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When lifting the assumption of spatially-independent scattering centers in classical linear transport theory, collision rate is no longer proportional to angular flux / radiance because the macroscopic cross-section $\Sigma_t(s)$ depends on…

Statistical Mechanics · Physics 2019-11-12 Eugene d'Eon

The mean square displacement per collision of a molecule immersed in a gas at equilibrium is given by its mean square displacement between two consecutive collisions (mean square free path) corrected by a prefactor in the form of a series.…

Soft Condensed Matter · Physics 2024-07-03 Santos Bravo Yuste , Rubén Gómez González , Vicente Garzó

Monte Carlo simulation is one of the most important tools in the study of diffusion processes. For constant diffusion coefficients, an appropriate Gaussian distribution of particle's steplengths can generate exact results, when compared…

Computational Physics · Physics 2015-06-12 V. Ruiz Barlett , M. Hoyuelos , H. O. Mártin

Starting from classical transport theory, we derive a set of covariant equations describing the dynamics of mean fields and their statistical fluctuations in a non-Abelian plasma in or out of equilibrium. A general procedure is detailed for…

High Energy Physics - Phenomenology · Physics 2009-10-31 Daniel F. Litim , Cristina Manuel

We discuss transport equations resulting from relativistic diffusions in the proper time. We show that a solution of the transport equation can be obtained from the solution of the diffusion equation by means of an integration over the…

High Energy Physics - Theory · Physics 2009-11-19 Z. Haba

A steady self-diffusion process in a gas of hard spheres at equilibrium is analyzed. The system exhibits a constant gradient of labeled particles. Neither the concentration of these particles nor its gradient are assumed to be small. It is…

Statistical Mechanics · Physics 2015-06-17 J. Javier Brey , M. J. Ruiz-Montero

We propose an efficient numerical strategy for simulating fluid flow through porous media with highly oscillatory characteristics. Specifically, we consider non-linear diffusion models. This scheme is based on the classical homogenization…

Numerical Analysis · Mathematics 2020-02-04 Manuela Bastidas , Carina Bringedal , Sorin Pop , Florin Radu

We investigate the transport behavior of finite modular quantum systems. Such systems have recently been analyzed by different methods. These approaches indicate diffusive behavior even and especially for finite systems. Inspired by these…

Statistical Mechanics · Physics 2009-11-13 Mehmet Kadiroglu , Jochen Gemmer

Kinetic equations model the position-velocity distribution of particles subject to transport and collision effects. Under a diffusive scaling, these combined effects converge to a diffusion equation for the position density in the limit of…

Numerical Analysis · Mathematics 2023-07-26 Emil Løvbak , Giovanni Samaey

The nonlinear boson diffusion equation is taken as a basis to account for the fast thermalization of gluons in the initial stages of relativistic heavy-ion collisions. For constant drift and diffusion coefficients with schematic initial…

High Energy Physics - Phenomenology · Physics 2025-11-25 J. Rössler , G. Wolschin

In this paper we propose and analyze a method based on the Riccati transformation for solving the evolutionary Hamilton-Jacobi-Bellman equation arising from the stochastic dynamic optimal allocation problem. We show how the fully nonlinear…

Portfolio Management · Quantitative Finance 2013-07-25 Sona Kilianova , Daniel Sevcovic

The quantum version of the Boltzmann transport equation (Wigner-Boltzmann equation) is a quite useful tool to investigate the effects of energy dissipation in quantum systems. Numerical approaches uses to be employed in order to stablish a…

Statistical Mechanics · Physics 2017-09-19 A. R. Fernandes Nt. , L. F. Santos

The convergence of Boltzmann Fokker Planck solution can become arbitrarily slow with iterative procedures like source iteration. This paper derives and investigates a nonlinear diffusion acceleration scheme for the solution of the Boltzmann…

Numerical Analysis · Mathematics 2023-12-06 Japan K. Patel , Barry D. Ganapol , Martha M. Matuszak

Consider the initial-boundary value problem for the 2-speed Carleman model of the Boltzmann equation of the kinetic theory of gases set in some bounded interval with boundary conditions prescribing the density of particles entering the…

Analysis of PDEs · Mathematics 2012-07-27 François Golse , Francesco Salvarani

We study the Boltzmann equation for a space-homogeneous gas of inelastic hard spheres, with a diffusive term representing a random background forcing. Under the assumption that the initial datum is a nonnegative $L^2$ function, with bounded…

Analysis of PDEs · Mathematics 2009-11-10 Irene M. Gamba , Vladislav Panferov , Cedric Villani

A deterministic method is proposed for solving the Boltzmann equation. The method employs a Galerkin discretization of the velocity space and adopts, as trial and test functions, the collocation basis functions based on weights and roots of…

Computational Physics · Physics 2013-11-19 Gian Pietro Ghiroldi , Livio Gibelli

In this paper we show some explicit results regarding non-linear diffusive equations on Poincar\'e half plane. We obtain exact solutions by using the generalized separation of variables and we also show the meaning of these results in the…

Analysis of PDEs · Mathematics 2023-09-26 Roberto Garra , Francesco Maltese

We present the detailed analysis of the diffusive transport of spatially inhomogeneous fluid mixtures and the interplay between structural and dynamical properties varying on the atomic scale. The present treatment is based on different…

Mesoscale and Nanoscale Physics · Physics 2011-05-19 Umberto Marini Bettolo Marconi , Simone Melchionna

We study the Boltzmann equation with elastic point-like scalar interactions in two different versions of the the classical approximation. Although solving numerically the Boltzmann equation with the unapproximated collision term poses no…

High Energy Physics - Phenomenology · Physics 2015-01-07 Thomas Epelbaum , Francois Gelis , Naoto Tanji , Bin Wu

A new class of explicit Milstein schemes, which approximate stochastic differential equations (SDEs) with superlinearly growing drift and diffusion coefficients, is proposed in this article. It is shown, under very mild conditions, that…

Probability · Mathematics 2016-01-13 Chaman Kumar , Sotirios Sabanis
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