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We consider a system of $d$ non-linear stochastic heat equations driven by an $m$-dimensional space-time white noise on $\mathbb{R}_+\times \mathbb{R}$. In this paper we study the asymptotic behavior of spatial averages over large intervals…

Probability · Mathematics 2024-10-31 David Nualart , Bhargobjyoti Saikia

We consider fluctuations of the dissipated energy in nonlinear driven diffusive systems subject to bulk dissipation and boundary driving. With this aim, we extend the recently-introduced macroscopic fluctuation theory to nonlinear driven…

Statistical Mechanics · Physics 2013-10-29 P. I. Hurtado , A. Lasanta , A. Prados

Smoothed Dissipative Particle Dynamics (SDPD) is a mesoscopic particle method which allows to select the level of resolution at which a fluid is simulated. The numerical integration of its equations of motion still suffers from the lack of…

Statistical Mechanics · Physics 2017-10-25 Gérôme Faure , Gabriel Stoltz

This paper proposes a physical-statistical modeling approach for spatio-temporal data arising from a class of stochastic convection-diffusion processes. Such processes are widely found in scientific and engineering applications where…

Applications · Statistics 2020-08-07 Xiao Liu , Kyongmin Yeo , Siyuan Lu

Generative diffusion models have achieved remarkable success in producing high-quality images. However, these models typically operate in continuous intensity spaces, diffusing independently across pixels and color channels. As a result,…

Graphics · Computer Science 2025-05-20 Javier E. Santos , Agnese Marcato , Roman Colman , Nicholas Lubbers , Yen Ting Lin

There exist methods for determining effective conservative interactions in coarse grained particle based mesoscopic simulations. The resulting models can be used to capture thermal equilibrium behavior, but in the model system we study do…

Soft Condensed Matter · Physics 2016-03-28 Anders Eriksson , Martin Nilsson Jacobi , Johan Nyström , Kolbjørn Tunstrøm

The aim of this review is to provide a concise overview of some of the generic approaches that have been developed to deal with the statistical description of large systems of interacting dissipative 'units'. The latter notion includes,…

Statistical Mechanics · Physics 2017-03-08 Eric Bertin

We characterize the dynamic non-equilibrium steady state behavior of active particles using density fluctuations in the system. We analyze the effective local density around a particle in the steady state and numerically calculate its mean,…

Statistical Mechanics · Physics 2025-04-22 Jayam Joshi , Pawan Kumar Mishra , Shradha Mishra

The role of viscous forces coupled with Brownian forces in momentum conserving computer simulations is studied here in the context of their contribution to the total average pressure of a simple fluid as derived from the virial theorem, in…

Chemical Physics · Physics 2015-05-20 A. Gama Goicochea , M. A. Balderas Altamirano , J. D. Hernández , E. Pérez

Dissipative particle dynamics (DPD) is a novel particle method for mesoscale modeling of complex fluids. DPD particles are often thought to represent packets of real atoms, and the physical scale probed in DPD models are determined by the…

Chemical Physics · Physics 2016-10-18 R. Qiao , P. He

Macroscopic equations arising out of stochastic particle systems in detailed balance (called dissipative systems or gradient flows) have a natural variational structure, which can be derived from the large-deviation rate functional for the…

Mathematical Physics · Physics 2023-10-05 Robert I. A. Patterson , D. R. Michiel Renger , Upanshu Sharma

We consider the trapping reaction, $A+B\to B$, where $A$ and $B$ particles have a diffusive dynamics characterized by diffusion constants $D_A$ and $D_B$. The interaction with $B$ particles can be formally incorporated in an effective…

Statistical Mechanics · Physics 2009-11-10 L. Anton , R. A. Blythe , A. J. Bray

Self-propelled particles can navigate complex environments, including viscous fluid interfaces with curved geometries. In this work, we study the emergent dynamics of a suspension of self-propelled particles confined to a stationary curved…

Fluid Dynamics · Physics 2026-04-17 Yuzhu Chen , Vishal P. Patil , David Saintillan

We develop stochastic mixed finite element methods for spatially adaptive simulations of fluid-structure interactions when subject to thermal fluctuations. To account for thermal fluctuations, we introduce a discrete fluctuation-dissipation…

Mesoscale and Nanoscale Physics · Physics 2023-02-28 Pat Plunkett , Jon Hu , Chris Siefert , Paul J. Atzberger

We investigate the time behavior of the fragmentation model with Kolmogorov time scales and space contraction resembling the random $\beta$-model of turbulence. The space averages computed at any instant using the entire spatial realization…

Condensed Matter · Physics 2007-05-23 Sergei E. Esipov

Nondifferentiable fluctuations in space-time on a Planck scale introduce stochastic terms into the equations for quantum states, resulting in a proposed new foundation for an existing alternative quantum theory, primary state diffusion…

Quantum Physics · Physics 2015-06-26 I. C. Percival

We introduce a model described in terms of a scalar velocity field on a 1d lattice, evolving through collisions that conserve momentum but do not conserve energy. Such a system posseses some of the main ingredients of fluidized granular…

Statistical Mechanics · Physics 2016-11-17 A. Lasanta , A. Manacorda , A. Prados , A. Puglisi

In this work we study the averaging principle for non-autonomous slow-fast systems of stochastic differential equations. In particular in the first part we prove the averaging principle assuming the sublinearity, the Lipschitzianity and the…

Probability · Mathematics 2021-01-12 Filippo de Feo

We present a derivation of a recently proposed theory for the time dependence of density fluctuations in stationary states of strongly interacting, athermal, self-propelled particles. The derivation consists of two steps. First, we start…

Soft Condensed Matter · Physics 2016-01-13 Grzegorz Szamel

The stochastic differential equations for a model of dissipative particle dynamics with both total energy and total momentum conservation in the particle-particle interactions are presented. The corresponding Fokker-Planck equation for the…

Statistical Mechanics · Physics 2009-10-30 J. Bonet Avalos , A. D. Mackie