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The authors investigate the solution of a nonlinear reaction-diffusion equation connected with nonlinear waves. The equation discussed is more general than the one discussed recently by Manne, Hurd, and Kenkre (2000). The results are…

Classical Analysis and ODEs · Mathematics 2009-11-11 R. K. Saxena , A. M. Mathai , H. J. Haubold

In a recent article, Krapivsky and Redner (J. Stat. Mech. 093208 (2018)) established that the distribution of the first hitting times for a diffusing particle subject to hitting an absorber is independent of the direction of the external…

Statistical Mechanics · Physics 2020-01-29 Coline Larmier , Alain Mazzolo , Andrea Zoia

Optical micro-manipulation techniques has evolved into powerful tools to efficiently steer the motion of microscopical particles on periodic and quasi-periodic potentials, driven by the external electromagnetic field. Here, the dynamics of…

Atomic Physics · Physics 2018-11-13 Aliezer Martínez-Mesa , Llinersy Uranga Piña

Given a reaction-advection-diffusion system modelling the sulphation phenomenon, we derive a single regularised non-conservative and path-dependent nonlinear partial differential equation and propose a probabilistic interpretation via a…

Probability · Mathematics 2025-10-14 Daniela Morale , Leonardo Tarquini , Stefania Ugolini

On the basis of multivariate Langevin processes we present a realization of Levy flights as a continuous process. For the simple case of a particle moving under the influence of friction and a velocity dependent stochastic force we…

Statistical Mechanics · Physics 2007-07-02 Ihor Lubashevsky , Rudolf Friedrich , Andreas Heuer

Reaction diffusion systems describe the behaviour of dynamic, interacting, particulate systems. Quantum stochastic processes generalise Brownian motion and Poisson processes, having operator valued It\^{o} calculus machinery. Here it is…

Mathematical Physics · Physics 2023-05-31 Chris D Greenman

We study the consequences of different realizations of diffusion processes in relativistic Langevin simulations. We elaborate on the Ito-Stratonovich dilemma by showing how microscopically calculated transport coefficients as obtained from…

Nuclear Theory · Physics 2015-06-15 Min He , Hendrik van Hees , Pol B. Gossiaux , Rainer J. Fries , Ralf Rapp

The probability distribution effectively sampled by a complex Langevin process for theories with a sign problem is not known a priori and notoriously hard to understand. Diffusion models, a class of generative AI, can learn distributions…

High Energy Physics - Lattice · Physics 2024-12-05 Diaa E. Habibi , Gert Aarts , Lingxiao Wang , Kai Zhou

Motivated by an application to empirical Bayes learning in high-dimensional regression, we study a class of Langevin diffusions in a system with random disorder, where the drift coefficient is driven by a parameter that continuously adapts…

Statistics Theory · Mathematics 2025-11-04 Zhou Fan , Justin Ko , Bruno Loureiro , Yue M. Lu , Yandi Shen

We consider a system of reaction-diffusion equations with passive advection term and Lewis number not equal to one. Such systems are used to describe chemical reactions in a flow in a situation where temperature and material diffusivities…

Chaotic Dynamics · Physics 2009-10-31 Alexander Kiselev , Leonid Ryzhik

The dynamics of low-dimensional Brownian particles coupled to time-dependent driven anisotropic heavy particles (mesogens) in a uniform bath (solvent) have been described through the use of a variant of the stochastic Langevin equation. The…

Statistical Mechanics · Physics 2007-05-23 Eli Hershkovits , Rigoberto Hernandez

We consider the inverse problem of reconstructing the posterior measure over the trajec- tories of a diffusion process from discrete time observations and continuous time constraints. We cast the problem in a Bayesian framework and derive…

Machine Learning · Statistics 2016-12-21 Botond Cseke , David Schnoerr , Manfred Opper , Guido Sanguinetti

The kinetics of bimolecular reactions in solution depends, among other factors, on intermolecular forces such as steric repulsion or electrostatic interaction. Microscopically, a pair of molecules first has to meet by diffusion before the…

Soft Condensed Matter · Physics 2019-10-24 Manuel Dibak , Christoph Fröhner , Frank Noé , Felix Höfling

An exact analytical method for determining the Lagrangian velocity correlation and the diffusion coefficient for particles moving in a stochastic velocity field is derived. It applies to divergence-free 2-dimensional Gaussian stochastic…

Plasma Physics · Physics 2007-05-23 M. Vlad , F. Spineanu , J. H. Misguich , R. Balescu

We expand on a previous study of fronts in finite particle number reaction-diffusion systems in the presence of a reaction rate gradient in the direction of the front motion. We study the system via reaction-diffusion equations, using the…

Statistical Mechanics · Physics 2009-11-11 Elisheva Cohen , David A. Kessler , Herbert Levine

We start from the QED Lagrangian to describe a charged many-particle system coupled to the radiation field. A covariant density matrix approach to kinetic theory of QED plasmas, subjected to a strong external electro-magnetic field has…

Quantum Physics · Physics 2009-11-07 A. Hoell , V. G. Morozov , G. Roepke

Approximate analytical solutions of the modified Langevin equation are obtained. These solutions are relatively simple and enough accurate. They are illustrated by considering a mean-field model of a system with interacting…

Statistical Mechanics · Physics 2019-10-21 Yury A. Koksharov

In this work the explicit solution of the electronic plasma diffusion with radiation reaction force, under the action of an exponential decay external electric field is given. The electron dynamics is described by a classical generalized…

We consider a generalization of the classical nonrelativistic St\"{o}rmer problem, describing the motion of charged particles in a purely magnetic dipole field, by taking into account the effects of the dissipation, assumed to be of…

High Energy Astrophysical Phenomena · Physics 2026-04-28 Tiberiu Harko , Gabriela Raluca Mocanu

We study reaction-diffusion processes with concentration-dependent diffusivity. First, we determine the decay of the concentration in the single-species and two-species diffusion-controlled annihilation processes. We then consider two…

Statistical Mechanics · Physics 2013-05-30 P. L. Krapivsky
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