Related papers: Langevin Diffusion Coefficients Ratio in STU Model…
Among quantities playing a central role in the theoretical interpretation of heavy ion collision experiments at RHIC and LHC are so-called transport coefficients. Out of those heavy quark diffusion coefficients play an important role e.g.…
A diffusive lattice gas is characterized by the diffusion coefficient depending only on the density. The Green-Kubo formula for diffusivity can be represented as a variational formula, but even when the equilibrium properties of a lattice…
Due to the exponential high gravitational red shift near the event horizon of a black hole, it might appears that the Hawking radiation would be highly sensitive to some unknown high energy physics. To study possible deviations from the…
In this work we show that rough stochastic differential equations (RSDEs), as introduced by Friz, Hocquet, and L\^e (2021), are Malliavin differentiable. We use this to prove existence of a density when the diffusion coefficients satisfies…
We study anomalous diffusion for one-dimensional systems described by a generalized Langevin equation. We show that superdiffusion can be classified in slow superdiffusion and fast superdiffusion. For fast superdiffusion we prove that the…
We consider a Langevin equation with variable drift and diffusion coefficients separable in time and space and its corresponding Fokker-Planck equation in the Stratonovich approach. From this Fokker-Planck equation we obtain a class of…
Theories with a sign problem due to a complex action or Boltzmann weight can sometimes be numerically solved using a stochastic process in the complexified configuration space. However, the probability distribution effectively sampled by…
We consider a general class of electrically charged black holes of Einstein-Maxwell-scalar theory that are holographically dual to conformal field theories at finite charge density which break translation invariance explicitly. We examine…
The present paper discusses the diffusion approximation of the linear Boltzmann equation in cases where the collision frequency is not uniformly large in the spatial domain. Our results apply for instance to the case of radiative transfer…
Stochastic differential equations, especially the one called Langevin equation, play an important role in many fields of modern science. In this paper, we use the bicolour rooted tree method, which is based on the stochastic Taylor…
A relation between the effective diffusion coefficient in a lattice with random site energies and random trasition rates and the macroscopic conductivity in a random resistor network allows for elucidating possible sources of anomalous…
We construct a general relativistic radiative transfer (RT) formulation, applicable to particles with or without mass in astrophysical settings. Derived from first principles, the formulation is manifestly covariant. Absorption and…
The coefficient of diffusion of hydrogen in crystalline silicon is calculated using tight-binding molecular dynamics. Our results are in good quantitative agreement with an earlier study by Panzarini and Colombo [Phys. Rev. Lett. 73, 1636…
The phase diffusion in a self-sustained oscillator, which produces oscillator's spectral linewidth, is inherently governed by a nonlinear Langevin equation. Over past 40 years, the equation has been treated with linear approximation,…
Stochastic dynamics play a central role in strongly coupled phenomena. We present and review a theory independent approach in holography to study such phenomena. We firstly argue that the heavy quark diffusion occurs in realistic strongly…
We use direct numerical simulations to compute turbulent transport coefficients for passive scalars in turbulent rotating flows. Effective diffusion coefficients in the directions parallel and perpendicular to the rotations axis are…
We study approximations of reflected It\^o diffusions on convex subsets $D$ of $\Rd$ by solutions of stochastic differential equations with penalization terms. We assume that the diffusion coefficients are merely measurable (possibly…
We consider the dynamics of small tracer particles in turbulent quantum liquids. The complicated interaction processes of vortex filaments, the quantum constraints on vorticity and the varying influence of both the superfluid and the normal…
We report on a study of the longitudinal to transverse cross section ratio, $R=\sigma_L/\sigma_T$, at low values of $x$ and $Q^{2}$, as determined from inclusive inelastic electron-hydrogen and electron-deuterium scattering data from…
We present a position Langevin equation for overdamped particle motion on rough two-dimensional surfaces. A Brownian Dynamics algorithm is suggested to evolve this equation numerically, allowing for the prediction of effective (projected)…