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Analysis of an interface stabilised finite element method for the scalar advection-diffusion-reaction equation is presented. The method inherits attractive properties of both continuous and discontinuous Galerkin methods, namely the same…

Numerical Analysis · Mathematics 2011-04-01 Garth N. Wells

This paper presents a space-time interface-fitted finite element method for solving a parabolic advection-diffusion problem with a nonstationary interface. The jumping diffusion coefficient gives rise to the discontinuity of the solution…

Numerical Analysis · Mathematics 2025-01-13 Quang Huy Nguyen , Van Chien Le , Phuong Cuc Hoang , Thi Thanh Mai Ta

We provide efficient and intuitive tools for deriving bounds on achievable precision in quantum enhanced metrology based on the geometry of quantum channels and semi-definite programming. We show that when decoherence is taken into account,…

Quantum Physics · Physics 2012-09-19 Rafal Demkowicz-Dobrzanski , Jan Kolodynski , Madalin Guta

Diffusion in inhomogeneous materials can be described by both the Fick and Fokker--Planck diffusion equations. Here, we study a mixed Fick and Fokker-Planck diffusion problem with coefficients rapidly oscillating both in space and time. We…

Analysis of PDEs · Mathematics 2020-03-17 Micol Amar , Daniele Andreucci , Emilio N. M. Cirillo

For a class of interacting particle systems in continuous space, we show that finite-volume approximations of the bulk diffusion matrix converge at an algebraic rate. The models we consider are reversible with respect to the Poisson…

Probability · Mathematics 2021-12-07 Arianna Giunti , Chenlin Gu , Jean-Christophe Mourrat

Among all generalized Ornstein-Uhlenbeck processes which sample the same invariant measure and for which the same amount of randomness (a $N$-dimensional Brownian motion) is injected in the system, we prove that the asymptotic rate of…

Probability · Mathematics 2021-10-07 Arnaud Guillin , Pierre Monmarché

The following work presents a generalized (extended) finite element formulation for the advection-diffusion equation. Using enrichment functions that represent the exponential nature of the exact solution, smooth numerical solutions are…

Numerical Analysis · Computer Science 2008-06-25 D. Z. Turner , K. B. Nakshatrala , K. D. Hjelmstad

Diffusive transport properties of a quantum Brownian particle moving in a tilted spatially periodic potential and strongly interacting with a thermostat are explored. Apart from the average stationary velocity, we foremost investigate the…

Statistical Mechanics · Physics 2009-11-11 L. Machura , M. Kostur , P. Talkner , J. Luczka , P. Hänggi

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…

Analysis of PDEs · Mathematics 2020-03-23 Arnaud Debussche , Julien Vovelle

We formulate a class of velocity-free finite-particle methods for mass transport problems based on a time-discrete incremental variational principle that combines entropy and the cost of particle transport, as measured by the Wasserstein…

Computational Physics · Physics 2023-05-10 Anna Pandolfi , Laurent Stainier , Michael Ortiz

The observation of fluid-like behavior in nucleus-nucleus, proton-nucleus and high-multiplicity proton-proton collisions motivates systematic studies of how different measurements approach their fluid-dynamic limit. We have developed…

High Energy Physics - Phenomenology · Physics 2020-11-11 Aleksi Kurkela , Seyed Farid Taghavi , Urs Achim Wiedemann , Bin Wu

The paper contains the proof that the diffusion ensemble of point wise particles with the intensity depending on the grain of spatial resolution serves as the satisfactory approximation of one quantum particle dynamics.

Quantum Physics · Physics 2007-06-06 Yuri Ozhigov

We revisit the variational characterization of diffusion as entropic gradient flux and provide for it a probabilistic interpretation based on stochastic calculus. It was shown by Jordan, Kinderlehrer, and Otto that, for diffusions of…

Probability · Mathematics 2020-03-24 Ioannis Karatzas , Walter Schachermayer , Bertram Tschiderer

We examine the state of statistical equilibrium attained by a uniformly forced condensable substance subjected to advection in a periodic domain. In particular, we examine the probability density function (\pdf{}) of the condensable…

Pattern Formation and Solitons · Physics 2007-05-23 Jai Sukhatme , Raymond T. Pierrehumbert

This paper contains two contributions in the study of optimal transport on metric graphs. Firstly, we prove a Benamou-Brenier formula for the Wasserstein distance, which establishes the equivalence of static and dynamical optimal transport.…

Analysis of PDEs · Mathematics 2022-05-02 Matthias Erbar , Dominik Forkert , Jan Maas , Delio Mugnolo

We derive a relation between the dissipation in a stochastic dynamics and the Wasserstein distance. We show that the minimal amount of dissipation required to transform an initial state to a final state during a diffusion process is given…

Statistical Mechanics · Physics 2019-12-19 Andreas Dechant , Yohei Sakurai

A recent solution of the inelastic Boltzmann equation that applies for strong dissipation and takes into account non-equipartition of energy is used to derive an explicit expression for the thermal diffusion factor. This parameter provides…

Statistical Mechanics · Physics 2009-11-11 Vicente Garzo

The present paper concerns a space-time homogenization problem for nonlinear diffusion equations with periodically oscillating (in space and time) coefficients. Main results consist of corrector results (i.e., strong convergences of…

Analysis of PDEs · Mathematics 2022-10-26 Tomoyuki Oka

We study the open system dynamics of a heavy quark in the quark-gluon plasma using a Lindblad master equation. Applying the quantum state diffusion approach by Gisin and Percival, we derive and numerically solve a nonlinear stochastic…

Nuclear Theory · Physics 2018-08-01 Yukinao Akamatsu , Masayuki Asakawa , Shiori Kajimoto , Alexander Rothkopf

The molecular density functional theory of fluids provides an exact theory for computing solvation free energies in implicit solvents. One of the reasons it has not received nearly as much attention as quantum density functional theory for…

Statistical Mechanics · Physics 2019-02-04 David M. Rogers