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We explore properties the solution of Langevin equation when stochastic influence is orthogonal to velocity of a particle. Wiener's process can accept unlimited values. But for these equations, the attraction surfaces exist. For these…

Probability · Mathematics 2019-06-20 V. A. Doobko

The generalised Langevin equation with a retarded friction and a double-well potential is solved. The random force is modelled by a multiplicative noise with long jumps. Probability density distributions converge with time to a distribution…

Statistical Mechanics · Physics 2015-06-16 Tomasz Srokowski

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 study the contribution of advection by thermal velocity fluctuations to the effective diffusion coefficient in a mixture of two indistinguishable fluids. The enhancement of the diffusive transport depends on the system size L and grows…

Mesoscale and Nanoscale Physics · Physics 2015-05-27 A. Donev , A. de la Fuente , J. B. Bell , A. L. Garcia

We consider the diffusion of markers in a layered medium, with the lateral diffusion coefficient being the function of hight. We show that the probability density of the lateral displacements follows one-dimensional Batchelor's equation…

Mesoscale and Nanoscale Physics · Physics 2014-04-28 Eugene B. Postnikov , Igor M. Sokolov

We present an application of the standard Langevin dynamics to the problem of weak coupling perturbative expansions for Lattice QCD. This method can be applied to the computation of the most general observables. In this preliminary work we…

High Energy Physics - Lattice · Physics 2009-09-25 Francesco Di Renzo , Giuseppe Marchesini , Paolo Marenzoni , Enrico Onofri

The analysis of the low-frequency conductivity spectra of the clay-water mixtures is presented. The conductivity spectra for samples at different water content values are shown to collapse to a single master curve when appropriately…

Soft Condensed Matter · Physics 2007-05-23 Dean Korosak , Bruno Cvikl , Janja Kramer , Renata Jecl , Anita Prapotnik , Miran Veselic

We study a minimal non-Markovian model of superdiffusion which originates from long-range velocity correlations within the generalized Langevin equation (GLE) approach. The model allows for a three-dimensional Markovian embedding. The…

Statistical Mechanics · Physics 2015-05-19 P. Siegle , I. Goychuk , P. Hanggi

We present a convariant formulation for radiative transfer in curved space time and demonstrate some applications in the black-hole systems. We calculate the emission from semi-transparent accretion tori around black holes, for opacity…

Astrophysics · Physics 2008-11-14 Kinwah Wu , Warrick Ball , Steven V. Fuerst

Diffusion studies of adsorbates moving on a surface are often analyzed using 2D Langevin simulations. These simulations are computationally cheap and offer valuable insight into the dynamics, however, they simplify the complex interactions…

Materials Science · Physics 2015-05-28 Moshe Diamant , Saar Rahav , Riccardo Ferrando , Gil Alexandrowicz

The aim of the study is to compare the standard Maxwell-Stefan model of diffusion with the higher-order one recently derived. This higher-order model takes into account the influence of the complete pressure tensor. A numerical scheme is…

Analysis of PDEs · Mathematics 2024-07-18 Bérénice Grec , Srboljub Simic

Diffusion in heterogeneous energy and diffusivity landscapes is widespread in biological systems. However, solving the Langevin equation in such environments introduces ambiguity due to the interpretation parameter $\alpha$, which depends…

Statistical Mechanics · Physics 2025-05-20 Adrian Pacheco-Pozo , Igor M. Sokolov , Ralf Metzler , Diego Krapf

We investigate the energy dependence of stopping and hadron production in high-energy heavy-ion collisions based on a three-sources Relativistic Diffusion Model. The transport coefficients are extrapolated from Au + Au and Cu + Cu at RHIC…

High Energy Physics - Phenomenology · Physics 2008-11-26 Rolf Kuiper , Georg Wolschin

We study strong existence and pathwise uniqueness for stochastic differential equations in $\RR^d$ with rough coefficients, and without assuming uniform ellipticity for the diffusion matrix. Our approach relies on direct quantitative…

Probability · Mathematics 2013-03-12 Nicolas Champagnat , Pierre-Emmanuel Jabin

In this paper, we show universal relations among the transport coefficients by calculating the electrical conductivity, thermal conductivity and thermo-electric conductivity in the presence of a chemical potential and magnetic fields for…

High Energy Physics - Theory · Physics 2021-04-21 Shesansu Sekhar Pal

The properties which characterize the stationary Hall effect in a Hall bar are derived from the Langevin equations describing the Brownian motion of an ensemble of interacting moving charges in a constant externally applied electromagnetic…

Statistical Mechanics · Physics 2020-12-02 P. M. Déjardin , J. E. Wegrowe

We revisit a classical continuum model for the diffusion of multiple species with size-exclusion constraint, which leads to a degenerate nonlinear cross-diffusion system. The purpose of this article is twofold: first, it aims at a…

Analysis of PDEs · Mathematics 2022-08-04 Katharina Hopf , Martin Burger

An outline of theoretical estimates is given regarding the dependence of the value of the diffusion coefficient $D$ on the size $R$ of the remainder of the normal form in doubly or simply resonant domains of the action space of 3dof…

Chaotic Dynamics · Physics 2008-12-05 C. Efthymiopoulos

We study the Langevin dynamics of a dipole diffusing in a random electrical field E derived from a quenched Gaussian potential. We show that in a suitable adiabatic limit (where the dynamics of the dipole moment is much faster than the…

Disordered Systems and Neural Networks · Physics 2015-05-13 Clement Touya , David S. Dean , Clement Sire

Special and general relativistic effects on the X-ray emissions, especially the continuum spectra, from the accretion disks around black holes are investigated using the ray-tracing method. Because both the special and general relativistic…

Astrophysics · Physics 2009-11-06 Xiaoling Zhang , Shuang Nan Zhang , Yangsen Yao
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