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Traditionally, the quantum Brownian motion is described by Fokker-Planck or diffusion equations in terms of quasi-probability distribution functions, e.g., Wigner functions. These often become singular or negative in the full quantum…
In this work, we propose a new semi-Lagrangian (SL) finite difference scheme for nonlinear advection-diffusion problems. To ensure conservation, which is fundamental for achieving physically consistent solutions, the governing equations are…
We introduce stochastic models for continuous-time evolution of angles and develop their estimation. We focus on studying Langevin diffusions with stationary distributions equal to well-known distributions from directional statistics, since…
A class of Laplace transforms is examined to show that particular cases of this class are associated with production-destruction and reaction-diffusion problems in physics, study of differences of independently distributed random variables…
This paper provides a finite difference discretization for the backward Feynman-Kac equation, governing the distribution of functionals of the path for a particle undergoing both reaction and diffusion [Hou and Deng, J. Phys. A: Math.…
The Smoluchowski approach to diffusion-controlled reactions is generalized to interacting substrate particles by including the osmotic pressure and hydrodynamic interactions of the nonideal particles in the Smoluchoswki equation within a…
In this paper, we develop and analyze a stochastic algorithm for solving space-time fractional diffusion models, which are widely used to describe anomalous diffusion dynamics. These models pose substantial numerical challenges due to the…
We revisit the variational characterization of conservative diffusion as entropic gradient flow and provide for it a probabilistic interpretation based on stochastic calculus. It was shown by Jordan, Kinderlehrer, and Otto that, for…
We prove that weakly continuous solutions to martingale problems admit a canonical regular conditional probability distribution. This allows for the construction of time consistent convex dynamic procedures in a non dominated setting.…
Thermal decay rate over an edge-shaped barrier at high dissipation is studied numerically through the computer modeling. Two sorts of the stochastic Langevin type equations are applied: (i) the Langevin equations for the coordinate and…
Previous years researchers began to simulate open quantum system, taking into account the interaction between system and the environment. One approach to deal with this problem is to use the density matrix within the Liouville-von-Neumann…
We present a method to control the position as a function of time of one-dimensional traveling wave solutions to reaction-diffusion systems according to a pre-specified protocol of motion. Given this protocol, the control function is found…
We derive the exact evolution equation for the probability density function of particle displacements generated by arbitrary Gaussian velocity processes, when neither Markovianity and nor stationarity are assumed. Starting from the…
This paper is concerned with diffusion-reaction equations where the classical diffusion term, such as the Laplacian operator, is replaced with a singular integral term, such as the fractional Laplacian operator. As far as the reaction term…
We derive the hydrodynamic limit of a kinetic equation where the interactions in velocity are modelled by a linear operator (Fokker-Planck or Linear Boltzmann) and the force in the Vlasov term is a stochastic process with high amplitude and…
Numerical solutions of a non-Fickian diffusion equation belonging to a hyperbolic type are presented in one space dimension. The Brownian particle modelled by this diffusion equation is subjected to a symmetric periodic potential whose…
Based on the thermodynamic perturbation theory (TPT) and the Random phase approximation (RPA), we present a statistical theory of solutions of electrically neutral soft molecules, every of which is modelled as a set of sites that interact…
We present a systematic study of the self-diffusion coefficient for a fluid of particles interacting via the square-well pair potential by means of molecular dynamics simulations in the canonical (N,V,T) ensemble. The discrete nature of the…
We study the Langevin dynamics of a dipole diffusing in a random electrical field E derived from a quenched Gaussian potential. We show that in a suitable adiabatic limit (where the dynamics of the dipole moment is much faster than the…
We show that the relativistic dynamics in a Gaussian random electromagnetic field can be approximated by the relativistic diffusion of Schay and Dudley. Lorentz invariant dynamics in the proper time leads to the diffusion in the proper…