Related papers: Langevin equation with fluctuating diffusivity: a …
Several experiments on tagged molecules or particles in living systems suggest that they move anomalously slow - their mean squared displacement (MSD) increase slower than linearly with time. Leading models aimed at understanding these…
The fluctuation-dissipation theorem (FDT) is a central result in statistical physics, both for classical and quantum systems. It establishes a relationship between the linear response of a system under a time-dependent perturbation and time…
Systems living in complex non equilibrated environments often exhibit subdiffusion characterized by a sublinear power-law scaling of the mean square displacement. One of the most common models to describe such subdiffusive dynamics is the…
We study a two state ``jumping diffusivity'' model for a Brownian process alternating between two different diffusion constants, $D_{+}>D_{-}$, with random waiting times in both states whose distribution is rather general. In the limit of…
We consider potential type dynamical systems in finite dimensions with two meta-stable states. They are subject to two sources of perturbation: a slow external periodic perturbation of period $T$ and a small Gaussian random perturbation of…
In this paper we study the fluctuations from the limiting behavior of small noise random perturbations of diffusions with multiple scales. The result is then applied to the exit problem for multiscale diffusions, deriving the limiting law…
The crossover among two or more types of diffusive processes represents a vibrant theme in nonequilibrium statistical physics. In this work we propose two models to generate crossovers among different L\'evy processes: in the first model we…
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…
Diffusion studies of adsorbates moving on a surface are often analyzed using 2D Langevin simulations. These simulations are computationally cheap and offer valuable insight into the dynamics, however, they simplify the complex interactions…
We introduce numerical methods for simulating the diffusive motion of rigid bodies of arbitrary shape immersed in a viscous fluid. We parameterize the orientation of the bodies using normalized quaternions, which are numerically robust,…
We investigate the well-posedness problem related to two models of nonlinear McKean Stochastic Differential Equations with some local interaction in the diffusion term. First, we revisit the case of the McKean-Vlasov dynamics with moderate…
Translational diffusion coefficients are routinely estimated from molecular dynamics simulations. Linear fits to mean squared displacement (MSD) curves have become the de facto standard, from simple liquids to complex biomacromolecules.…
L\'evy walks represent a class of stochastic models (space-time coupled continuous time random walks) with applications ranging from the laser cooling to the description of animal motion. The initial model was intended for the description…
Despite the success of fractional Brownian motion (fBm) in modeling systems that exhibit anomalous diffusion due to temporal correlations, recent experimental and theoretical studies highlight the necessity for a more comprehensive approach…
In recent years it was shown both theoretically and experimentally that in certain systems exhibiting anomalous diffusion the time and ensemble average mean squared displacement are remarkably different. The ensemble average diffusivity is…
We analyze the influence of boundary conditions on numerical simulations of the diffusive properties of a two dimensional granular gas. We show in particular that periodic boundary conditions introduce unphysical correlations in time which…
We use Langevin dynamics (LD) simulations to investigate single-file diffusion (SFD) in a dilute solution of flexible linear polymers inside a narrow tube with periodic boundary conditions (a torus). The transition from SFD, where the time…
Langevin Dynamics is a Stochastic Differential Equation (SDE) central to sampling and generative modeling and is implemented via time discretization. Langevin Monte Carlo (LMC), based on the Euler-Maruyama discretization, is the simplest…
The~numerical solutions to a non-linear Fractional Fokker--Planck (FFP) equation are studied estimating the generalized diffusion coefficients. The~aim is to model anomalous diffusion using an FFP description with fractional velocity…
We study transport in a one-dimensional lattice system with two conserved quantities -- `volume' and energy. Considering a slowly evolving local equilibrium state that is slightly deviated from an underlying global equilibrium, we estimate…