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We analyze the low temperature asymptotics of the quasi-stationary distribution associated with the overdamped Langevin dynamics (a.k.a. the Einstein-Smoluchowski diffusion equation) in a bounded domain. This analysis is useful to…

Analysis of PDEs · Mathematics 2016-01-20 Tony Lelièvre , Francis Nier

We study heat conduction in a one-dimensional {finite}, unpinned chain of atoms perturbed by stochastic momentum exchange and coupled to Langevin heat baths at {possibly} distinct temperatures placed at the endpoints of the chain. While…

Mathematical Physics · Physics 2025-12-05 Tomasz Komorowski , Stefano Olla

The reduction of high-dimensional systems to effective models on a smaller set of variables is an essential task in many areas of science. For stochastic dynamics governed by diffusion processes, a general procedure to find effective…

Dynamical Systems · Mathematics 2020-12-15 Feliks Nüske , Péter Koltai , Lorenzo Boninsegna , Cecilia Clementi

We consider optimization of the average entropy production in inhomogeneous temperature environments within the framework of stochastic thermodynamics. For systems modeled by Langevin equations (e.g. a colloidal particle in a heat bath) it…

Statistical Mechanics · Physics 2013-03-14 Stefano Bo , Erik Aurell , Ralf Eichhorn , Antonio Celani

Constrained diffusions in convex polyhedral domains with a general oblique reflection field, and with a diffusion coefficient scaled by a small parameter, are considered. Using an interior Dirichlet heat kernel lower bound estimate for…

Probability · Mathematics 2013-08-19 Amarjit Budhiraja , Zhen-Qing Chen

Overdamped Langevin dynamics are reversible stochastic differential equations which are commonly used to sample probability measures in high-dimensional spaces, such as the ones appearing in computational statistical physics and Bayesian…

Numerical Analysis · Mathematics 2025-02-10 Tony Lelièvre , Grigorios A. Pavliotis , Geneviève Robin , Régis Santet , Gabriel Stoltz

Let $U_h:\mathbb R^{d}\to \mathbb R^{d}$ be a smooth vector field and consider the associated overdamped Langevin equation $$dX_t=-U_h(X_t)\,dt+\sqrt{2h}\,dB_t$$ in the low temperature regime $h\rightarrow 0$. In this work, we study the…

Spectral Theory · Mathematics 2020-11-25 Dorian Le Peutrec , Laurent Michel

We exhibit a large class of Lyapunov functionals for nonlinear drift-diffusion equations with non-homogeneous Dirichlet boundary conditions. These are generalizations of large deviation functionals for underlying stochastic many-particle…

Analysis of PDEs · Mathematics 2015-06-16 T. Bodineau , J. L. Lebowitz , C. Mouhot , C. Villani

This article studies, both theoretically and numerically, a nonlinear drift-diffusion equation describing a gas of fermions in the zero-temperature limit. The equation is considered on a bounded domain whose boundary is divided into an…

Analysis of PDEs · Mathematics 2020-06-05 Luigi Barletti , Francesco Salvarani

In this work, we introduce a new difference equation which is discrete analogue of Diffusion differential equation and analyze some essential spectral properties, Diffusion difference operator is self-adjoint, eigenvalues of this problem…

Spectral Theory · Mathematics 2017-05-03 Erdal Bas , Ramazan Ozarslan

We generalize nonlinear Luttinger liquid theory to describe the dynamics of one-dimensional quantum critical systems at low temperatures. Analyzing density-matrix renormalization group results for the spin autocorrelation function in the…

Strongly Correlated Electrons · Physics 2015-10-06 C. Karrasch , R. G. Pereira , J. Sirker

We investigate entropy production in the small-mass (or overdamped) limit of Langevin-Kramers dynamics. The results generalize previous works to provide a rigorous derivation that covers systems with magnetic field as well as anisotropic…

Mathematical Physics · Physics 2018-10-17 Jeremiah Birrell

We give large-time asymptotic estimates, both in uniform and $L^1$ norms, for solutions of the Dirichlet heat equation in the complement of a bounded open set of $\mathbb{R}^d$ satisfying certain technical assumptions. We always assume that…

Analysis of PDEs · Mathematics 2025-03-04 José A. Cañizo , Alejandro Gárriz , Fernando Quirós

We propose a class of nonlocal diffusion systems on time-varying domains, and fully characterize their asymptotic dynamics in the asymptotically fixed, time-periodic and unbounded cases. The kernel is not necessarily symmetric or compactly…

Analysis of PDEs · Mathematics 2025-02-11 Xiandong Lin , Hailong Ye , Xiao-Qiang Zhao

While the ability to measure low temperatures accurately in quantum systems is important in a wide range of experiments, the possibilities and the fundamental limits of quantum thermometry are not yet fully understood theoretically. Here we…

Quantum Physics · Physics 2019-07-10 Patrick P. Potts , Jonatan Bohr Brask , Nicolas Brunner

In this paper, we study large-time asymptotics for heat and fractional heat equations in two discrete settings: the full lattice \(\mathbb Z^d\) and finite connected subgraphs with Dirichlet boundary condition. These results provide a…

Analysis of PDEs · Mathematics 2026-02-19 Rui Chen , Bo Li

We study the long-time dynamics of the nonlinear processes modeled by diffusion-transport partial differential equations in non-divergence form with drifts. The solutions are subject to some inhomogeneous Dirichlet boundary condition.…

Analysis of PDEs · Mathematics 2026-02-11 Luan Hoang , Akif Ibragimov

We study the Langevin dynamics of a dipole diffusing in a random electrical field E derived from a quenched Gaussian potential. We show that in a suitable adiabatic limit (where the dynamics of the dipole moment is much faster than the…

Disordered Systems and Neural Networks · Physics 2015-05-13 Clement Touya , David S. Dean , Clement Sire

We consider a heat problem with discontinuous diffusion coefficientsand discontinuous transmission boundary conditions with a resistancecoefficient. For all compact $(\epsilon,\delta)$-domains $\Omega\subset\mathbb{R}^n$ with a $d$-set…

Analysis of PDEs · Mathematics 2015-09-08 Claude Bardos , Denis Grebenkov , Anna Rozanova-Pierrat

In this paper, we study the diffusive limit of the steady state radiative heat transfer system for non-homogeneous Dirichlet boundary conditions in a bounded domain with flat boundaries. A composite approximate solution is constructed using…

Analysis of PDEs · Mathematics 2022-11-01 Mohamed Ghattassi , Xiaokai Huo , Nader Masmoudi
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