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Inertia does not generally affect the long-time diffusion of passive overdamped particles in fluids. Yet a model starting from the Langevin equation predicts a surprising property of particles coated with ligands, that bind reversibly to…

Soft Condensed Matter · Physics 2022-10-05 Sophie Marbach , Miranda Holmes-Cerfon

We establish a general connection between ballistic and diffusive transport in systems where the ballistic contribution in canonical ensemble vanishes. A lower bound on the Green-Kubo diffusion constant is derived in terms of the curvature…

Statistical Mechanics · Physics 2017-08-29 Marko Medenjak , Christoph Karrasch , Tomaz Prosen

The~numerical solutions to a non-linear Fractional Fokker--Planck (FFP) equation are studied estimating the generalized diffusion coefficients. The~aim is to model anomalous diffusion using an FFP description with fractional velocity…

Plasma Physics · Physics 2018-10-08 Johan Anderson , Sara Moradi , Tariq Rafiq

By utilizing a soft-hard factorized model, which combines a thermal perturbative description of soft scatterings and a perturbative QCD-based calculation for hard collisions, we study the energy and temperature dependence of the heavy quark…

High Energy Physics - Phenomenology · Physics 2021-06-24 Shuang Li , Fei Sun , Wei Xie , Wei Xiong

Using the gauge/string duality, we derive a set of Langevin equations describing the dynamics of a relativistic heavy quark moving with constant average speed through the strongly-coupled N=4 SYM plasma at finite temperature. We show that…

High Energy Physics - Theory · Physics 2009-07-22 G. C. Giecold , E. Iancu , A. H. Mueller

We examine the Langevin diffusion confined to a closed, convex domain $D\subset\mathbb{R}^d$, represented as a reflected stochastic differential equation. We introduce a sequence of penalized stochastic differential equations and prove that…

Probability · Mathematics 2026-01-22 Tarika Mane , Amine Boukardagha

We study the diffusion of heavy quarks in the Quark Gluon Plasma using the Langevin equations of motion and estimate the contribution of the transport peak to the Euclidean current-current correlator. We show that the Euclidean correlator…

High Energy Physics - Phenomenology · Physics 2009-11-11 Peter Petreczky , Derek Teaney

We investigate the thermalization of charm quarks in high energy heavy ion collisions. To this end, we calculate the diffusion coefficient in the perturbative Quark Gluon Plasma and relate it to collisional energy loss and momentum…

High Energy Physics - Phenomenology · Physics 2009-11-10 Guy D. Moore , Derek Teaney

Local and non-local properties of Hawking radiation in the presence of short distance dispersion are computed using connection formulae. The robustness of the spectrum and that of the two-point function are explained by showing that the…

High Energy Physics - Theory · Physics 2012-02-03 Antonin Coutant , Renaud Parentani , Stefano Finazzi

We consider overdamped Langevin diffusions in Euclidean space, with curvature equal to the spectral gap. This includes the Ornstein-Uhlenbeck process as well as non-Gaussian and non-product extensions with convex interaction, such as the…

Probability · Mathematics 2026-03-25 Djalil Chafaï , Max Fathi

We investigate the effects of a modified dispersion relation proposed by Majhi and Vagenas on the Reissner-Nordstrom black hole thermodynamics in a universe with large extra dimensions. It is shown that entropy, temperature and heat…

High Energy Physics - Theory · Physics 2016-04-12 A. D. Kamali , Pouria Pedram

Diffusion of small particles is omnipresent in a plentiful number of processes occurring in Nature. As such, it is widely studied and exerted in almost all branches of sciences. It constitutes such a broad and often rather complex subject…

Statistical Mechanics · Physics 2023-01-11 Jakub Spiechowicz , Ivan G. Marchenko , Peter Hänggi , Jerzy Łuczka

Langevin diffusion is a powerful method for nonconvex optimization, which enables the escape from local minima by injecting noise into the gradient. In particular, the temperature parameter controlling the noise level gives rise to a…

Machine Learning · Statistics 2020-07-07 Yi Chen , Jinglin Chen , Jing Dong , Jian Peng , Zhaoran Wang

The Langevin equation is ubiquitously employed to numerically simulate plasmas, colloids and electrolytes. However, the usual assumption of white noise becomes untenable when the system is subject to an external AC electric field. This is…

Plasma Physics · Physics 2025-01-07 Daniele Gamba , Bingyu Cui , Alessio Zaccone

In this paper we derive Hawking radiation of black holes with higher derivative corrections by the method of trace anomaly. Firstly we derive Hawking radiation for general spherical black holes. We introduce a modified tortoise coordinate…

High Energy Physics - Theory · Physics 2008-04-15 Akihide Shirasaka , Tomoyoshi Hirata

A model has two main aims: predicting the behavior of a physical system and understanding its nature, that is how it works, at some desired level of abstraction. A promising recent approach to model building consists in deriving a…

Statistical Mechanics · Physics 2019-02-26 Marco Baldovin , Andrea Puglisi , Angelo Vulpiani

We consider combustion problems in the presence of complex chemistry and nonlinear diffusion laws leading to fully nonlinear multispecies reaction-diffusion equations. We establish results of existence of solution and maximum principle,…

Analysis of PDEs · Mathematics 2013-10-11 Martine Marion , Roger Temam

We study the consequences of different realizations of diffusion processes in relativistic Langevin simulations. We elaborate on the Ito-Stratonovich dilemma by showing how microscopically calculated transport coefficients as obtained from…

Nuclear Theory · Physics 2015-06-15 Min He , Hendrik van Hees , Pol B. Gossiaux , Rainer J. Fries , Ralf Rapp

The Markovian diffusion theory is generalized within the framework of the special theory of relativity using a modification of the mathematical calculus of diffusion on Riemannian manifolds (with definite metric) to describe diffusion on…

Mathematical Physics · Physics 2013-05-29 Joachim Herrmann

Systems are studied in which transport is possible due to large extension with open boundaries in certain directions but the particles responsible for transport can disappear from it by leaving it in other directions, by chemical reaction…

chao-dyn · Physics 2008-02-03 Z. Kaufmann