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The two-variable Langevin equations, modeling the Brownian motion of a particle moving in a potential and leading to the Maxwell-Boltzmann distribution of the corresponding Fokker-Planck equation, are shown to give rise to types of…

Statistical Mechanics · Physics 2015-08-10 Jiulin Du

Generative diffusion processes are an emerging and effective tool for image and speech generation. In the existing methods, the underline noise distribution of the diffusion process is Gaussian noise. However, fitting distributions with…

Machine Learning · Computer Science 2021-06-17 Eliya Nachmani , Robin San Roman , Lior Wolf

Fickian yet non-Gaussian diffusion is observed in several biological and soft matter systems, yet the underlying mechanisms behind the emergence of non-Gaussianity while retaining a linear mean square displacement remain speculative. Here,…

Soft Condensed Matter · Physics 2020-05-06 Indrani Chakraborty , Yael Roichman

Many complex systems are described by Langevin-type equations in which the noise exhibits long-range correlations and couples to the system in a state-dependent, multiplicative manner, leading to heterogeneous non-Markovian diffusion. Here,…

Statistical Mechanics · Physics 2026-05-13 David Santiago Quevedo , Felipe Segundo Abril-Bermúdez , Cristiane Morais Smith

The propagation of light in a scattering medium is described as the motion of a special kind of a Brownian particle on which the fluctuating forces act only perpendicular to its velocity. This enforces strictly and dynamically the…

Disordered Systems and Neural Networks · Physics 2009-10-31 S. Anantha Ramakrishna , N. Kumar

A system of interacting particles described by stochastic differential equations is considered. As oppopsed to the usual model, where the noise perturbations acting on different particles are independent, here the particles are subject to…

Analysis of PDEs · Mathematics 2016-06-23 Michele Coghi , Franco Flandoli

We use an effective Markovian description to study the long-time behaviour of a nonlinear second order Langevin equation with Gaussian noise. When dissipation is neglected, the energy of the system grows as with time a power-law with an…

Chaotic Dynamics · Physics 2014-12-19 Kirone Mallick

The emerging diffusive dynamics in many complex systems shows a characteristic crossover behaviour from anomalous to normal diffusion which is otherwise fitted by two independent power-laws. A prominent example for a subdiffusive-diffusive…

Statistical Mechanics · Physics 2018-09-26 D. Molina-Garcia , T. Sandev , H. Safdari , G. Pagnini , A. Chechkin , R. Metzler

First passage time experiments were used to explore the effects of low amplitude noise as a source of accelerated phase space diffusion in two-dimensional Hamiltonian systems, and these effects were then compared with the effects of…

Astrophysics · Physics 2009-10-31 Ilya V. Pogorelov , Henry E. Kandrup

A study of the conductance noise in a two-dimensional electron system (2DES) in Si at low temperatures (T) reveals the onset of large, non-Gaussian noise after cooling from an equilibrium state at a high T with a fixed carrier density n_s.…

Strongly Correlated Electrons · Physics 2012-10-31 Ping V. Lin , Xiaoyan Shi , J. Jaroszynski , Dragana Popović

The method of photon distribution function (PDF) is used to study fluctuations of light beams propagating through a turbulent atmosphere. Our analysis concerns the regime of saturated fluctuations. The focus is on the phenomena of beam…

Quantum Physics · Physics 2022-06-07 V. L. Andriichuk , O. O. Chumak , L. A. Derzhypolska , I. V. Matsniev

Experimental measurements of properties of the large-scale circulation (LSC) in turbulent convection of a fluid heated from below in a cylindrical container of aspect ratio one are presented and used to test a model of diffusion in a…

Fluid Dynamics · Physics 2009-11-13 Eric Brown , Guenter Ahlers

Diffusion Models (DMs) are powerful generative models that add Gaussian noise to the data and learn to remove it. We wanted to determine which noise distribution (Gaussian or non-Gaussian) led to better generated data in DMs. Since DMs do…

Machine Learning · Computer Science 2023-04-13 Alexia Jolicoeur-Martineau , Kilian Fatras , Ke Li , Tal Kachman

A simple manner to describe the diffusive relaxation of a colloidal fluid adsorbed in a porous medium is to model the porous medium as a set of spherical particles fixed in space at random positions with prescribed statistical structural…

Reaction diffusion systems describe the behaviour of dynamic, interacting, particulate systems. Quantum stochastic processes generalise Brownian motion and Poisson processes, having operator valued It\^{o} calculus machinery. Here it is…

Mathematical Physics · Physics 2023-05-31 Chris D Greenman

We study the spreading of a quantum-mechanical wavepacket in a one-dimensional tight-binding model with a noisy potential, and analyze the emergence of classical diffusion from the quantum dynamics due to decoherence. We consider a finite…

Quantum Physics · Physics 2015-05-13 Ariel Amir , Yoav Lahini , Hagai B. Perets

We consider stochastic dynamics of a particle on a plane in presence of two noises and a confining parabolic potential - an analog of the experimentally-relevant Brownian Gyrator (BG) model. In contrast to the standard BG model, we suppose…

Statistical Mechanics · Physics 2025-12-16 Timothée Herbeau , Leonid Pastur , Pascal Viot , Gleb Oshanin

In this article we study the trapped motion of a molecule undergoing diffusivity fluctuations inside a harmonic potential. For the same diffusing-diffusivity process, we investigate two possible interpretations. Depending on whether…

Statistical Mechanics · Physics 2023-01-04 Yann Lanoiselée , Aleksander Stanislavsky , Davide Calebiro , Aleksander Weron

We propose a stochastic model for intracellular transport processes associated with the activity of molecular motors. This out-of-equilibrium model, based on a generalized Langevin equation, considers a particle immersed in a viscoelastic…

Biological Physics · Physics 2009-04-15 L. Bruno , M. A. Despósito

We investigate single-particle diffusion in a two-state Langevin model where the friction coefficient randomly switches between low-friction (liquid-like) and high-friction (glassy-like) states. The dynamics are governed by the ratio…

Chemical Physics · Physics 2025-12-03 Fivos Perakis , Takeshi Kawasaki , Shinji Saito