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This paper discusses the fractional diffusion equation forced by a tempered fractional Gaussian noise. The fractional diffusion equation governs the probability density function of the subordinated killed Brownian motion. The tempered…

Numerical Analysis · Mathematics 2020-07-14 Xing Liu , Weihua Deng

Stochastic transport due to a velocity field modeled by the superposition of small-scale divergence free vector fields activated by Fractional Gaussian Noises (FGN) is numerically investigated. We present two non-trivial contributions: the…

Statistical Mechanics · Physics 2025-06-12 Paolo Cifani , Franco Flandoli

Denoising diffusion models have recently emerged as the predominant paradigm for generative modelling on image domains. In addition, their extension to Riemannian manifolds has facilitated a range of applications across the natural…

Machine Learning · Computer Science 2023-11-10 Nic Fishman , Leo Klarner , Emile Mathieu , Michael Hutchinson , Valentin de Bortoli

We present a model for diffusion in a molecularly crowded environment. The model consists of random barriers in percolation network. Random walks in the presence of slowly moving barriers show normal diffusion for long times, but anomalous…

Subcellular Processes · Quantitative Biology 2007-06-06 Dietrich Stauffer , Christian Schulze , Dieter W. Heermann

Langevin diffusion is a powerful method for nonconvex optimization, which enables the escape from local minima by injecting noise into the gradient. In particular, the temperature parameter controlling the noise level gives rise to a…

Machine Learning · Statistics 2020-07-07 Yi Chen , Jinglin Chen , Jing Dong , Jian Peng , Zhaoran Wang

We develop an approach, by calculating the autocorrelation function of spins, to derive the magnetic field gradient induced transverse ($T_2$) relaxation of spins undergoing restricted diffusion. This approach is an extension to the method…

Atomic Physics · Physics 2012-03-20 W. Zheng , H. Gao , J. -G. Liu , Y. Zhang , Q. Ye , C. Swank

We investigate the diffusion of a grain boundary in a crystalline material. We consider in particular the case of a regularly spaced low-angle grain boundary schematized as an array of dislocations that interact with each other through…

Statistical Mechanics · Physics 2007-12-22 F. Leoni , S. Zapperi

Data-driven modeling of non-Markovian dynamics is a recent topic of research with applications in many fields such as climate research, molecular dynamics, biophysics, or wind power modeling. In the frequently used standard Langevin…

Data Analysis, Statistics and Probability · Physics 2022-07-22 Clemens Willers , Oliver Kamps

Viscoelastic subdiffusion governed by a fractional Langevin equation is studied numerically in a random Gaussian environment modeled by stationary Gaussian potentials with decaying spatial correlations. This anomalous diffusion is…

Statistical Mechanics · Physics 2018-11-12 Igor Goychuk

We derive exact Langevin-type equations governing quasispecies dynamics. The inherent multiplicative noise has both real and imaginary parts. The numerical simulation of the underlying complex stochastic partial differential equations is…

Statistical Mechanics · Physics 2007-05-23 David Hochberg , M. -P. Zorzano , Federico Moran

Diffusion Magnetic Resonance Imaging (dMRI) is an imaging technique with exquisite sensitivity to the microstructural properties of heterogeneous media. The conventionally adopted acquisition schemes involving single pulsed field gradients…

Biological Physics · Physics 2023-01-04 Deneb Boito , Cem Yolcu , Evren Özarslan

We investigate a stochastic version of a simple enzymatic reaction which follows the generic Michaelis-Menten kinetics. At sufficiently high concentrations of reacting species, the molecular fluctuations can be approximated as a realization…

Populations and Evolution · Quantitative Biology 2009-11-13 A. Fiasconaro , A. Ochab-Marcinek , B. Spagnolo , E. Gudowska-Nowak

We present a thermal and quantum-mechanical treatment of nuclear rotation using the formalism of static path approximation (SPA) plus random-phase approximation (RPA). Naive perturbation theory fails because of the presence of…

Nuclear Theory · Physics 2008-11-26 K. Kaneko , A. Schiller

The control of interactions among quantum emitters through nanophotonic structures offers significant opportunities for quantum technologies. However, a rigorous theoretical description of the interaction of multiple quantum emitters with…

Quantum Physics · Physics 2026-02-06 Giovanni Miano , Loris Maria Cangemi , Carlo Forestiere

Molecular dynamics (MD) simulation based on Langevin equation has been widely used in the study of structural, thermal properties of matters in difference phases. Normally, the atomic dynamics are described by classical equations of motion…

Mesoscale and Nanoscale Physics · Physics 2018-02-06 Jing-Tao Lü , Bing-Zhong Hu , Per Hedegård , Mads Brandbyge

Traditional theories of the NMR autocorrelation function for intramolecular dipole pairs assume single-exponential decay, yet the calculated autocorrelation of realistic systems display a rich, multi-exponential behavior resulting in…

Brownian particles suspended in disordered crowded environments often exhibit non-Gaussian normal diffusion (NGND), whereby their displacements grow with mean square proportional to the observation time and non-Gaussian statistics. Their…

Statistical Mechanics · Physics 2021-01-19 Qingqing Yin , Yunyun Li , Fabio Marchesoni , Shubhadip Nayak , Pulak Ghosh

We consider a stochastic differential equation for a charged particle in a stochastic magnetic field, known as A-Langevin equation. The solution of the equation is found, and the Lagrange velocity correlation function is calculated in…

Chaotic Dynamics · Physics 2007-05-23 D. Lesnik , S. Gordienko , M. Neuer , K. -H. Spatschek

A canonical algorithm for log-concave sampling is the Langevin Algorithm, aka the Langevin Diffusion run with some discretization stepsize $\eta > 0$. This discretization leads the Langevin Algorithm to have a stationary distribution…

Machine Learning · Statistics 2024-10-22 Jason M. Altschuler , Kunal Talwar

The one-dimensional motion of any number $\cN$ of particles in the field of many independent waves (with strong spatial correlation) is formulated as a second-order system of stochastic differential equations, driven by two Wiener…

Probability · Mathematics 2014-04-10 Yves Elskens , Etienne Pardoux