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Aim of this note is to analyse branching Brownian motion within the class of models introduced in the recent paper [4] and called chemical diffusion master equations. These models provide a description for the probabilistic evolution of…

Probability · Mathematics 2024-01-23 Alberto Lanconelli , Berk Tan Perçin

We introduce coarse-grained hydrodynamic equations of motion for diffusion-annihilation system with a power-law long-range interaction. By taking into account fluctuations of the conserved order parameter - charge density - we derive an…

Condensed Matter · Physics 2009-10-28 Valeriy V. Ginzburg , Leo Radzihovsky , Noel A. Clark

Dislocations are the main carriers of the permanent deformation of crystals. For simulations of engineering applications, continuum models where material microstructures are represented by continuous density distributions of dislocations…

Materials Science · Physics 2018-03-02 Xiaohua Niu , Yichao Zhu , Shuyang Dai , Yang Xiang

We develop a formally exact technique for obtaining steady-state distributions of non-interacting active Brownian particles in a variety of systems. Our technique draws on results from the theory of two-way diffusion equations to solve the…

Soft Condensed Matter · Physics 2017-04-06 Caleb G. Wagner , Michael F. Hagan , Aparna Baskaran

We study a system of diffusing point particles in which any triplet of particles reacts and is removed from the system when the relative proximity of the constituent particles satisfies a predefined condition. Proximity-based reaction…

Numerical Analysis · Mathematics 2025-04-07 Taylor Kearney , Ricardo Ruiz-Baier , Mark B. Flegg

We show that observing the trajectories of confined particles in a thermal equilibrium state yields an estimate on the free-space diffusion coefficient. For generic trapping potentials and interactions between particles, the estimate comes…

Statistical Mechanics · Physics 2019-10-22 Andreas Dechant

In this work we study the transition from normal to anomalous diffusion of Brownian particles on disordered potentials. The potential model consists of a series of "potential hills" (defined on unit cell of constant length) whose heights…

Disordered Systems and Neural Networks · Physics 2016-03-23 R. Salgado-Garcia

Convergence of stochastic processes with jumps to diffusion processes is investigated in the case when the limit process has discontinuous coefficients. An example is given in which the diffusion approximation of a queueing model yields a…

Probability · Mathematics 2016-09-07 N. V. Krylov , R. Liptser

Particles and fields are standard components in numerical simulations like transport simulations in nuclear physics and have very well understood dynamics. Still, a common problem is the interaction between particles and fields due to their…

High Energy Physics - Phenomenology · Physics 2015-04-16 Christian Wesp , Hendrik van Hees , Alex Meistrenko , Carsten Greiner

We develop a diffusion approximation for systems subject to fast random resetting by small amplitudes. Equivalently, this describes systems with frequent but small catastrophes. We demonstrate the validity of the approximation by computing…

Statistical Mechanics · Physics 2026-02-26 Tobias Galla

In this paper we propose and validate a multiscale model for the description of particle diffusion in presence of trapping boundaries. We start from a drift-diffusion equation in which the drift term describes the effect of bubble traps,…

Numerical Analysis · Mathematics 2023-07-11 Clarissa Astuto , Antonio Raudino , Giovanni Russo

We present a new method for studying equilibrium properties of interacting fluids in an arbitrary external field. The fluid is composed of monodisperse spherical particles with hard-core repulsion and additional interactions of arbitrary…

Soft Condensed Matter · Physics 2021-03-09 Benaoumeur Bakhti , Gerhard Müller

We investigate the construction of diffusions consisting of infinitely numerous Brownian particles moving in $\mathbb{R}^d$ and interacting via logarithmic functions (two-dimensional Coulomb potentials). These potentials are very strong and…

Probability · Mathematics 2013-02-05 Hirofumi Osada

Recent progress in experimental techniques such as single particle tracking allows to analyze both nonequilibrium properties and approach to equilibrium. There are examples showing that processes occurring at finite timescales are…

Statistical Mechanics · Physics 2025-01-24 I. G. Marchenko , I. I. Marchenko , J. Łuczka , J. Spiechowicz

Computer simulations are used to test whether a recently introduced generalization of Rosenfeld's excess-entropy scaling method for estimating transport coefficients in systems obeying molecular dynamics can be extended to predict long-time…

Soft Condensed Matter · Physics 2011-10-13 Mark J. Pond , Jeffrey R. Errington , Thomas M. Truskett

Brownian Dynamics algorithms are widely used for simulating soft-matter and biochemical systems. In recent times, their application has been extended to the simulation of coarse-grained models of cellular networks in simple organisms. In…

Quantitative Methods · Quantitative Biology 2009-11-13 Marco J. Morelli , Pieter Rein ten Wolde

The dynamics of colloidal particles in potential energy landscapes have mainly been investigated theoretically. In contrast, here we discuss the experimental realization of potential energy landscapes with the help of light fields and the…

We introduce exact methods for the simulation of sample paths of one-dimensional diffusions with a discontinuity in the drift function. Our procedures require the simulation of finite-dimensional candidate draws from probability laws…

Methodology · Statistics 2017-01-24 Omiros Papaspiliopoulos , Gareth O. Roberts , Kasia B. Taylor

In this work we review a recently proposed transformation which is useful in order to simplify non-polynomial potentials given in the form of an exponential. As an application, it is shown that the Liouville field theory may be mapped into…

High Energy Physics - Theory · Physics 2024-05-24 Franco Ferrari , Jaroslaw Paturej

By considering the master equation of the partially asymmetric diffusion process on a one-dimensional lattice, the most general boundary condition (i.e. interactions) for the multi-species reaction-diffusion processes is considered.…

Statistical Mechanics · Physics 2009-11-11 M. Alimohammadi , Y. Naimi