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We develop a new computational framework to solve the partial differential equations (PDEs) governing the flow of the joint probability density functions (PDFs) in continuous-time stochastic nonlinear systems. The need for computing the…

Optimization and Control · Mathematics 2019-08-08 Kenneth F. Caluya , Abhishek Halder

We study topological transport in the steady state of a quantum particle hopping on a one-dimensional lattice in the presence of dissipation. The model exhibits a rich phase structure, with the average particle velocity in the steady state…

Mesoscale and Nanoscale Physics · Physics 2019-03-27 Michael J. Kastoryano , Mark S. Rudner

The problem of choice of boundary conditions are discussed for the case of numerical integration of the shallow water equations on a substantially irregular relief. In modeling of unsteady surface water flows has a dynamic boundary…

Fluid Dynamics · Physics 2017-09-29 T. A. Dyakonova , S. S. Khrapov , A. V. Khoperskov

We study density fluctuations in supersonic turbulence using both theoretical methods and numerical simulations. A theoretical formulation is developed for the probability distribution function (PDF) of the density at steady state,…

Astrophysics of Galaxies · Physics 2019-09-04 Liubin Pan , Paolo Padoan , Åke Nordlund

We study the asymptotic diffusion processes with (generally nonlocal) open boundaries in one dimension which are exactly solvable by means of the recently developed recursion formula. We investigate the stationary states, which cannot be…

Statistical Mechanics · Physics 2007-05-23 Akira FUJII

Subcritical transition of an inhomogeneous plasma where turbulences with different characteristic space-time scales coexist is analyzed with methods of statistical physics of turbulences. We derived the development equations of the…

Plasma Physics · Physics 2007-05-23 Mitsuhiro Kawasaki , Sanae-I. Itoh , Kimitaka Itoh

We derive general conditions of slip of a fluid on the boundary. Under these conditions the velocity of the fluid on the immovable boundary is a function of the normal and tangential components of the force acting on the surface of the…

Mathematical Physics · Physics 2007-05-23 R. H. W. Hoppe , W. G. Litvinov

Density profiles are the most common measure of inhomogeneous structure in confined fluids, but their connection to transport coefficients is poorly understood. We explore via simulation how tuning particle-wall interactions to flatten or…

Statistical Mechanics · Physics 2008-03-14 Gaurav Goel , William P. Krekelberg , Jeffrey R. Errington , Thomas M. Truskett

Using numerical methods we discuss the effects of open boundary conditions on condensation phenomena in the zero-range process (ZRP) and transport processes with pair-factorized steady states (PFSS), an extended model of the ZRP with…

Statistical Mechanics · Physics 2016-01-18 Hannes Nagel , D. Labavic , Hildegard Meyer-Ortmanns , Wolfhard Janke

We study the probability distribution function (PDF) of the mass density in simulations of supersonic turbulence with properties appropriate for molecular clouds. For this study we use Athena, a new higher-order Godunov code. We find there…

Astrophysics · Physics 2008-09-23 M. Nicole Lemaster , James M. Stone

We investigate the behavior of the magnetic pressure, $b^2$, in fully turbulent MHD flows in ``1+2/3'' dimensions by means of its effect on the probability density function (PDF) of the density field. We start by reviewing our previous…

Astrophysics · Physics 2007-05-23 Enrique Vazquez-Semadeni , Thierry Passot

The normalized probability density function (PDF) of global measures of a large class of highly correlated systems has previously been demonstrated to fall on a single non-Gaussian "universal" curve. We derive the functional form of the…

Statistical Mechanics · Physics 2007-05-23 Sandra Chapman , George Rowlands , Nicholas Watkins

The stationary states of boundary driven zero-range processes in random media with quenched disorder are examined, and the motion of a tagged particle is analyzed. For symmetric transition rates, also known as the random barrier model, the…

Statistical Mechanics · Physics 2009-11-13 Otto Pulkkinen

A method providing optimal estimate of probability density functions (PDFs) from time series is proposed. It allows almost arbitrary resolution PDFs when applied to either, sampled analytic functions or digitized data from experiments. When…

Data Analysis, Statistics and Probability · Physics 2007-05-30 R. Labbé

The probability density is a fundamental quantity for characterizing diffusion processes. However, it is seldom known except in a few renowned cases, including Brownian motion and the Ornstein-Uhlenbeck process and their bridges, geometric…

Mathematical Physics · Physics 2024-03-05 Alain Mazzolo

The accumulation of small particles is analyzed in stationary flows through channels of variable width at small Reynolds number. The combined influence of pressure, viscous drag and thermal fluctuations is described by means of a…

Soft Condensed Matter · Physics 2008-07-09 Michael Schindler , Peter Talkner , Marcin Kostur , Peter Hanggi

We introduce a notion of duality solution for a single or a system of transport equations in spaces of probability measures reminiscent of the viscosity solution notion for nonlinear parabolic equations. Our notion of solution by duality…

Analysis of PDEs · Mathematics 2024-06-05 José A. Carrillo , David Gómez-Castro

Aim of the paper is to study non-local dynamic boundary conditions of reactive-diffusive type for the Laplace equation from analytic and probabilistic point of view. In particular, we provide compact and probabilistic representation of the…

Probability · Mathematics 2024-12-09 Raffaela Capitanelli , Mirko D'Ovidio

Our aim is to analyse special type of boundary conditions, created to simulate flows like in cardiovascular and respiratory systems. Firstly, we will describe model of viscous, incompressible fluid in a domain consisting many inlets and…

Analysis of PDEs · Mathematics 2020-02-11 Kamil Wołos , Przemysław Kosewski

We consider compressible fluid flow on an evolving surface with a piecewise Lipschitz-continuous boundary from an energetic point of view. We employ both an energetic variational approach and the first law of thermodynamics to make a…

Mathematical Physics · Physics 2022-12-20 Hajime Koba
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