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We discuss structure-preserving numerical discretizations for repulsive and attractive Euler-Poisson equations that find applications in fluid-plasma and self-gravitation modeling. The scheme is fully discrete and structure preserving in…

Numerical Analysis · Mathematics 2023-05-10 Matthias Maier , John N. Shadid , Ignacio Tomas

We investigate the bounds between normal or anomalous effective diffusion for inertial particles transported by parallel flows. The infrared behavior of the fluid kinetic-energy spectrum, i.e. the possible presence of long-range…

Fluid Dynamics · Physics 2014-07-07 Marco Martins Afonso

We construct a modified Arratia flow with mass and energy conservation. We suppose that particles have a mass obeying the conservation law, and their diffusion is inversely proportional to the mass. Our main result asserts that such a…

Probability · Mathematics 2017-09-28 Vitalii Konarovskyi

Particles in turbulence live complicated lives. It is nonetheless sometimes possible to find order in this complexity. It was proposed in [Falkovich et al., Phys. Rev. Lett. 110, 214502 (2013)] that pairs of Lagrangian tracers at small…

Chaotic Dynamics · Physics 2015-08-04 Anna Frishman , Guido Boffetta , Filippo De Lillo , Alex Liberzon

The transport equation of active motion is generalised to consider time-fractional dynamics for describing the anomalous diffusion of self-propelled particles observed in many different systems. In the present study, we consider an…

Statistical Mechanics · Physics 2023-10-27 Francisco J. Sevilla , Guillermo Chacón-Acosta , Trifce Sandev

We introduce a class of one dimensional deterministic models of energy-volume conserving interfaces. Numerical simulations show that these dynamics are genuinely super-diffusive. We then modify the dynamics by adding a conservative…

Statistical Mechanics · Physics 2015-05-28 Cédric Bernardin , Gabriel Stoltz

We introduce and study a notion of Asymptotic Preserving schemes, related to convergence in distribution, for a class of slow-fast Stochastic Differential Equations. In some examples, crude schemes fail to capture the correct limiting…

Numerical Analysis · Mathematics 2020-11-05 Charles-Edouard Bréhier , Shmuel Rakotonirina-Ricquebourg

We investigate the ensemble and time averaged mean squared displacements for particle diffusion in a simple model for disordered media by assuming that the local diffusivity is both fluctuating in time and has a deterministic average growth…

Statistical Mechanics · Physics 2016-10-05 A. G. Cherstvy , R. Metzler

A physical-mathematical approach to anomalous diffusion may be based on fractional diffusion equations and related random walk models. The fundamental solutions of these equations can be interpreted as probability densities evolving in time…

Statistical Mechanics · Physics 2008-05-27 Rudolf Gorenflo , Francesco Mainardi

This paper is devoted to the analysis of a numerical scheme for the coagulation and fragmentation equation with diffusion in space. A finite volume scheme is developed, based on a conservative formulation of the space nonhomogeneous…

Numerical Analysis · Mathematics 2009-11-13 Francis Filbet

We study the transport properties of a system of active particles moving at constant speed in an heterogeneous two-dimensional space. The spatial heterogeneity is modeled by a random distribution of obstacles, which the active particles…

Biological Physics · Physics 2013-10-23 Oleksandr Chepizhko , Fernando Peruani

A variety of real-world applications are modeled via hyperbolic conservation laws. To account for uncertainties or insufficient measurements, random coefficients may be incorporated. These random fields may depend discontinuously on the…

Numerical Analysis · Mathematics 2021-07-02 Lukas Brencher , Andrea Barth

The way particles interact with turbulent structures, particularly in regions of high vorticity and strain rate, has been investigated in simulations of homogeneous turbulence and in simple flows which have a periodic or persistent…

Fluid Dynamics · Physics 2012-05-28 Michael W. Reeks

A physical-mathematical approach to anomalous diffusion may be based on generalized diffusion equations (containing derivatives of fractional order in space or/and time) and related random walk models. The fundamental solution (for the…

Statistical Mechanics · Physics 2007-09-25 Rudolf Gorenflo , Francesco Mainardi , Daniele Moretti , Gianni Pagnini , Paolo Paradisi

Learning the underlying potential energy of stochastic gradient systems from partial and noisy observations is a fundamental problem arising in physics, chemistry, and data-driven modeling. Classical approaches often rely on direct…

Machine Learning · Computer Science 2026-04-23 Yubin Lu , Xiaofan Li , Chun Liu , Qi Tang , Yiwei Wang

We are interested in the Euler-Maruyama discretization of a stochastic differential equation in dimension $d$ with constant diffusion coefficient and bounded measurable drift coefficient. In the scheme, a randomization of the time variable…

Probability · Mathematics 2020-11-13 Oumaima Bencheikh , Benjamin Jourdain

The mean square displacement and instantaneous diffusion coefficient for different configurations of charged particles in stochastic motion are calculated by numerically solving the associated equations of motion. The method is suitable for…

Statistical Mechanics · Physics 2019-06-26 Gabriela Raluca Mocanu

We propose a unifying theoretical framework for the analysis of first-passage time distributions in two important classes of stochastic processes in which the diffusivity of a particle evolves randomly in time. In the first class of…

Statistical Mechanics · Physics 2019-11-05 D. S. Grebenkov

We propose an interpolation expression using the difference moment (Kolmogorov transient structural function) of the second order as the average characteristic of displacements for identifying the anomalous diffusion in complex processes…

Data Analysis, Statistics and Probability · Physics 2010-08-25 Serge F. Timashev , Yuriy S. Polyakov , Pavel I. Misurkin , Sergey G. Lakeev

In this paper we study the problem of the numerical calculation (by Monte Carlo Methods) of the effective diffusivity for a particle moving in a periodic divergent-free velocity filed, in the limit of vanishing molecular diffusion. In this…

Numerical Analysis · Mathematics 2009-11-13 G. A. Pavliotis , A. M. Stuart , K. C. Zygalakis