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We introduce diffusions on a space of interval partitions of the unit interval that are stationary with the Poisson-Dirichlet laws with parameters $(\alpha,0)$ and $(\alpha,\alpha)$. The construction has two steps. The first is a general…

Probability · Mathematics 2019-10-18 Noah Forman , Soumik Pal , Douglas Rizzolo , Matthias Winkel

This paper concerns the use of the expectation-maximisation (EM) algorithm for inference in partially observed diffusion processes. In this context, a well known problem is that all except a few diffusion processes lack closed-form…

Statistics Theory · Mathematics 2010-08-18 Jimmy Olsson , Jonas Ströjby

In this work, we investigate a numerical procedure for recovering a space-dependent diffusion coefficient in a (sub)diffusion model from the given terminal data, and provide a rigorous numerical analysis of the procedure. By exploiting…

Numerical Analysis · Mathematics 2024-05-20 Bangti Jin , Xiliang Lu , Qimeng Quan , Zhi Zhou

Diffusion in an evolving environment is studied by continuos-time Monte Carlo simulations. Diffusion is modelled by continuos-time random walkers on a lattice, in a dynamic environment provided by bubbles between two one-dimensional…

Soft Condensed Matter · Physics 2010-11-22 Janne Juntunen , Juha Merikoski

We consider a dimer formed by two particles with an attractive contact interaction in one dimension, colliding with a hard wall. We compute the scattering phase shifts and the reflection coefficients for various collision energies and…

Quantum Gases · Physics 2026-03-17 Xican Zhang , Shina Tan

The diffusion equation is the primary tool to study the movement dynamics of a free Brownian particle, but when spatial heterogeneities in the form of permeable interfaces are present, no fundamental equation has been derived. Here we…

Statistical Mechanics · Physics 2022-09-14 Toby Kay , Luca Giuggioli

When particles on a line collide, they may coalesce into one. Such systems arise in the voter model, where boundaries between opinion clusters perform coalescing random walks, and in reaction-diffusion theory, where diffusing particles…

Probability · Mathematics 2026-03-10 Piotr Śniady

Diffusion models have emerged as powerful generative tools with applications in computer vision and scientific machine learning (SciML), where they have been used to solve large-scale probabilistic inverse problems. Traditionally, these…

The possibility of disappearance of the diffuse-intensity peak splitting induced by the Fermi surface (i.e., of coalescence of the intensity maxima) with decreasing temperature is predicted. The underlying mechanism is the compensation of…

Statistical Mechanics · Physics 2009-10-31 Igor Tsatskis

Liquid-gas phase transition in statistical mechanics is a long-standing dilemma not yet well explained. In this paper we propose a novel approach to this dilemma, by: 1). Putting forth a new space homogeneity assumption. 2). Giving a new…

Statistical Mechanics · Physics 2007-05-23 Yuan-Xing Gui

Many nonlinear partial differential equations (PDEs) display a coarsening dynamics, i.e., an emerging pattern whose typical length scale $L$ increases with time. The so-called coarsening exponent $n$ characterizes the time dependence of the…

Pattern Formation and Solitons · Physics 2013-06-11 Matteo Nicoli , Chaouqi Misbah , Paolo Politi

We quantitatively study the interaction between diffusion and mixing in both the continuous, and discrete time setting. In discrete time, we consider a mixing dynamical system interposed with diffusion. In continuous time, we consider the…

Analysis of PDEs · Mathematics 2019-05-22 Yuanyuan Feng , Gautam Iyer

The dynamics of a kicked quantum system undergoing repeated measurements of momentum is investigated. A diffusive behavior is obtained even when the dynamics of the classical counterpart is not chaotic. The diffusion coefficient is…

Quantum Physics · Physics 2009-10-31 P. Facchi , S. Pascazio , A. Scardicchio

Recent investigations call attention to the dynamics of anomalous diffusion and its connection with basic principles of statistical mechanics. We present here a short review of those ideas and their implications.

Statistical Mechanics · Physics 2008-05-05 Mendeli H. Vainstein , Luciano C. Lapas , Fernando A. Oliveira

We analyze here in details the probability to find a given number of particles in a finite volume inside a normal or superfluid finite system. This probability, also known as counting statistics, is obtained using projection operator…

Nuclear Theory · Physics 2020-01-22 Denis Lacroix , Sakir Ayik

In systems which exhibit deterministic diffusion, the gross parameter dependence of the diffusion coefficient can often be understood in terms of random walk models. Provided the decay of correlations is fast enough, one can ignore memory…

Chaotic Dynamics · Physics 2013-02-07 Thomas Gilbert , David P. Sanders

Polymeric nanoparticles (NPs) have a great application potential in science and technology. Their functionality strongly depends on their size. We present a theory for the size of NPs formed by precipitation of polymers into a bad solvent…

Soft Condensed Matter · Physics 2012-11-06 R. Stepanyan , J. G. J. L. Lebouille , J. J. M. Slot , R. Tuinier , M. A. Cohen Stuart

'A basic and basically unsolved problem in fluid dynamics is to determine the evolution of rising bubbles and falling drops of one miscible liquid in another' [1]. Here, we address this important literature gap and present the first theory…

Fluid Dynamics · Physics 2023-05-11 Jan Martin Nordbotten , Endre Joachim Lerheim Mossige

For a system to qualify as a quantum fluid, quantum-statistical effects should operate in addition to quantum-mechanical ones. Here, we address the hitherto unexplored dynamical condition for the quantum-statistical effects to be…

Quantum Physics · Physics 2023-03-21 Alessio Zaccone , Kostya Trachenko

Streamer electrical discharges are often investigated with computer simulations of density models (also called drift-diffusion-reaction models). We review these models, detailing their physical foundations, their range of validity and the…

Plasma Physics · Physics 2011-12-01 Alejandro Luque , Ute Ebert