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We study Langevin dynamics with stochastic diffusivity arising from fluctuations of the surrounding medium. The diffusivity is modeled as Ornstein-Uhlenbeck process driven by symmetric dichotomous noise, which confines it to a finite…

Statistical Mechanics · Physics 2026-04-14 Dongho Lee , Jae-Hyung Jeon , Pascal Viot , Gleb Oshanin

We develop a formalism to carry out coarse-grainings in quantum field theoretical systems by using a time-dependent projection operator in the Heisenberg picture. A systematic perturbative expansion with respect to the interaction part of…

High Energy Physics - Theory · Physics 2008-11-26 Tomoi Koide

Neurons are often connected, spatially and temporally, in phenomenal ways that promote wave propagation. Therefore, it is essential to analyze the emergent spatiotemporal patterns to understand the working mechanism of brain activity,…

Pattern Formation and Solitons · Physics 2021-10-04 Argha Mondal , Chittaranjan Hens , Arnab Mondal , Chris G. Antonopoulos

We study invariant solutions of a certain class of time-fractional diffusion-wave equations with variable coefficients via Lie symmetry analysis. In physics, the fractional diffusion equation describes transport dynamics that are governed…

We construct Langevin equations describing the fluctuations of the tensor order parameter $Q_{\alpha\beta}$ in nematic liquid crystals by adding noise terms to time-dependent variational equations that follow from the Ginzburg-Landau-de…

Soft Condensed Matter · Physics 2010-01-07 A. K. Bhattacharjee , Gautam I. Menon , R. Adhikari

Fluctuation dissipation theorems connect the linear response of a physical system to a perturbation to the steady-state correlation functions. Until now, most of these theorems have been derived for finite-dimensional systems. However, many…

Statistical Mechanics · Physics 2019-08-22 Mohammad Mehboudi , Juan. M. R. Parrondo , Antonio Acin

We present a computationally tractable scheme of time-dependent transport phenomena within open-boundary time-dependent density-functional-theory. Within this approach all the response properties of a system are determined from the…

Other Condensed Matter · Physics 2009-11-11 S. Kurth , G. Stefanucci , C. -O. Almbladh , A. Rubio , E. K. U. Gross

The properties of the thermal force driving micron particles in incompressible fluids are studied within the hydrodynamic theory of the Brownian motion. It is shown that the assumption used for the hydrodynamic Langevin equation in its…

Statistical Mechanics · Physics 2012-10-16 Vladimir Lisy , Jana Tothova , Lukas Glod

Based on a system-reservoir model, where the system is nonlinearly coupled to a heat bath and the heat bath is modulated by an external stationary Gaussian noise, we derive the generalized Langevin equation with space dependent friction and…

Statistical Mechanics · Physics 2007-05-23 Jyotipratim Ray Chaudhuri , Debashis Barik , Suman Kumar Banik

Surface diffusion of small adsorbates is analyzed in terms of the so-called intermediate scattering function and dynamic structure factor, observables in experiments using the well-known quasielastic Helium atom scattering and Helium spin…

Statistical Mechanics · Physics 2018-09-26 S. Miret-Artés

Multivariate spatial-statistical models are often used when modeling environmental and socio-demographic processes. The most commonly used models for multivariate spatial covariances assume both stationarity and symmetry for the…

Methodology · Statistics 2021-05-11 Quan Vu , Andrew Zammit-Mangion , Noel Cressie

We study the dynamics of generic reaction-diffusion fronts, including pulses and chemical waves, in the presence of multiplicative noise. We discuss the connection between the reaction-diffusion Langevin-like field equations and the…

Statistical Mechanics · Physics 2009-11-07 A. Rocco , L. Ramirez-Piscina , J. Casademunt

This work proposes a new procedure for estimating the non-stationary spatial covariance function for Spatial-Temporal Deformation. The proposed procedure is based on a monotonic function approach. The deformation functions are expanded as a…

Methodology · Statistics 2023-05-05 Yangyang Chen , Pedro Alberto Morettin , Ronaldo Dias , Chang Chiann

1. The utilisation distribution describes the relative probability of use of a spatial unit by an animal. It is natural to think of it as the long-term consequence of the animal's short-term movement decisions: it is the accumulation of…

Applications · Statistics 2018-10-25 Théo Michelot , Marie-Pierre Etienne , Pierre Gloaguen

Recent rapid advances in single particle tracking and supercomputing techniques resulted in an unprecedented abundance of diffusion data exhibiting complex behaviours, such the presence of power law tails of the msd and memory functions,…

Statistical Mechanics · Physics 2018-10-08 Jakub Ślęzak

Two algorithms are proposed to simulate space-time Gaussian random fields with a covariance function belonging to an extended Gneiting class, the definition of which depends on a completely monotone function associated with the spatial…

Computation · Statistics 2019-12-05 Denis Allard , Xavier Emery , Céline Lacaux , Christian Lantuéjoul

A real-space representation of the current response of many-electron systems with possible applications to x-ray nonlinear spectroscopy and magnetic susceptibilities is developed. Closed expressions for the linear, quadratic and third-order…

Strongly Correlated Electrons · Physics 2009-11-10 Oleg Berman , Shaul Mukamel

A canonical structure compatible with the action of the Lorentz group can be obtained considering the energy and time as conjugate variables of an extended phase space. Scalar probability waves, describing free relativistic particles, are…

Quantum Physics · Physics 2009-03-04 M. Grigorescu

Lorentz-covariant harmonic oscillator wave functions are constructed from the Lorentz-invariant oscillator differential equation of Feynman, Kislinger, and Ravndal for a two-body bound state. The wave functions are not invariant but…

Quantum Physics · Physics 2007-05-23 Y. S. Kim , Marilyn E. Noz

We construct flexible spatio-temporal models through stochastic partial differential equations (SPDEs) where both diffusion and advection can be spatially varying. Computations are done through a Gaussian Markov random field approximation…

Methodology · Statistics 2024-10-29 Martin Outzen Berild , Geir-Arne Fuglstad
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