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We prove the existence of a solution to an equation governing the number density within a compact domain of a discrete particle system for a prescribed class of particle interactions taking into account the effects of the diffusion and…

Probability · Mathematics 2007-05-23 Clive G. Wells

Long-lasting quantum exponential spreading was recently found in a simple but very rich dynamical model, namely, an on-resonance double-kicked rotor model [J. Wang, I. Guarneri, G. Casati, and J. B. Gong, Phys. Rev. Lett. 107, 234104…

Chaotic Dynamics · Physics 2013-12-04 Hailong Wang , Jiao Wang , Italo Guarneri , Giulio Casati , Jiangbin Gong

This work is devoted to the analysis of the linear Boltzmann equation in a bounded domain, in the presence of a force deriving from a potential. The collision operator is allowed to be degenerate in the following two senses: (1) the…

Analysis of PDEs · Mathematics 2014-02-03 Daniel Han-Kwan , Matthieu Léautaud

We consider a drift-diffusion process with a time-independent and divergence-free random drift that is of white-noise character. We are interested in the critical case of two space dimensions, where one has to impose a small-scale cut-off…

Probability · Mathematics 2025-11-26 Felix Otto , Christian Wagner

An exact analytical solution of the nonlinear boson diffusion equation (NBDE) is presented. It accounts for the time evolution towards the Bose-Einstein equilibrium distribution through inelastic and elastic collisions in case of constant…

Nuclear Theory · Physics 2024-07-31 L. Möhringer , G. Wolschin

We study the estimation of time-homogeneous drift functions in multivariate stochastic differential equations with known diffusion coefficient, from multiple trajectories observed at high frequency over a fixed time horizon. We formulate…

Machine Learning · Statistics 2026-02-23 Marcos Tapia Costa , Nikolas Kantas , George Deligiannidis

In this paper we study jump-diffusion stochastic differential equations (SDEs) with a discontinuous drift coefficient and a possibly degenerate diffusion coefficient. Such SDEs appear in applications such as optimal control problems in…

Numerical Analysis · Mathematics 2021-01-15 Paweł Przybyłowicz , Michaela Szölgyenyi

We consider a class of nonlinear, spatially inhomogeneous kinetic equations of BGK-type with density dependent collision rates. These equations share the same superlinearity as the Boltzmann equation, and fall into the class of run and…

Analysis of PDEs · Mathematics 2026-01-29 Josephine Evans , Daniel Morris , Havva Yoldaş

In this paper, we consider the problem of minimizing quantum free energies under the constraint that the density of particles is fixed at each point of Rd, for any d $\ge$ 1. We are more particularly interested in the characterization of…

Mathematical Physics · Physics 2019-04-02 Romain Duboscq , Olivier Pinaud

We consider reversible diffusions in random environment and prove the Einstein relation for this model. It says that the derivative of the effective velocity under an additional local drift equals the diffusivity of the model without drift.…

Probability · Mathematics 2015-03-17 Nina Gantert , Pierre Mathieu , Andrey Piatnitski

This paper provides a new tauberian approach to the study of quantitative time asymptotics of collisionless transport semigroups with general diffuse boundary operators. We obtain an (almost) optimal algebraic rate of convergence to…

Analysis of PDEs · Mathematics 2021-04-15 Bertrand Lods , Mustapha Mokhtar-Kharroubi

Deterministic dynamical models are discussed which can be described in quantum mechanical terms. In particular, a local quantum field theory is presented which is a supersymmetric classical model. -- The Hilbert space approach of Koopman…

High Energy Physics - Theory · Physics 2007-05-23 Hans-Thomas Elze

A vibrational model of transport properties of dense fluids assumes that solid-like oscillations of atoms around their temporary equilibrium positions dominate the dynamical picture. The temporary equilibrium positions of atoms do not form…

Soft Condensed Matter · Physics 2024-01-09 Sergey Khrapak

In this paper we presented an overview on our works. More than ten years ago, we proposed a new fundamental equation of nonequilibrium statistical physics in place of the present Liouville equation. That is the stochastic velocity type's…

Statistical Mechanics · Physics 2019-08-19 Xiu-San Xing

Starting from a particle model describing self-propelled particles interacting through nematic alignment, we derive a macroscopic model for the particle density and mean direction of motion. We first propose a mean-field kinetic model of…

Mathematical Physics · Physics 2019-10-08 Pierre Degond , Sara Merino-Aceituno

We consider a process given as the solution of a stochastic differential equation with irregular, path dependent and time-inhomogeneous drift coefficient and additive noise. Explicit and optimal bounds for the Lebesgue density of that…

Probability · Mathematics 2015-08-04 David Baños , Paul Krühner

Diffusion models have demonstrated remarkable success in image generation, but they are computationally intensive and time-consuming to train. In this paper, we introduce a novel diffusion model that benefits from quantum computing…

In this paper, we consider the density estimation problem associated with the stationary measure of ergodic It\^o diffusions from a discrete-time series that approximate the solutions of the stochastic differential equations. To take an…

Numerical Analysis · Mathematics 2021-09-10 Yiqi Gu , John Harlim , Senwei Liang , Haizhao Yang

This dissertation resolves a longstanding discussion of a mathematical problem important in contaminant hydrogeology and chemical-reaction engineering, the proper mathematical description for a miscible solute undergoing longitudinal…

Analysis of PDEs · Mathematics 2007-05-23 W. J. Golz

The diffusion equation is the primary tool to study the movement dynamics of a free Brownian particle, but when spatial heterogeneities in the form of permeable interfaces are present, no fundamental equation has been derived. Here we…

Statistical Mechanics · Physics 2022-09-14 Toby Kay , Luca Giuggioli