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We prove a Large Deviations Principle (LDP) for systems of diffusions (particles) interacting through their ranks, when the number of particles tends to infinity. We show that the limiting particle density is given by the unique solution of…

Probability · Mathematics 2017-04-05 Amir Dembo , Mykhaylo Shkolnikov , S. R. Srinivasa Varadhan , Ofer Zeitouni

Quantum diffusion is a major topic in condensed-matter physics, and the Caldeira-Leggett model has been one of the most successful approaches to study this phenomenon. Here, we generalize this model by coupling the bath to the system…

Statistical Mechanics · Physics 2024-06-05 Audrique Vertessen , Robin C. Verstraten , Cristiane Morais Smith

In this article, we introduce a generalization of the diffusive motion of point-particles in a turbulent convective flow with given correlations to a polymer or membrane. In analogy to the passive scalar problem we call this the passive…

chao-dyn · Physics 2007-05-23 Kay Joerg Wiese

A study of a stable front propagating in a turbulent medium is presented. The front is generated through a reaction-diffusion equation, and the turbulent medium is statistically modeled using a Langevin equation. Numerical simulations…

chao-dyn · Physics 2009-10-30 A. C. Marti , F. Sagues , J. M. Sancho

Two dimensional passive scalar turbulence is studied by means of a k-space diffusion model based on a third order differential approximation. This simple description of local nonlinear interactions in Fourier space is shown to present a…

Fluid Dynamics · Physics 2019-10-08 Pierre Morel , Shaokang Xu , Özgür D. Gürcan

The Enskog-like kinetic approach, recently introduced by us to study strongly inhomogeneous flu- ids, is reconsidered in order to improve the description of the transport coefficients. The approach is based on a separation of the…

Statistical Mechanics · Physics 2013-05-01 Umberto Marini Bettolo Marconi , Simone Melchionna

Many important transport phenomena are described by simple mathematical models rooted in the diffusion equation. Geometrical constraints present in such phenomena often have influence of a universal sort and manifest themselves in scaling…

Statistical Mechanics · Physics 2007-05-23 Michael Slutsky

Theories with a sign problem due to a complex action or Boltzmann weight can sometimes be numerically solved using a stochastic process in the complexified configuration space. However, the probability distribution effectively sampled by…

High Energy Physics - Lattice · Physics 2025-10-06 Gert Aarts , Diaa E. Habibi , Lingxiao Wang , Kai Zhou

We introduce the totally asymmetric exclusion process with Langmuir kinetics (TASEP-LK) on a network as a microscopic model for active motor protein transport on the cytoskeleton, immersed in the diffusive cytoplasm. We discuss how the…

Statistical Mechanics · Physics 2013-03-01 I. Neri , N. Kern , A. Parmeggiani

A general method is proposed which allows one to estimate drift and diffusion coefficients of a stochastic process governed by a Langevin equation. It extends a previously devised approach [R. Friedrich et al., Physics Letters A 271, 217…

Data Analysis, Statistics and Probability · Physics 2009-11-11 D. Kleinhans , R. Friedrich , A. Nawroth , J. Peinke

We develop a new simulation method for multidimensional diffusions with sticky boundaries. The challenge comes from simulating the sticky boundary behavior, for which standard methods like the Euler scheme fail. We approximate the sticky…

Probability · Mathematics 2021-07-12 Christian Meier , Lingfei Li , Gongqiu Zhang

Energetic particle redistribution in the presence of multiple Alfv\'en eigenmodes is analyzed in [PPCF 58, 014019 (2016)] for the ITER 15MA baseline scenario: non-linear hybrid simulations (within their well known limits) point out that…

Plasma Physics · Physics 2022-11-17 Nakia Carlevaro , Giovanni Montani , Matteo Valerio Falessi , Philipp Lauber

In this paper we construct numerical schemes to approximate linear transport equations with slab geometry by diffusion equations. We treat both the case of pure diffusive scaling and the case where kinetic and diffusive scalings coexist.…

Numerical Analysis · Mathematics 2015-05-18 Qin Li , Jianfeng Lu , Weiran Sun

The transport of a passive scalar restricted on interfaces, which is advected by the fluid motions have numerous applications in multiphase transport phenomena. A prototypical example is the advection-diffusion of the concentration field of…

Fluid Dynamics · Physics 2025-04-15 William Schupbach , Kannan Premnath

We study a nonlinear, degenerate cross-diffusion model which involves two densities with two different drift velocities. A general framework is introduced based on its gradient flow structure in Wasserstein space to derive a notion of…

Analysis of PDEs · Mathematics 2018-03-20 Inwon Kim , Alpár R. Mészáros

Diffusion in nonhomogeneous media is described by a dynamical process driven by a general Levy noise and subordinated to a random time; the subordinator depends on the position. This problem is approximated by a multiplicative process…

Statistical Mechanics · Physics 2015-06-18 Tomasz Srokowski

Kelvin-Helmholtz (KH) instability plays a significant role in transport and mixing properties of any medium. In this paper, we numerically explore this instability for a two-dimensional strongly coupled dusty plasma with rotational shear…

Plasma Physics · Physics 2022-01-26 Vikram Dharodi , Bhavesh Patel , Amita Das

An interacting system of Langevin dynamics driven particles has been proposed for sampling from a given posterior density by Garbuno-Inigo, Hoffmann, Li and Stuart in Interacting Langevin Diffusions: Gradient Structure and Ensemble Kalman…

Dynamical Systems · Mathematics 2019-08-30 Nikolas Nüsken , Sebastian Reich

The article presents a novel variational calculus to analyze the stability and the propagation of chaos properties of nonlinear and interacting diffusions. This differential methodology combines gradient flow estimates with backward…

Probability · Mathematics 2019-01-30 Marc Arnaudon , Pierre Del Moral

Free boundaries of biofilms advancing on surfaces evolve according to conservation laws coupled with systems of partial differential equations for velocities, pressures and chemicals affecting cell behavior. Thin film approximations lead to…

Analysis of PDEs · Mathematics 2024-03-18 Ana Carpio , Gema Duro
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