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Simulating stochastic differential equations (SDEs) in bounded domains, presents significant computational challenges due to particle exit phenomena, which requires accurate modeling of interior stochastic dynamics and boundary…

Machine Learning · Statistics 2025-07-23 Minglei Yang , Yanfang Liu , Diego del-Castillo-Negrete , Yanzhao Cao , Guannan Zhang

When particles/molecules diffuse in systems that contain obstacles, the steady-state regime (during which the mean-square displacement scales linearly with time, $\left< r^2 \right> \sim t$) is preceded by a transient regime. It is common…

Biological Physics · Physics 2021-08-12 Nicholas Ilow , Gary W. Slater

In this paper we numerically investigate the influence of dissipation during particle collisions in an homogeneous turbulent velocity field by coupling a discrete element method to a Lattice-Boltzmann simulation with spectral forcing. We…

Fluid Dynamics · Physics 2012-12-18 Thomas Burgener , Dirk Kadau , Hans Jürgen Herrmann

We present a numerical study of classical particles diffusing on a solid surface. The particles' motion is modeled by an underdamped Langevin equation with ordinary thermal noise. The particle-surface interaction is described by a periodic…

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

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

The diffusivity of tagged particles is demonstrated to be heterogeneous on time scales comparable to or less than the structural relaxation time %taking place at the interparticle distance in a highly supercooled liquid via 3D molecular…

Soft Condensed Matter · Physics 2009-10-31 Ryoichi Yamamoto , Akira Onuki

Having a precise knowledge of the dispersal ability of a population in a heterogeneous environment is of critical importance in agroecology and conservation biology as it can provide management tools to limit the effects of pests or to…

Populations and Evolution · Quantitative Biology 2015-03-19 L. Roques , E. Walker , P. Franck , S. Soubeyrand , E. K. Klein

Under external perturbations, inter-particle forces in disordered granular media are well known to form a heterogeneous distribution with filamentary patterns. Better understanding these forces and the distribution is important for…

Soft Condensed Matter · Physics 2021-09-14 Liuchi Li , Konstantinos Karapiperis , José E. Andrade

We study the physics of droplet breakup in a statistically stationary homogeneous and isotropic turbulent flow by means of high resolution numerical investigations based on the multicomponent lattice Boltzmann method. We verified the…

Fluid Dynamics · Physics 2015-06-03 Prasad Perlekar , Luca Biferale , Mauro Sbragaglia , Sudhir Srivastava , Federico Toschi

We study the interplay of pore-scale mixing and network-scale advection through heterogeneous porous media, and its role for the evolution and asymptotic behavior of hydrodynamic dispersion. In a Lagrangian framework, we identify three…

Fluid Dynamics · Physics 2021-04-28 Alexandre Puyguiraud , Philippe Gouze , Marco Dentz

The influence of crowding on the diffusion of tagged particles in a dense medium is investigated in the framework of a mean-field model, derived in the continuum limit from a microscopic stochastic process with exclusion. The probability…

Statistical Mechanics · Physics 2015-06-19 Marta Galanti , Duccio Fanelli , Amos Maritan , Francesco Piazza

One-dimensional movement of interacting particles is a challenging problem where the correlation between particles induces non-trivial collective effects. In contrast to the single-file diffusion case, the pure ballistic single file…

Statistical Mechanics · Physics 2023-02-28 P. M. Centres , S. J. Manzi , V. D. Pereyra , S. Bustingorry

The distribution function for the intensity of radiation propagating in a random medium is analyzed for arbitrary multiplicity of scattering (for arbitrary relation between the distance of propagation and mean free path), including as…

Condensed Matter · Physics 2007-05-23 Eugene Kogan , Moshe Kaveh

The diffusive dynamics of a particle in a medium with space-dependent friction coefficient is studied within the framework of the inertial Langevin equation. In this description, the ambiguous interpretation of the stochastic integral,…

Statistical Mechanics · Physics 2015-06-16 Oded Farago , Niels Grønbech-Jensen

The equation which describes a particle diffusing in a logarithmic potential arises in diverse physical problems such as momentum diffusion of atoms in optical traps, condensation processes, and denaturation of DNA molecules. A detailed…

Statistical Mechanics · Physics 2015-06-03 Ori Hirschberg , David Mukamel , Gunter M. Schütz

Diffusion models have emerged as powerful generative tools with applications in computer vision and scientific machine learning (SciML), where they have been used to solve large-scale probabilistic inverse problems. Traditionally, these…

We develop and analyze a lattice difference equation (LDE) framework to model the spatial dynamics of invasion in populations. This framework extends beyond classical integro-difference and reaction-diffusion models by incorporating spatial…

Dynamical Systems · Mathematics 2025-08-13 Eddy Kwessi

We present a class of diffusion-based algorithms to draw samples from high-dimensional probability distributions given their unnormalized densities. Ideally, our methods can transport samples from a Gaussian distribution to a specified…

Machine Learning · Computer Science 2025-02-04 Anand Jerry George , Nicolas Macris

A mass ejection model in a time-dependent random environment with both temporal and spatial correlations is introduced. When the environment has a finite correlation length, individual particle trajectories are found to diffuse at large…

Chaotic Dynamics · Physics 2012-03-28 Giorgio Krstulovic , Rehab Bitane , Jeremie Bec

We consider the problem of making nonparametric inference in a class of multi-dimensional diffusions in divergence form, from low-frequency data. Statistical analysis in this setting is notoriously challenging due to the intractability of…

Methodology · Statistics 2025-01-23 Matteo Giordano , Sven Wang