Related papers: Systematic errors in diffusion coefficients from l…
We analyze the mixed frame equations of radiation hydrodynamics under the approximations of flux-limited diffusion and a thermal radiation field, and derive the minimal set of evolution equations that includes all terms that are of leading…
We introduce and analyze a model for the transport of particles or energy in extended lattice systems. The dynamics of the model acts on a discrete phase space at discrete times but has nonetheless some of the characteristic properties of…
One-dimensional non-equilibrium models of particles subjected to a coagulation-diffusion process are important in understanding non-equilibrium dynamics, and fluctuation-dissipation relation. We consider in this paper transport properties…
Aims. Numerical test-particle simulations are a reliable and frequently used tool to test analytical transport theories and to predict mean-free paths. The comparison between solutions of the diffusion equation and the particle flux is used…
When numerically simulating the unitary time evolution of an infinite-dimensional quantum system, one is usually led to treat the Hamiltonian $H$ as an "infinite-dimensional matrix" by expressing it in some orthonormal basis of the Hilbert…
We studied the self-diffusion of colloidal ellipsoids in a monolayer near a flat wall by video microscopy. The image processing algorithm can track the positions and orientations of ellipsoids with sub-pixel resolution. The translational…
For optimizing a non-convex function in finite dimension, a method is to add Brownian noise to a gradient descent, allowing for transitions between basins of attractions of different minimizers. To adapt this for optimization over a space…
We present a new efficient method for Monte Carlo simulations of diffusion-reaction processes. First introduced by us in [Phys. Rev. Lett., 97:230602, 2006], the new algorithm skips the traditional small diffusion hops and propagates the…
Advances in intensity-based microscopy techniques have improved our ability to quantify particle motion at microscopic scales, enabling insight into diffusion and collective dynamics. Building on this foundation, we introduce a novel…
Inspired by one--dimensional light--particle systems, the dynamics of a non-Hamiltonian system with long--range forces is investigated. While the molecular dynamics does not reach an equilibrium state, it may be approximated in the…
Brownian diffusion of rod-like polymers in the presence of randomly distributed spherical obstacles is studied using molecular dynamics (MD) simulations. It is observed that dependence of the reduced diffusion coefficient of these…
We analyze constrained quantum systems where the dynamics do not preserve the constraints. This is done in particular for the restriction of a quantum particle in Euclidean n-space to a curved submanifold, and we propose a method of…
Stochastic processes offer a fundamentally different paradigm of dynamics than deterministic processes, the most prominent example of the latter being Newton's laws of motion. Here, we discuss in a pedagogical manner a simple and…
In this paper we introduce a novel particle filter scheme for a class of partially-observed multivariate diffusions. %continuous-time dynamic models where the %signal is given by a multivariate diffusion process. We consider a variety of…
The horizontal dynamics of a bouncing ball interacting with an irregular surface is investigated and is found to demonstrate behavior analogous to a random walk. Its stochastic character is substantiated by the calculation of a permutation…
In this paper, we develop an efficient numerical solver for unsteady diffusion-type partial differential equations with random coefficients. A major computational challenge in such problems lies in repeatedly handling large-scale linear…
A variety of simulation methodologies have been used for modeling reaction-diffusion dynamics -- including approaches based on Differential Equations (DE), the Stochastic Simulation Algorithm (SSA), Brownian Dynamics (BD), Green's Function…
Complex biological and physical transport processes are often described through systems of interacting particles. Excluded-volume effects on these transport processes are well studied, however the interplay between volume exclusion and…
Diffusion can be strongly affected by ballistic flights (long jumps) as well as long-lived sticking trajectories (long sticks). Using statistical inference techniques in the spirit of Granger causality, we investigate the appearance of long…
From the exact single step evolution equation of the two-point correlation function of a particle distribution subjected to a stochastic displacement field $\bu(\bx)$, we derive different dynamical regimes when $\bu(\bx)$ is iterated to…