Related papers: Note on Interacting Langevin Diffusions: Gradient …
In this paper, we consider particle systems with interaction and Brownian motion. We prove that when the initial data is from the sampling of Chorin's method, i.e., the initial vertices are on lattice points $hi\in \mathbb{R}^d$ with mass…
We study a general class of interacting particle systems over a countable state space $V$ where on each site $x \in V$ the particle mass $\eta(x) \geq 0$ follows a stochastic differential equation. We construct the corresponding Markovian…
Continuous time random walks and Langevin equations are two classes of stochastic models for describing the dynamics of particles in the natural world. While some of the processes can be conveniently characterized by both of them, more…
Since Kramers' pioneering work in 1940, significant efforts have been devoted to studying Langevin equations applied to physical and chemical reactions projected onto few collective variables, with particular focus on the inference of their…
We consider the Langevin dynamics of a many-body system of interacting particles in $d$ dimensions, in a very general setting suitable to model several out-of-equilibrium situations, such as liquid and glass rheology, active self-propelled…
We expand on a recent study of a lattice model of interacting particles [Phys. Rev. Lett. 111, 110601 (2013)]. The adsorption isotherm and equilibrium fluctuations in particle number are discussed as a function of the interaction. Their…
We study posterior sampling for inverse problems in discrete state spaces using discrete diffusion models as generative priors. While continuous diffusion models have become widely used for inverse problems, their discrete counterparts…
Here, an approach in terms of shot noise is proposed to study and characterize surface diffusion and low vibrational motion when having interacting adsorbates on surfaces. In what we call statistical limit, that is, at long times and high…
We consider the dynamics of a collisional model in which both the system and environment are embodied by spin-$1/2$ particles. In order to include non-Markovian features in our model we introduce interactions among the environmental qubits…
We use Langevin dynamics simulations to study the mass diffusion problem across two adjacent porous layers of different transport property. At the interface between the layers, we impose the Kedem-Katchalsky (KK) interfacial boundary…
This work presents a general thermodynamic approach to describe particle diffusion on a lattice, a model used to study transport processes in solids and on surfaces. By treating each lattice site as an open thermodynamic system, the effects…
We review the latest advances in the analytical modelling of single file diffusion. We focus first on the derivation of the fractional Langevin equation that describes the motion of a tagged file particle. We then propose an alternative…
We calculate the pressure and density of polarized non-relativistic systems of two-component fermions coupled via a contact interaction at finite temperature. For the unpolarized one-dimensional system with an attractive interaction, we…
We consider the problem of performing Bayesian inference for logistic regression using appropriate extensions of the ensemble Kalman filter. Two interacting particle systems are proposed that sample from an approximate posterior and prove…
The internal dynamics of macro-molecular systems is characterized by widely separated time scales, ranging from fraction of ps to ns. In ordinary molecular dynamics simulations, the elementary time step dt used to integrate the equation of…
The problem of mass diffusion in layered systems has relevance to applications in different scientific disciplines, e.g., chemistry, material science, soil science, and biomedical engineering. The mathematical challenge in these type of…
Unlike equilibrium systems, active matter is not governed by the conventional laws of thermodynamics. Through a series of analytic calculations and Langevin dynamics simulations, we explore how systems cross over from equilibrium to active…
Particles and fields are standard components in numerical simulations like transport simulations in nuclear physics and have very well understood dynamics. Still, a common problem is the interaction between particles and fields due to their…
We present a new approach to the dynamics of interacting particles with reaction and diffusion. Starting from the underlying discrete stochastic jump process we derive a general field theory describing the dynamics of the density field,…
We consider a repeated quantum interaction model describing a small system $\Hh_S$ in interaction with each one of the identical copies of the chain $\bigotimes_{\N^*}\C^{n+1}$, modeling a heat bath, one after another during the same short…