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We prove an averaging principle which asserts convergence of diffusion processes on domains separated by semi-permeable membranes, when diffusion coefficients tend to infinity while the flux through the membranes remains constant. In the…

Functional Analysis · Mathematics 2019-08-08 Adam Bobrowski , Bogdan Kazmierczak , Markus Kunze

Recent works have derived and proven the large-population mean-field limit for several classes of particle-based stochastic reaction-diffusion (PBSRD) models. These limits correspond to systems of partial integral-differential equations…

Probability · Mathematics 2023-10-16 Max Heldman , Samuel Isaacson , Jingwei Ma , Konstantinos Spiliopoulos

We give a brief review of violations of the fluctuation-dissipation theorem (FDT) in out-of-equilibrium systems; in mean field scenarios the corresponding fluctuation-dissipation (FD) plots can, in the limit of long times, be used to define…

Statistical Mechanics · Physics 2007-05-23 P Sollich , S Fielding , P Mayer

We present a finite element discretization of a non-linear diffusion equation used in the field of critical phenomena and, more recently, in the context of Dynamic Density Functional Theory. The discretized equation preserves the structure…

Statistical Mechanics · Physics 2015-06-23 J. A. de la Torre , Pep Español , Aleksandar Donev

We present and analyze a new derivation of the meso-level behavior of a discrete microscopic model of heat transfer. This construction is based on the principle of dynamic consistency. Our work reproduces and corrects, when needed, all the…

Dynamical Systems · Mathematics 2023-01-18 Ronald E. Mickens , Talitha Washington

Diffusion models have become the de facto framework for generating new datasets. The core of these models lies in the ability to reverse a diffusion process in time. The goal of this manuscript is to explain, from a PDE perspective, how…

Probability · Mathematics 2025-01-29 Fei Cao , Kimball Johnston , Thomas Laurent , Justin Le , Sébastien Motsch

It is shown that the characteristics of the mesoscopic fluctuations in the conventional quantum-diffusion model and the model of the non-coherent (`classical') diffusion in media with long-range correlated disorder are quite similar in the…

Condensed Matter · Physics 2007-05-23 Igor V. Lerner

Liquid-gas phase coexistence in a boundary-driven diffusive system is studied by analyzing fluctuating hydrodynamics of a density field defined on a one-dimensional lattice with a space interval $\Lambda$. When an interface width $\ell$ is…

Statistical Mechanics · Physics 2024-11-28 Shin-ichi Sasa , Naoko Nakagawa

In this paper, we establish a moderate deviation principle for an abstract nonlinear equation forced by random noise of L\'evy type. This type of equation covers many hydrodynamical models, including stochastic 2D Navier-Stokes equations,…

Probability · Mathematics 2025-02-12 Yue Li , Shijie Shang

We expand on a previous study of fronts in finite particle number reaction-diffusion systems in the presence of a reaction rate gradient in the direction of the front motion. We study the system via reaction-diffusion equations, using the…

Statistical Mechanics · Physics 2009-11-11 Elisheva Cohen , David A. Kessler , Herbert Levine

We consider the superposition of a symmetric simple exclusion dynamics, speeded-up in time, with a spin-flip dynamics in a one-dimensional interval with periodic boundary conditions. We prove the large deviations principle for the empirical…

Probability · Mathematics 2018-05-01 Jonathan Farfan , Claudio Landim , Kenkichi Tsunoda

We extend recent results on the exact hydrodynamics of a system of diffusive active particles displaying a motility-induced phase separation to account for typical fluctuations of the dynamical fields. By calculating correlation functions…

Statistical Mechanics · Physics 2021-08-26 Tal Agranov , Sunghan Ro , Yariv Kafri , Vivien Lecomte

We investigate a boundary-driven Ginzburg-Landau dynamics with long-range interactions. In the hydrodynamic limit, the macroscopic evolution is governed by a fractional heat equation with Dirichlet boundary conditions, while the…

Probability · Mathematics 2026-03-30 Cedric Bernardin , Patricia Gonçalves , João Pedro Mangi

In this paper, we develop a modified nonlinear dynamic diffusion (DD) finite element method for convection-diffusion-reaction equations. This method is free of stabilization parameters and is capable of precluding spurious oscillations. We…

Numerical Analysis · Mathematics 2025-03-11 Shaohong Du , Qianqian Hou , Xiaoping Xie

We develop an interpretation of the off-equilibrium dynamical solution of mean-field glassy models in terms of quasi-equilibrium concepts. We show that the relaxation of the "thermoremanent magnetization" follows a generalized version of…

Disordered Systems and Neural Networks · Physics 2009-10-31 S. Franz , M. A. Virasoro

The fluctuation-dissipation-theorem connects equilibrium to mildly (linearly) perturbed situations in a thermodynamic manner: It involves the observable of interest and the entropy production caused by the perturbation. We derive a relation…

Statistical Mechanics · Physics 2021-03-24 Tristan Holsten , Matthias Krüger

Understanding how systems respond to external perturbations is a fundamental challenge in physics, particularly for non-equilibrium and non-stationary processes. The fluctuation-dissipation theorem provides a complete framework for…

Statistical Mechanics · Physics 2026-05-06 Jiming Zheng , Zhiyue Lu

In this paper, we consider moderate deviations for Good's coverage estimator. The moderate deviation principle and the self-normalized moderate deviation principle for Good's coverage estimator are established. The results are also applied…

Statistics Theory · Mathematics 2013-05-10 Fuqing Gao

A reaction-kinetic model for a two-species gas mixture undergoing pair generation and recombination reactions is considered on a flat torus. For dominant scattering with a non-moving constant-temperature background the macroscopic limit to…

Analysis of PDEs · Mathematics 2023-08-07 Gianluca Favre , Marlies Pirner , Christian Schmeiser

We discuss application of methods from the Kraichnan model of turbulent advection to the study of non-equilibrium concentration fluctuations arising during diffusion in liquid mixtures at high Schmidt numbers. This approach treats nonlinear…

Statistical Mechanics · Physics 2022-10-18 Gregory Eyink , Amir Jafari