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Both linear and nonlinear Langevin equations are derived directly from the Liouville equation for an exactly solvable model consisting of a Brownian particle of mass $M$ interacting with ideal gas molecules of mass $m$ via a quadratic…

Statistical Mechanics · Physics 2009-11-10 Alexander V. Plyukhin , Jeremy Schofield

The Langevin equation for the pair contact process with diffusion (PCPD) 2A->3A, 2A->0 can be mapped by a Cole-Hopf transformation to a Kardar-Parisi-Zhang equation in a potential which has been discussed previously in the context of…

Statistical Mechanics · Physics 2007-05-23 Haye Hinrichsen

We investigate the dynamical structure of advective accretion flow around stationary as well as rotating black holes. For a suitable choice of input parameters, such as, accretion rate ($\dot {\cal M}$) and angular momentum ($\lambda$),…

High Energy Astrophysical Phenomena · Physics 2015-05-14 Santabrata Das , Sandip K. Chakrabarti , Soumen Mondal

In this paper, we analyze the effects of thermal fluctuations on a STU black hole. We observe that these thermal fluctuations can affect the stability of a STU black hole. We will also analyze the effects of these thermal fluctuations on…

Quantum Physics · Physics 2017-03-03 Behnam Pourhassan , Mir Faizal

Models of diffusion in white dwarfs universally rely on the coefficients calculated by Paquette et al. (1986). We present new calculations of diffusion coefficients based on an advanced microscopic theory of dense plasmas and a numerical…

Solar and Stellar Astrophysics · Physics 2014-10-29 D. Saumon , C. E. Starrett , J. Daligault

The investigation of the diffusive transport of charged particles in a turbulent magnetic field remains a subject of considerable interest. Research has most frequently concentrated on determining the diffusion coefficient in the presence…

We consider the transport of conserved charges in spatially inhomogeneous quantum systems with a discrete lattice symmetry. We analyse the retarded two point functions involving the charge and the associated currents at long wavelengths,…

High Energy Physics - Theory · Physics 2017-12-20 Aristomenis Donos , Jerome P. Gauntlett , Vaios Ziogas

This is the second of a series of papers devoted to develop a microscopical approach to the dipole emission process and its relation to coherent transport in random media. In this Letter, we deduce a relation between the transverse decay…

Optics · Physics 2009-03-12 M. Donaire

The advection-diffusion equation can be approximated by a one-dimensional diffusion equation in Lagrangian coordinates along the directions of compression of fluid elements (the stable manifold). This result holds in any number of…

Chaotic Dynamics · Physics 2009-11-07 Jean-Luc Thiffeault

We exactly calculate the thermal distribution and temperature of Hawking radiation for a two-dimensional charged dilatonic black hole after it has settled down to an "equilibrium" state. The calculation is carried out using the Bogoliubov…

High Energy Physics - Theory · Physics 2008-11-26 T. Christodoulakis , G. A. Diamandis , B. C. Georgalas , E. C. Vagenas

Experimental data from a turbulent jet flow is analysed in terms of an additive, continuous stochastic process where the usual time variable is replaced by the scale. We show that the energy transfer through scales is well described by a…

chao-dyn · Physics 2009-10-31 Philippe Marcq , Antoine Naert

Major drawback of studying diffusion in multi-component systems is the lack of suitable techniques to estimate the diffusion parameters. In this study, a generalized treatment to determine the intrinsic diffusion coefficients in…

Materials Science · Physics 2022-08-23 Sangeeta Santra , Aloke Paul

Inspired by problems in biochemical kinetics, we study statistical properties of an overdamped Langevin process whose friction coefficient depends on the state of a similar, unobserved process. Integrating out the latter, we derive the long…

Statistical Mechanics · Physics 2009-08-13 Golan Bel , Ilya Nemenman

We study charge diffusion in holographic scaling theories with a particle-hole symmetry. We show that these theories have a universal regime in which the diffusion constant is given by $D_c = C v_B^2/ (2 \pi T)$ where $v_B$ is the velocity…

High Energy Physics - Theory · Physics 2016-08-31 Mike Blake

We consider the problem of approximating the Langevin dynamics of inertial particles being transported by a background flow. In particular, we study an acceleration corrected advection-diffusion approximation to the Langevin dynamics, a…

Probability · Mathematics 2026-02-24 Yoichiro Mori , Chanoknun Sintavanuruk , Truong-Son P. Van

The diffusion behavior of particles moving in complex heterogeneous environment is a very topical issue. We characterize particle's trajectory via an underdamped Langevin system driven by a Gaussian white noise with a time dependent…

Statistical Mechanics · Physics 2022-01-05 Yao Chen , Xudong Wang

Using a Bayesian model-to-data analysis, we estimate the temperature dependence of the heavy quark diffusion coefficients by calibrating to the experimental data of $D$-meson $R_{\mathrm{AA}}$ and $v_2$ in AuAu collisions…

Nuclear Theory · Physics 2018-03-14 Yingru Xu , Marlene Nahrgang , Jonah E. Bernhard , Shanshan Cao , Steffen A. Bass

Subdiffusive behavior of one-dimensional stochastic systems can be described by time-subordinated Langevin equations. The corresponding probability density satisfies the time-fractional Fokker-Planck equations. In the homogeneous systems…

Statistical Mechanics · Physics 2015-07-01 Rytis Kazakevicius , Julius Ruseckas

Optical micro-manipulation techniques has evolved into powerful tools to efficiently steer the motion of microscopical particles on periodic and quasi-periodic potentials, driven by the external electromagnetic field. Here, the dynamics of…

Atomic Physics · Physics 2018-11-13 Aliezer Martínez-Mesa , Llinersy Uranga Piña

A conjecture appears in \cite{milsteinscheme}, in the form of a remark, where it is stated that it is possible to construct, in a specified way, any high order explicit numerical schemes to approximate the solutions of SDEs with superlinear…

Probability · Mathematics 2018-11-07 Sotirios Sabanis , Ying Zhang
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