics 2025-10-24 Christopher N. Angstmann , Daniel S. Han , Bruce I. Henry , Boris Z. Huang , Zhuang Xu

Diffusion of electrons in a two-dimensional system in static random magnetic fields is studied by solving the time-dependent Schr\"{o}dinger equation numerically. The asymptotic behaviors of the second moment of the wave packets and the…

Condensed Matter · Physics 2009-10-28 Tohru Kawarabayashi , Tomi Ohtsuki

Analytically tracking patterns emerging from a small amplitude Turing instability to large amplitude remains a challenge as no general theory exists. In this paper, we consider a three component reaction-diffusion system with one of its…

Dynamical Systems · Mathematics 2023-11-06 Christopher Brown , Gianne Derks , Peter van Heijster , David J. B. Lloyd

This work focuses on recurrence and ergodicity of switching diffusions consisting of continuous and discrete components, in which the discrete component takes values in a countably infinite set and the rates of switching at current time…

Probability · Mathematics 2017-06-27 Dang H. Nguyen , George Yin

The scattering of wave packets from a single slit and a double slit with the Schr\"odinger equation, is studied numerically and theoretically. The phenomenon of diffraction of wave packets in space and time in the backward region,…

Quantum Physics · Physics 2008-11-26 G. Kälbermann

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…

Numerical Analysis · Mathematics 2018-06-18 Lehel Banjai , Enrique Otarola

We propose a unifying theoretical framework for the analysis of first-passage time distributions in two important classes of stochastic processes in which the diffusivity of a particle evolves randomly in time. In the first class of…

Statistical Mechanics · Physics 2019-11-05 D. S. Grebenkov
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