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Transport of spherical Brownian particles of finite size possessing radii through narrow channels with varying cross-section area is considered. Applying the so-called Fick-Jacobs approximation, i.e. assuming fast equilibration in…

Mesoscale and Nanoscale Physics · Physics 2015-05-19 Wolfgang Riefler , Gerhard Schmid , P Sekhar Burada , Peter Hanggi

In this paper, we consider nonlinear diffusion processes driven by space-time white noises, which have an interpretation in terms of partial differential equations. For a specific choice of coefficients, they correspond to the Landau…

Probability · Mathematics 2007-05-23 Joaquin Fontbona , Helene Guerin , Sylvie Meleard

Transport and dispersion of active particles in structured environments such as corrugated channels and porous media are important for the understanding of both natural and engineered active systems. Owing to their continuous…

Soft Condensed Matter · Physics 2024-10-16 Zhiwei Peng

Maxwell's equations for propagation of electromagnetic waves in dispersive and absorptive (passive) media are represented in the form of the Schr\"odinger equation $i\partial \Psi/\partial t = {H}\Psi$, where ${H}$ is a linear differential…

Computational Physics · Physics 2009-11-11 Andrei G. Borisov , Sergei V. Shabanov

The Adaptive Two-Regime Method (ATRM) is developed for hybrid (multiscale) stochastic simulation of reaction-diffusion problems. It efficiently couples detailed Brownian dynamics simulations with coarser lattice-based models. The ATRM is a…

Computational Physics · Physics 2015-06-18 Martin Robinson , Mark Flegg , Radek Erban

We study a diffusion approximation for a model of stochastic motion of a particle in one spatial dimension. The velocity of the particle is constant but the direction of the motion undergoes random changes with a Poisson clock. Moreover,…

Functional Analysis · Mathematics 2022-04-21 Adam Bobrowski , Tomasz Komorowski

The emergent dynamics in phase-separated mixtures of isometric active and passive Brownian particles is studied numerically in two dimensions. A novel steady-state of well-defined traveling fronts is observed, where the interface between…

Soft Condensed Matter · Physics 2024-06-03 Adam Wysocki , Roland G. Winkler , Gerhard Gompper

In this paper we present a new and flexible method to show that, in one dimension, various self-repellent random walks converge to self-repellent Brownian motion in the limit of weak interaction after appropriate space-time scaling. Our…

Probability · Mathematics 2007-05-23 R. van der Hofstad , F. den Hollander , W. Koenig

Fractional Brownian motion (fBm) is a ubiquitous diffusion process in which the memory effects of the stochastic transport result in the mean squared particle displacement following a power law, $\langle {\Delta r}^2 \rangle \sim…

Applied Physics · Physics 2020-10-06 Raviteja Vangara , Kim Ø. Rasmussen , Dimiter N. Petsev , Golan Bel , Boian S. Alexandrov

We propose a reaction-transport model for CTRW with non-linear reactions and non-exponential waiting time distributions. We derive non-linear evolution equation for mesoscopic density of particles. We apply this equation to the problem of…

Statistical Mechanics · Physics 2015-05-14 Sergei Fedotov

The famous Fisher-KPP reaction-diffusion model combines linear diffusion with the typical KPP reaction term, and appears in a number of relevant applications in biology and chemistry. It is remarkable as a mathematical model since it…

Analysis of PDEs · Mathematics 2016-02-19 Alessandro Audrito , Juan Luis Vázquez

We consider a class of cooperative reaction-diffusion systems with free boundaries in one space dimension, where the diffusion terms are nonlocal, given by integral operators involving suitable kernel functions, and they are allowed not to…

Analysis of PDEs · Mathematics 2020-10-06 Yihong Du , Wenjie Ni

We study non-interacting Poissonian run-and-tumble particles (RTPs) in two dimensions whose velocity orientations are controlled by an arbitrary circular distribution $Q(\phi)$. RTP-type active transport has been reported to undergo…

Statistical Mechanics · Physics 2023-08-02 Yurim Jung

We are concerned with a class of degenerate diffusion equations with time delay describing population dynamics with age structure. In our recent study [{\em Nonlinearity}, 33 (2020), 4013--4029], we established the existence and uniqueness…

Analysis of PDEs · Mathematics 2021-03-10 Tianyuan Xu , Shanming Ji , Ming Mei , Jingxue Yin

The fractional diffusion-wave equation (FDWE) is a recent generalization of diffusion and wave equations via time and space fractional derivatives. The equation underlies Levy random walk and fractional Brownian motion and is foremost…

Mathematical Physics · Physics 2007-05-23 W. Chen , S. Holm

We construct a two-dimensional diffusion process with rank-dependent local drift and dispersion coefficients, and with a full range of patterns of behavior upon collision that range from totally frictionless interaction, to elastic…

Probability · Mathematics 2012-08-24 E. Robert Fernholz , Tomoyuki Ichiba , Ioannis Karatzas

The propagation of a beneficial mutation in a spatially extended population is usually studied using the phenomenological stochastic Fisher-Kolmogorov (SFKPP) equation. We derive here an individual based, stochastic model founded on the…

Biological Physics · Physics 2017-08-02 Bahram Houchmandzadeh , Marcel Vallade

We study the motion of an elastic object driven in a disordered environment in presence of both dissipation and inertia. We consider random forces with the statistics of random walks and reduce the problem to a single degree of freedom. It…

Disordered Systems and Neural Networks · Physics 2013-08-22 Pierre Le Doussal , Aleksandra Petkovic , Kay Jörg Wiese

In this article, we consider slow-fast McKean-Vlasov stochastic differential equations driven by Brownian motions and fractional Brownian motions. We give a definition of the large deviation principle (LDP) on the product space related to…

Probability · Mathematics 2023-07-04 Hao Wu , Junhao Hu , Chenggui Yuan

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)…

Soft Condensed Matter · Physics 2009-11-13 Ali Naji , Frank L. H. Brown
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