Related papers: Gaussian theory for spatially distributed self-pro…
We study the statistical properties of overdamped particles driven by two cross-correlated multiplicative Gaussian white noises in a time-dependent environment. Using the Langevin and Fokker-Planck approaches, we derive the exact…
We introduce the concept of numerical Gaussian processes, which we define as Gaussian processes with covariance functions resulting from temporal discretization of time-dependent partial differential equations. Numerical Gaussian processes,…
We consider a collection of weakly interacting diffusion processes moving in a two-scale locally periodic environment. We study the large deviations principle of the empirical distribution of the particles' positions in the combined limit…
We propose a variational superposed Gaussian approximation (VSGA) for dynamical solutions of Langevin equations subject to applied signals, determining time-dependent parameters of superposed Gaussian distributions by the variational…
This paper presents a new numerical method for the compressible Navier-Stokes equations governing the flow of an ideal isentropic gas. To approximate the continuity equation, the method utilizes a discontinuous Galerkin discretization on…
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…
A new method is proposed to numerically extract the diffusivity of a (typically nonlinear) diffusion equation from underlying stochastic particle systems. The proposed strategy requires the system to be in local equilibrium and have…
We investigate the diffusive behavior of a quantum particle driven by a correlated Gaussian noise. We derive the analytical solution of the joint probability density function and obtain explicit expressions for the mean square momentum and…
In a previous paper (gr-qc/0105100) we derived a set of near-optimal signal detection techniques for gravitational wave detectors whose noise probability distributions contain non-Gaussian tails. The methods modify standard methods by…
The transport phenomenon(directional movement) of self-propelled Brownian particles moving in a smooth corrugated confined channel is investigated. It is found that large $x$ direction noise intensity should reduce particles directional…
We introduce a theory for the absorption of electromagnetic radiation by small metal particles, which generalises the random phase approximation by incorporating both electric and magnetic dipole absorption within a unified self-consistent…
The semilinear stochastic wave equation on the sphere driven by multiplicative Gaussian noise is discretized by a stochastic trigonometric integrator in time and a spectral Galerkin approximation in space based on the spherical harmonic…
The diffusion properties of self-propelled particles which move at constant speed and, in addition, reverse their direction of motion repeatedly are investigated. The internal dynamics of particles triggering these reversal processes is…
The elucidation of many physical problems in science and engineering is subject to the accurate numerical modelling of complex wave propagation phenomena. Over the last decades, high-order numerical approximation for partial differential…
For problems in astrophysics, planetary science and beyond, numerical simulations are often limited to simulating fewer particles than in the real system. To model collisions, the simulated particles (aka superparticles) need to be inflated…
In this paper, we prove a mimicking theorem for stochastic processes with an additive Gaussian noise along with some entropy and transport type estimates. As an application of these results, we prove sharp quantitative propagation of chaos…
An impact of particles' roughness on the self-diffusion coefficient in granular gases is investigated. For a simplified collision model where the normal and tangential restitution coefficients are assumed to be constant we develop an…
Time-slicing has emerged as a strategy for incorporating semiclassical propagation into real-time path integral formulation and recovering full quantum dynamics. A central step is the decomposition of a time-evolved wave function into a…
A version of the Gaussian self-consistent (GSC) method, which avoids the use of the Edwards' virial expansion, is presented. Instead, the mean energy is evaluated directly via a convolution of the attractive part of the pair-wise non-bonded…
In this work we present a general derivation of the non-Fickian behavior for the self-diffusion of identically interacting particle systems with excluded mutual passage. We show that the conditional probability distribution of finding a…