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We consider stochastic differential equations in a Hilbert space, perturbed by the gradient of a convex potential. We investigate the problem of convergence of a sequence of such processes. We propose applications of this method to…

Probability · Mathematics 2007-05-23 Lorenzo Zambotti

Microscopic particles suspended in liquids are the prime example of an overdamped system because viscous forces dominate over inertial effects. Apart from their use as model systems, they receive considerable attention as sensitive probes…

Soft Condensed Matter · Physics 2020-02-10 Johannes Berner , Boris Müller , Juan Ruben Gomez-Solano , Matthias Krüger , Clemens Bechinger

A new approach for the analysis of Langevin-type stochastic processes in the presence of strong measurement noise is presented. For the case of Gaussian distributed, exponentially correlated, measurement noise it is possible to extract the…

Data Analysis, Statistics and Probability · Physics 2013-05-29 Bernd Lehle

We describe here a model for inelastic collisions for electronic excitation and deexcitation processes in a general, multifluid plasma. The model is derived from kinetic theory, and applicable to any mixture and mass ratio. The principle of…

Plasma Physics · Physics 2015-10-08 H. P. Le , J. -L. Cambier

In this paper, we propose a new algorithm based on radial symmetry center method to track colloidal particles close to contact, where the optical images of the particles start to overlap in digital video microscopy. This overlapping effect…

Instrumentation and Detectors · Physics 2017-10-26 Harun Yücel , Nazmi Turan Okumuşoğlu

We introduce a new Lagrangian particle tracking algorithm that tracks particles in three dimensions to separations between trajectories approaching contact. The algorithm also detects low Weber number binary collisions that result in…

Fluid Dynamics · Physics 2020-07-15 Reece Vincent Kearney , Gregory Paul Bewley

We investigate the behavior of colloidal suspensions with different volume fractions confined between parallel walls under a range of steady shears. We model the particles using molecular dynamics (MD) with full hydrodynamic interactions…

Soft Condensed Matter · Physics 2014-09-18 Frances E. Mackay , Kyle Pastor , Mikko Karttunen , Colin Denniston

In this paper we consider the stochastic dynamics of a finite system of particles in a finite volume (Kac-like particle system) which annihilate with probability $\alpha \in (0,1)$ or collide elastically with probability $1-\alpha$. We…

Mathematical Physics · Physics 2020-03-18 Bertrand Lods , Alessia Nota , Federica Pezzotti

We consider one-dimensional diffusions, with polynomial drift and diffusion coefficients, so that in particular the motion can be space-inhomogeneous, interacting via one-sided reflections. The prototypical example is the well-known model…

Probability · Mathematics 2023-07-05 Theodoros Assiotis

Cake filtration is a widely used solid-liquid separation process. However, the high flow resistance of the nanoporous filter cake lowers the efficiency of the process significantly. The structure and thus the permeability of the filter…

Soft Condensed Matter · Physics 2010-07-21 Bastian Schaefer , Martin Hecht , Jens Harting , Hermann Nirschl

We prove the existence and uniqueness of a strong solution of a stochastic differential equation with normal reflection representing the random motion of finitely many globules. Each globule is a sphere with time-dependent random radius and…

Probability · Mathematics 2010-02-16 Myriam Fradon

We present a comprehensive discretization scheme for linear and nonlinear stochastic differential equations (SDEs) driven by either Brownian motions or $\alpha$-stable processes. Our approach utilizes compound Poisson particle…

Probability · Mathematics 2023-07-14 Xicheng Zhang

Inelastic collisions occur among regolith particles, such as those in the ejecta curtain from a crater, and may cause clustering or agglomeration of particles and thus produce discrete patterns of ejecta deposits around a crater. Previous…

Earth and Planetary Astrophysics · Physics 2018-09-19 Yuuya Nagaashi , Tomomi Omura , Masato Kiuchi , Akiko M. Nakamura , Koji Wada , Sunao Hasegawa

In order to solve tasks like uncertainty quantification or hypothesis tests in Bayesian imaging inverse problems, we often have to draw samples from the arising posterior distribution. For the usually log-concave but high-dimensional…

Computation · Statistics 2025-01-23 Matthias J. Ehrhardt , Lorenz Kuger , Carola-Bibiane Schönlieb

In this work, we provide a solution to the problem of computing collision stress in particle-tracking simulations. First, a formulation for the collision stress between particles is derived as an extension of the virial stress formula to…

Fluid Dynamics · Physics 2019-02-18 Wen Yan , Huan Zhang , Michael J. Shelley

Langevin (stochastic differential) equations are routinely used to describe particle-laden flows. They predict Gaussian probability density functions (PDFs) of a particle's trajectory and velocity, even though experimentally observed…

Mathematical Physics · Physics 2024-03-11 Daniel Domínguez-Vázquez , Gustaaf B. Jacobs , Daniel M. Tartakovsky

We describe a novel method of tracking the rotational motion of clusters of colloidal particles. Our method utilizes rigid body transfor- mations to determine the rotations of a cluster and extends conventional proven particle tracking…

Soft Condensed Matter · Physics 2011-09-01 Gary L. Hunter , Kazem V. Edmond , Mark T. Elsesser , Eric R. Weeks

The effective dynamics of a colloidal particle immersed in a complex medium is often described in terms of an overdamped linear Langevin equation for its velocity with a memory kernel which determines the effective (time-dependent) friction…

Statistical Mechanics · Physics 2022-10-05 U. Basu , V. Démery , A. Gambassi

A space discrete approximation to a highly nonlinear reaction-diffusion system endowed with a stochastic dynamical boundary condition is analyzed and the convergence of the discrete scheme to the solution to the corresponding continuum…

Probability · Mathematics 2025-07-15 Francesca Arceci , Francesco Carlo De Vecchi , Daniela Morale , Stefania Ugolini

We consider stochastic systems of interacting particles or agents, with dynamics determined by an interaction kernel which only depends on pairwise distances. We study the problem of inferring this interaction kernel from observations of…

Statistics Theory · Mathematics 2020-07-31 Fei Lu , Mauro Maggioni , Sui Tang