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We show that in generic isotropic holographic theories the longitudinal Langevin diffusion coefficient along the string motion is larger compared to that of the transverse direction. We argue that this is a universal relation and we derive…

High Energy Physics - Theory · Physics 2014-03-24 Dimitrios Giataganas , Hesam Soltanpanahi

The Langevin diffusion process of a relativistic heavy quark in a non-conformal holographic setup is discussed. The bulk geometry is a general, five-dimensional asymptotically AdS black hole. The heavy quark is described by a trailing…

High Energy Physics - Theory · Physics 2011-01-04 U. Gursoy , E. Kiritsis , L. Mazzanti , F. Nitti

Overdamped Langevin dynamics are reversible stochastic differential equations which are commonly used to sample probability measures in high-dimensional spaces, such as the ones appearing in computational statistical physics and Bayesian…

Numerical Analysis · Mathematics 2025-02-10 Tony Lelièvre , Grigorios A. Pavliotis , Geneviève Robin , Régis Santet , Gabriel Stoltz

The effect of finite coupling corrections to the Langevin diffusion coefficients on a moving heavy quark in the Super Yang-Mills plasma is investigated. These corrections are related to curvature squared corrections in the corresponding…

High Energy Physics - Phenomenology · Physics 2024-11-04 Qi Zhou , Ben-Wei Zhang

We consider black hole spacetimes that are holographically dual to strongly coupled field theories in which spatial translations are broken explicitly. We discuss how the quasinormal modes associated with diffusion of heat and charge can be…

High Energy Physics - Theory · Physics 2018-04-04 Aristomenis Donos , Jerome P. Gauntlett , Vaios Ziogas

In this study we apply two different methods in the context of $AdS/CFT$ correspondence and calculate the diffusion coefficient and $DC$ conductivity of a four-dimensional spatially anisotropic static black hole. First, the \emph{modified}…

High Energy Physics - Theory · Physics 2018-01-03 Z. Amoozad , J. Sadeghi

We present a numerical and partially analytical study of classical particles obeying a Langevin equation that describes diffusion on a surface modeled by a two dimensional potential. The potential may be either periodic or random. Depending…

Statistical Mechanics · Physics 2009-11-10 A. M. Lacasta , J. M. Sancho , A. H. Romero , I. M. Sokolov , K. Lindenberg

Langevin simulations provide an effective way to study collective effects of Brownian particles immersed in a two-dimensional periodic potential. In this paper, we concentrate essentially on the behaviour of the tracer (DTr) and bulk (DB)…

Statistical Mechanics · Physics 2015-05-13 S. Zayzoune , M. Mazroui , Y. Boughaleb , A. Kara

For reaction-diffusion processes with at most bimolecular reactants, we derive well-behaved, numerically tractable, exact Langevin equations that govern a stochastic variable related to the response field in field theory. Using duality…

Statistical Mechanics · Physics 2016-09-06 F. Benitez , C. Duclut , H. Chaté , B. Delamotte , I. Dornic , M. A. Muñoz

First, classes of Markov processes that scale exactly with a Hurst exponent H are derived in closed form. A special case of one class is the Tsallis density, advertised elsewhere as nonlinear diffusion or diffusion with nonlinear feedback.…

Physics and Society · Physics 2008-12-02 J. L. McCauley , G. H. Gunaratne , K. E. Bassler

We investigate the relations between black hole thermodynamics and holographic transport coefficients in this paper. The formulae for DC conductivity and diffusion coefficient are verified for electrically single-charged black holes. We…

High Energy Physics - Theory · Physics 2014-08-25 Xian-Hui Ge , Hong-Qiang Leng , Li Qing Fang , Guo-Hong Yang

We use Langevin dynamics simulations to study the mass diffusion problem across two adjacent porous layers of different transport property. At the interface between the layers, we impose the Kedem-Katchalsky (KK) interfacial boundary…

Computational Physics · Physics 2020-08-06 Oded Farago , Giuseppe Pontrelli

Langevin diffusion is a commonly used tool for sampling from a given distribution. In this work, we establish that when the target density $p^*$ is such that $\log p^*$ is $L$ smooth and $m$ strongly convex, discrete Langevin diffusion…

Machine Learning · Statistics 2017-11-02 Xiang Cheng , Peter Bartlett

In dilute gases, transport properties such as the thermal conductivity, self-diffusion, and viscosity are significantly affected by interatomic collisions, which are determined by the potential form. This study explores these transport…

Statistical Mechanics · Physics 2025-10-17 Alejandro Alés , Juan Ignacio Cerato , Leandro Marchioni , Miguel Hoyuelos

We study the holographic Langevin diffusion coefficients of a heavy quark, when traveling through a strongly coupled anisotropic plasma in the presence of magnetic field~$\mathcal{B}$. In particular, we clarified how motion velocities shape…

High Energy Physics - Phenomenology · Physics 2025-10-21 Qi Zhou , Ben-Wei Zhang

The transverse broadening of jets produced in deep-inelastic scattering (DIS) off a large nucleus is studied in the collinear limit. A class of medium enhanced higher twist corrections are re-summed to calculate the transverse momentum…

Nuclear Theory · Physics 2008-11-26 A. Majumder , B. Müller

The Langevin equation is a common tool to model diffusion at a single-particle level. In non-homogeneous environments, such as aqueous two-phase systems or biological condensates with different diffusion coefficients in different phases,…

We study charge and energy diffusion in simple holographic theories with broken translational symmetry. We find that when the effects of momentum relaxation are very strong the diffusion constants take universal values $D_{c} \sim D_{e}…

High Energy Physics - Theory · Physics 2016-11-09 Mike Blake

The friction coefficient of a particle can depend on its position as it does when the particle is near a wall. We formulate the dynamics of particles with such state-dependent friction coefficients in terms of a general Langevin equation…

Soft Condensed Matter · Physics 2009-11-13 A. W. C. Lau , T. C. Lubensky

The diffusion problem over a saddle is studied using a multi-dimensional Langevin equation. An analytical solution is derived for a quadratic potential and the probability to pass over the barrier deduced. A very simple solution is given…

Nuclear Theory · Physics 2009-10-31 Y. Abe , D. Boilley , B. G. Giraud , T. Wada
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