Related papers: Three dimensional diffusion with helical persisten…
We investigate the behavior of self-propelled particles in infinite space dimensions by comparing two powerful approaches in many-body dynamics: the Fokker-Planck equation and dynamical mean-field theory. The dynamics of the particles at…
We analyze a quasi-continuous linear chain with self-similar distribution of harmonic interparticle springs as recently introduced for one dimension (Michelitsch et al., Phys. Rev. E 80, 011135 (2009)). We define a continuum limit for one…
We study two schemes for a time-fractional Fokker-Planck equation with space- and time-dependent forcing in one space dimension. The first scheme is continuous in time and is discretized in space using a piecewise-linear Galerkin finite…
We propose a new Neural Galerkin Normalizing Flow framework to approximate the transition probability density function of a diffusion process by solving the corresponding Fokker-Planck equation with an atomic initial distribution,…
The optical reflection coefficient of a dielectric medium moving uniformly in the plane spanned by its surface is rigorously calculated using classical electrodynamics and special relativity, and expressed in the Fourier domain, as a…
One obtains a probabilistic representation for the entropic generalized solutions to a nonlinear Fokker-Planck equation in $\mathbb R^d$ with multivalued nonlinear diffusion term as density probabilities of solutions to a nonlinear…
The emergence of various notions of ``consistency'' in diffusion models has garnered considerable attention and helped achieve improved sample quality, likelihood estimation, and accelerated sampling. Although similar concepts have been…
A Lagrangian numerical scheme for solving nonlinear degenerate Fokker-Planck equations in space dimensions $d\ge2$ is presented. It applies to a large class of nonlinear diffusion equations, whose dynamics are driven by internal energies…
This paper further discusses the tempered fractional Brownian motion, its ergodicity, and the derivation of the corresponding Fokker-Planck equation. Then we introduce the generalized Langevin equation with the tempered fractional Gaussian…
We studied the stability of linear vortex filaments in 3-dimensional (3D) excitable media, using both analytical and numerical methods. We found an intrinsic 3D instability of vortex filaments that is diffusion-induced, and is due to the…
We show that two-dimensional convection-diffusion problems with a radial sink or source at the origin may be recast as a pure diffusion problem in a fictitious space in which the spatial dimension is continuously-tunable with the Peclet…
We analyze numerically a forward-backward diffusion equation with a cubic-like diffusion function, -emerging in the framework of phase transitions modeling- and its "entropy" formulation determined by considering it as the singular limit of…
We study the spread of a quantum-mechanical wavepacket in a noisy environment, modeled using a tight-binding Hamiltonian. Despite the coherent dynamics, the fluctuating environment may give rise to diffusive behavior. When correlations…
We formulate a scaling theory for the long-time diffusive motion in a space occluded by a high density of moving obstacles in dimensions 1, 2 and 3. Our tracers diffuse anomalously over many decades in time, before reaching a diffusive…
The problem of anomalous diffusion in momentum (velocity) space is considered based on the master equation and the appropriate probability transition function (PTF). The approach recently developed by the author for coordinate space, is…
The Markovian diffusion theory in the phase space is generalized within the framework of the general theory of relativity. The introduction of moving orthonormal frame vectors both for the position as well the velocity space enables to…
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…
The Fourier-Bessel expansion of a function on a circular disc yields a simple series representation for the end-to-end probability distribution function w(R,phi) encountered in a planar persistent random walk, where the direction taken in a…
In this paper, we take the slowly rotating black three-brane background and perturb it by introducing a vector gauge field. We find the components of the gauge field through Maxwell equations and Bianchi identities. Using currents and some…
We perform a numerical approximation of coherent sets in finite-dimensional smooth dynamical systems by computing singular vectors of the transfer operator for a stochastically perturbed flow. This operator is obtained by solution of a…