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Is it possible to recover the position of a source from the steady-state fluxes of Brownian particles to small absorbing windows located on the boundary of a domain? To address this question, we develop a numerical procedure to avoid…

Cell Behavior · Quantitative Biology 2017-12-06 Ulrich Dobramysl , David Holcman

We investigate a diffusive motion of a system of interacting Brownian particles in quasi-one-dimensional micropores. In particular, we consider a semi-infinite 1D geometry with a partially absorbing boundary and the hard-core inter-particle…

Statistical Mechanics · Physics 2012-03-06 Artem Ryabov , Petr Chvosta

This work introduces a new class of cross-diffusion systems for studying overcrowding dispersal of two species. The approach, based on proximal minimization energy through a minimum flow process, offers a potential generalization of…

Analysis of PDEs · Mathematics 2024-05-27 Noureddine Igbida

We examine the behavior of $n$ Brownian particles diffusing on the real line with bounded, measurable drift and bounded, piecewise continuous diffusion coefficients that depend on the current configuration of particles. Sufficient…

Probability · Mathematics 2010-10-19 Tomoyuki Ichiba , Ioannis Karatzas

We consider a random model of diffusion and coagulation. A large number of small particles are randomly scattered at an initial time. Each particle has some integer mass and moves in a Brownian motion whose diffusion rate is determined by…

Probability · Mathematics 2012-08-21 Alan Hammond , Fraydoun Rezakhanlou

We present a multiscale simulation algorithm for amorphous materials, which we illustrate and validate in a canonical case of dense granular flow. Our algorithm is based on the recently proposed Spot Model, where particles in a dense random…

Soft Condensed Matter · Physics 2009-11-11 Chris H. Rycroft , Martin Z. Bazant , Gary S. Grest , James W. Landry

We analyze a system of stochastic differential equations describing the joint motion of a massive (inert) particle in a viscous fluid in the presence of a gravitational field and a Brownian particle impinging on it from below, which…

Probability · Mathematics 2020-01-07 Sayan Banerjee , Brendan Brown

The aim of this work is to propose a provably convergent finite volume scheme for the so-called Stefan-Maxwell model, which describes the evolution of the composition of a multi-component mixture and reads as a cross-diffusion system. The…

Numerical Analysis · Mathematics 2020-07-21 Clément Cancès , Virginie Ehrlacher , Laurent Monasse

The Smoluchowski coagulation-diffusion PDE is a system of partial differential equations modelling the evolution in time of mass-bearing Brownian particles which are subject to short-range pairwise coagulation. This survey presents a fairly…

Probability · Mathematics 2019-02-14 Alan Hammond

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

In this paper we analyse a class of nonlinear cross-diffusion systems for two species with local repulsive interactions that exhibit a formal gradient flow structure with respect to the Wasserstein metric. We show that systems where the…

Analysis of PDEs · Mathematics 2019-06-11 M. Burger , J. A. Carrillo , J. -F. Pietschmann , M. Schmidtchen

The propagation of gradient flow structures from microscopic to macroscopic models is a topic of high current interest. In this paper we discuss this propagation in a model for the diffusion of particles interacting via hard-core exclusion…

Analysis of PDEs · Mathematics 2020-08-18 Maria Bruna , Martin Burger , José Antonio Carrillo

We study the large deviation behavior of a system of diffusing particles with a mean field interaction, described through a collection of stochastic differential equations, in which each particle is driven by a vanishing independent…

Probability · Mathematics 2021-08-10 Amarjit Budhiraja , Michael Conroy

We introduce a one-dimensional stochastic system where particles perform independent diffusions and interact through pairwise coagulation events, which occur at a nontrivial rate upon collision. Under appropriate conditions on the diffusion…

Probability · Mathematics 2010-09-30 Inés Armendáriz

In this work, we derive particle schemes, based on micro-macro decomposition, for linear kinetic equations in the diffusion limit. Due to the particle approximation of the micro part, a splitting between the transport and the collision part…

Numerical Analysis · Mathematics 2017-01-19 Anaïs Crestetto , Nicolas Crouseilles , Mohammed Lemou

The diffusion coefficient--a measure of dissipation, and the entropy--a measure of fluctuation are found to be intimately correlated in many physical systems. Unlike the fluctuation dissipation theorem in linear response theory, the…

Statistical Mechanics · Physics 2021-03-25 Yi Liao , Xiao-Bo Gong

We investigate the Brownian diffusion of particles in one spatial dimension and in the presence of finite regions within which particles can either evaporate or be reset to a given location. For open boundary conditions, we highlight the…

Statistical Mechanics · Physics 2020-11-04 Gennaro Tucci , Andrea Gambassi , Shamik Gupta , Édgar Roldán

Diffusion of small particles is omnipresent in a plentiful number of processes occurring in Nature. As such, it is widely studied and exerted in almost all branches of sciences. It constitutes such a broad and often rather complex subject…

Statistical Mechanics · Physics 2023-01-11 Jakub Spiechowicz , Ivan G. Marchenko , Peter Hänggi , Jerzy Łuczka

We investigate the transport of inertial particles by cellular flows when advection dominates over inertia and diffusion, that is, for Stokes and P\'eclet numbers satisfying $\mathrm{St} \ll 1$ and $\mathrm{Pe} \gg 1$. Starting from the…

Fluid Dynamics · Physics 2020-05-26 Antoine Renaud , Jacques Vanneste

We propose and study a one-dimensional model which consists of two cross-diffusion systems coupled via a moving interface. The motivation stems from the modelling of complex diffusion processes in the context of the vapor deposition of thin…

Analysis of PDEs · Mathematics 2024-07-23 Clément Cancès , Jean Cauvin-Vila , Claire Chainais-Hillairet , Virginie Ehrlacher