Related papers: A Langevin dynamics approach for multi-layer mass …
Anomalous diffusion phenomena have been observed in many complex physical and biological systems. One significant advance recently is the physical extension of particle's motion in static medium to uniformly (and even nonuniformly)…
We consider a diffusion process on an evolving surface with a piecewise Lipschitz-continuous boundary from an energetic point of view. We employ an energetic variational approach with both surface divergence and transport theorems to derive…
Diffusion in a two-species 2D system has been simulated using a lattice approach. Rodlike particles were considered as linear $k$-mers of two mutually perpendicular orientations ($k_x$- and $k_y$-mers) on a square lattice. These $k_x$- and…
When a nonequilibrium growing interface in the presence of a wall is considered a nonequilibrium wetting transition may take place. This transition can be studied trough Langevin equations or discrete growth models. In the first case, the…
This paper introduces a geometric method for proving ergodicity of degenerate noise driven stochastic processes. The driving noise is assumed to be an arbitrary Levy process with non-degenerate diffusion component (but that may be applied…
The propagation of surface plasmons on a quantum plasma half-space in the absence of any external confinement is investigated. By means of Quantum Hydrodynamic Model in the electrostatic limit it is found that the equilibrium density…
The Langevin equation is ubiquitously employed to numerically simulate plasmas, colloids and electrolytes. However, the usual assumption of white noise becomes untenable when the system is subject to an external AC electric field. This is…
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…
Langevin Dynamics is a Stochastic Differential Equation (SDE) central to sampling and generative modeling and is implemented via time discretization. Langevin Monte Carlo (LMC), based on the Euler-Maruyama discretization, is the simplest…
We study in some generality intertwinings between $h$-transforms of Karlin-McGregor semigroups associated with one dimensional diffusion processes and those of their Siegmund duals. We obtain couplings so that the corresponding processes…
We investigate the multi-chain version of the Chemical Master Equation, when there are transitions between different states inside the long chains, as well as transitions between (a few) different chains. In the discrete version, such a…
We revisit the hard-spheres lattice gas model in the spherical approximation proposed by Lebowitz and Percus (J. L. Lebowitz, J. K. Percus, Phys. Rev.{\ 144} (1966) 251). Although no disorder is present in the model, we find that the…
Pervasive across diverse domains, stochastic systems exhibit fluctuations in processes ranging from molecular dynamics to climate phenomena. The Langevin equation has served as a common mathematical model for studying such systems, enabling…
A single incompressible, inviscid, irrotational fluid medium bounded above by a free surface is considered. The Hamiltonian of the system is expressed in terms of the so-called Dirichlet-Neumann operators. The equations for the surface…
A new type of wave-mean flow interaction is identified and studied in which a small-amplitude, linear, dispersive modulated wave propagates through an evolving, nonlinear, large-scale fluid state such as an expansion (rarefaction) wave or a…
We analyse the quantum evolution of a particle moving in a potential in interaction with an environment of harmonic oscillators in a thermal state, using the quantum state diffusion (QSD) picture of Gisin and Percival, in which one…
A new local discontinuous Galerkin (LDG) method for convection-diffusion equations on overlapping meshes with periodic boundary conditions was introduced in \cite{Overlap1}. With the new method, the primary variable $u$ and the auxiliary…
Current understanding of the kinetic-scale turbulence in weakly-collisional plasmas still remains elusive. We employ a general framework in which the turbulent energy transfer is envisioned as a scale-to-scale Langevin process. Fluctuations…
This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…
A full implementation of the Boltzmann-Langevin equation for fermionic systems is introduced in a transport model for dissipative collisions among heavy nuclei. Fluctuations are injected in phase space and not, like in more conventional…