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We show the relation between processes which are modeled by a Langevin equation with multiplicative noise and infinite ergodic theory. We concentrate on a spatially dependent diffusion coefficient that behaves as ${D(x)}\sim…

Statistical Mechanics · Physics 2019-05-01 N. Leibovich , E. Barkai

We present a latent diffusion-based differentiable inversion method (LD-DIM) for PDE-constrained inverse problems involving high-dimensional spatially distributed coefficients. LD-DIM couples a pretrained latent diffusion prior with an…

Numerical Analysis · Mathematics 2025-12-30 Zihan Lin , QiZhi He

Demographic (shot) noise in population dynamics scales with the square root of the population size. This process is very important, as it yields an absorbing state at zero field, but simulating it, especially on spatial domains, is a…

Statistical Mechanics · Physics 2018-09-12 Haim Weissmann , Nadav M. Shnerb , David A. Kessler

We consider the problem of approximating the Langevin dynamics of inertial particles being transported by a background flow. In particular, we study an acceleration corrected advection-diffusion approximation to the Langevin dynamics, a…

Probability · Mathematics 2026-02-24 Yoichiro Mori , Chanoknun Sintavanuruk , Truong-Son P. Van

Recently, anomalous subdiffusion, aging, and scatter of the diffusion coefficient have been reported in many single-particle-tracking experiments, though origins of these behaviors are still elusive. Here, as a model to describe such…

Statistical Mechanics · Physics 2016-07-13 Tomoshige Miyaguchi , Takuma Akimoto , Eiji Yamamoto

The friction coefficient of a particle can depend on its position as it does when the particle is near a wall. We formulate the dynamics of particles with such state-dependent friction coefficients in terms of a general Langevin equation…

Soft Condensed Matter · Physics 2009-11-13 A. W. C. Lau , T. C. Lubensky

In this paper we show how the transposition, the basic operation of the permutation group, can be taken into account in a diffusion process of identical particles. Whereas in an earlier approach the method was applied to systems in which…

Statistical Mechanics · Physics 2015-06-25 F. Luczak , F. Brosens , J. T. Devreese , L. F. Lemmens

We investigate the Cahn-Hilliard equation with nonlinear diffusion and non-degenerate mobility modeling phase separation phenomena in complex systems (e.g., crystals and polymers). Previous results in the literature on this model relied on…

Analysis of PDEs · Mathematics 2025-10-10 Monica Conti , Stefania Gatti , Andrea Giorgini , Giulio Schimperna

The peridynamic model of a solid does not involve spatial gradients of the displacement field and is therefore well suited for studying defect propagation. Here, bond-based peridynamic theory is used to study the equilibrium and steady…

Computational Physics · Physics 2018-05-09 Linjuan Wang , Rohan Abeyaratne

Here we address a fundamental issue in surface physics: the dynamics of adsorbed molecules. We study this problem when the particle's desorption is characterized by a non Markovian process, while the particle's adsorption and its motion in…

Statistical Mechanics · Physics 2009-11-10 Jorge A. Revelli , Carlos. E. Budde , Domingo Prato , Horacio S. Wio

We complete the kinetic theory of inhomogeneous systems with long-range interactions initiated in previous works. We use a simpler and more physical formalism. We consider a system of particles submitted to a small external stochastic…

Statistical Mechanics · Physics 2023-08-23 Pierre-Henri Chavanis

A particle system with a single locally-conserved field (density) in a bounded interval with different densities maintained at the two endpoints of the interval is under study here. The particles interact in the bulk through a long range…

Probability · Mathematics 2012-10-02 Mustapha Mourragui , Enza Orlandi

Langevin diffusion is a commonly used tool for sampling from a given distribution. In this work, we establish that when the target density $p^*$ is such that $\log p^*$ is $L$ smooth and $m$ strongly convex, discrete Langevin diffusion…

Machine Learning · Statistics 2017-11-02 Xiang Cheng , Peter Bartlett

We use numerical simulations to examine two-dimensional particle mixtures that strongly phase separate in equilibrium. When the system is externally driven in the presence of quenched disorder, plastic flow occurs in the form of meandering…

Statistical Mechanics · Physics 2009-11-13 A. Libal , C. Reichhardt , C. J. Olson Reichhardt

We study surface diffusion in the framework of a generalized Frenkel-Kontorova model with a nonconvex transverse degree of freedom. The model describes a lattice of atoms with a given concentration interacting by Morse-type forces, the…

patt-sol · Physics 2019-08-17 Oleg M. Braun , Thierry Dauxois , Michel Peyrard

Characterization of composite materials, whose properties vary in space over microscopic scales, has become a problem of broad interdisciplinary interest. In particular, estimation of the inhomogeneous transport coefficients, e.g. the…

Statistical Mechanics · Physics 2022-07-20 Roman Belousov , Ali Hassanali , Édgar Roldán

In this paper we present a mathematical model for the electrochemical deposition aimed at the production of inverse opals. The real system consists of an arrangement of sub micrometer spheres, through which the species in an electrolytic…

Chemical Physics · Physics 2013-06-25 P. C. T. D'Ajello , L. Lauck , G. L. Nunes

We study a minimal non-Markovian model of superdiffusion which originates from long-range velocity correlations within the generalized Langevin equation (GLE) approach. The model allows for a three-dimensional Markovian embedding. The…

Statistical Mechanics · Physics 2015-05-19 P. Siegle , I. Goychuk , P. Hanggi

We propose a novel approach based on a Langevin equation for fluctuating motion of the center of mass of granular media fluidized by energy injection from a bottom plate. In this framework, the analytical solution of the Langevin equation…

Statistical Mechanics · Physics 2015-05-18 Jun'ichi Wakou , Masaharu Isobe

We consider a coupled model for fluid flow and transport in a domain consisting of two bulk regions separated by a thin porous layer. The thickness of the layer is of order $\varepsilon$ and the microscopic structure of the layer is…

Analysis of PDEs · Mathematics 2024-09-26 Markus Gahn , Maria Neuss-Radu