Related papers: Continuity, the Bloch-Torrey equation, and Diffusi…
Over a century ago, Einstein formulated a precise mathematical model for describing Brownian motion. While this model adequately explains the diffusion of micron-sized particles in fluids, its limitations become apparent when applied to…
The problem of accelerating cosmic rays is one of fundamental importance, particularly given the uncertainty in the conditions inside the acceleration sites. Here we examine Diffusive Shock Acceleration in arbitrary turbulent magnetic…
We consider a continuous random walk model for describing normal as well as anomalous diffusion of particles subjected to an external force when these particles diffuse in a uniformly expanding (or contracting) medium. A general equation…
We derive diffusive macroscopic equations for the particle and energy density of a system whose time evolution is described by a kinetic equation for the one particle position and velocity function f(r,v,t) that consists of a part that…
Suppose X is a multivariate diffusion process that is observed discretely in time. At each observation time, a transformation of the state of the process is observed with noise. The smoothing problem consists of recovering the path of the…
Calculus and geometry are ubiquitous in the theoretical modelling of scientific phenomena, but have historically been very challenging to apply directly to real data as statistics. Diffusion geometry is a new theory that reformulates…
Diffusion magnetic resonance imaging is an imaging technology designed to probe anatomical architectures of biological samples in an in vivo and non-invasive manner through measuring water diffusion. The contribution of this paper is…
We study the Brownian motion of a classical particle in one-dimensional inhomogeneous environments where the transition probabilities follow quasiperiodic or aperiodic distributions. Exploiting an exact correspondence with the…
The stochastic dynamics of an active particle undergoing a constant speed and additionally driven by an overall fluctuating torque is investigated. The random torque forces are expressed by a stochastic differential equation for the angular…
The methods of Nuclear Magnetic Resonance belong to the best developed and often used tools for studying random motion of particles in different systems, including soft biological tissues. In the long-time limit the current mathematical…
Calculations of propagating quantum trajectories associated to a wave function provide new insight into quantum processes such as particle scattering and diffraction. Here, hydrodynamic calculations of electron beam imaging under conditions…
Diffusion of particles in complex fluids and gels is difficult to describe and often lies beyond the scope of the classical Stokes-Einstein relation. One of the main lines of research over the past few decades has sought to relate…
In the present study, firstly, based on the continuous time random walk (CTRW) theory, general diffusion equations are derived. The time derivative is taken as the general Caputo-type derivative introduced by Kochubei and the spatial…
In this note we consider generalized diffusion equations in which the diffusivity coefficient is not necessarily constant in time, but instead it solves a nonlinear fractional differential equation involving fractional Riemann-Liouville…
The transport of charged particles in various astrophysical environments permeated by magnetic fields is described in terms of a diffusion process, which relies on diffusion-tensor parameters generally inferred from Monte-Carlo simulations.…
There remains a useful relation between diffusion and mobility for a Langevin particle in a periodic medium subject to nonconservative forces. The usual fluctuation-dissipation relation easily gets modified and the mobility matrix is no…
Spin transport properties at finite electric and magnetic fields are studied by using the generalized semiclassical Boltzmann equation. It is found that the spin diffusion equation for non-equilibrium spin density and spin currents involves…
We model the evolution of the concentration field of macromolecules in a symmetric field-flow fractionation (FFF) channel by a one-dimensional advection-diffusion equation. The coefficients are precisely determined from the fluid dynamics.…
The process of diffusion is the most elementary stochastic transport process. Brownian motion, the representative model of diffusion, played a important role in the advancement of scientific fields such as physics, chemistry, biology and…
Torque fluctuations due to magnetorotational turbulence in proto-planetary disks may greatly influence the migration patterns and survival probabilities of nascent planets. Provided that the turbulence is a stationary stochastic process…