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We consider systems of particles hopping stochastically on $d$-dimensional lattices with space-dependent probabilities. We map the master equation onto an evolution equation in a Fock space where the dynamics are given by a quantum…

Condensed Matter · Physics 2007-05-23 Gunter Schuetz , Sven Sandow

We study the spread of a quantum-mechanical wavepacket in a noisy environment, modeled using a tight-binding Hamiltonian. Despite the coherent dynamics, the fluctuating environment may give rise to diffusive behavior. When correlations…

Statistical Mechanics · Physics 2019-07-29 Nisarga Paul , Ariel Amir

Fractional Brownian motion, a stochastic process with long-time correlations between its increments, is a prototypical model for anomalous diffusion. We analyze fractional Brownian motion in the presence of a reflecting wall by means of…

Statistical Mechanics · Physics 2018-02-21 Alexander H. O. Wada , Thomas Vojta

Long-time tails, or algebraic decay of time-correlation functions, have long been known to exist both in many-body systems and in models of non-interacting particles in the presence of quenched disorder that are often referred to as Lorentz…

Disordered Systems and Neural Networks · Physics 2024-11-14 T. R. Kirkpatrick , D. Belitz

We suggest a method to compute approximations to temporal correlation functions of few-body observables in chaotic many-body systems in the thermodynamic limit based on the respective Lanczos coefficients. Given the knowledge of these…

Statistical Mechanics · Physics 2025-12-18 Merlin Füllgraf , Jiaozi Wang , Robin Steinigeweg , Jochen Gemmer

We study reinforcement learning for controlled diffusion processes with unbounded continuous state spaces, bounded continuous actions, and polynomially growing rewards: settings that arise naturally in finance, economics, and operations…

Machine Learning · Computer Science 2025-12-18 Hanqing Jin , Renyuan Xu , Yanzhao Yang

World models aim to predict plausible futures consistent with past observations, a capability central to planning and decision-making in reinforcement learning. Yet, existing architectures face a fundamental memory trade-off: transformers…

Machine Learning · Computer Science 2026-05-20 Sebastian Stapf , Pablo Acuaviva Huertos , Aram Davtyan , Paolo Favaro

The coupling between advection and diffusion in position space can often lead to enhanced mass transport compared to diffusion without flow. An important framework used to characterize the long-time diffusive transport in position space is…

Fluid Dynamics · Physics 2024-10-10 Zhiwei Peng

The behavior of the self diffusion constant of Langevin particles interacting via a pairwise interaction is considered. The diffusion constant is calculated approximately within a perturbation theory in the potential strength about the bare…

Soft Condensed Matter · Physics 2009-11-10 D. S. Dean , A. Lefèvre

Diffusion processes have been widely used for approximations in the queueing theory. There are different types of diffusion approximations. Among them, we are interested in those obtained through limits of a sequence of models which…

Probability · Mathematics 2015-01-20 Masakiyo Miyazawa

A system of interacting Brownian particles subject to short-range repulsive potentials is considered. A continuum description in the form of a nonlinear diffusion equation is derived systematically in the dilute limit using the method of…

Statistical Mechanics · Physics 2017-10-12 Maria Bruna , S. Jonathan Chapman , Martin Robinson

We consider a reaction-diffusion system where some components react and diffuse on the boundary of a region, while other components diffuse in the interior and react with those on the boundary through mass transport. We establish criteria…

Analysis of PDEs · Mathematics 2015-12-31 Vandana Sharma , Jeff Morgan

The scaling invariance for chaotic orbits near a transition from unlimited to limited diffusion in a dissipative standard mapping is explained via the analytical solution of the diffusion equation. It gives the probability of observing a…

Chaotic Dynamics · Physics 2020-12-02 Edson D. Leonel , Celia Mayumi Kuwana , Makoto Yoshida , Juliano Antonio de Oliveira

The particle diffusion in a fluid is a classical topic that dates back to more than one century ago. However, a full solution to this issue still lacks. In this work the velocity autocorrelation function and the diffusion constant are…

Fluid Dynamics · Physics 2016-08-03 Hanqing Zhao , Hong Zhao

We study reversible deterministic dynamics of classical charged particles on a lattice with hard-core interaction. It is rigorously shown that the system exhibits three types of transport phenomena, ranging from ballistic, through diffusive…

Statistical Mechanics · Physics 2017-09-19 Marko Medenjak , Katja Klobas , Tomaz Prosen

In this paper, we numerically address the inverse problem of identifying a time-dependent coefficient in the time-fractional diffusion equation. An a priori estimate is established to ensure uniqueness and stability of the solution. A fully…

Numerical Analysis · Mathematics 2026-01-27 Arshyn Altybay

Based on the generalized Langevin equation for the momentum of a Brownian particle a generalized asymptotic Einstein relation is derived. It agrees with the well-known Einstein relation in the case of normal diffusion but continues to hold…

Soft Condensed Matter · Physics 2015-06-23 Hyun Kyung Shin , Bongsik Choi , Peter Talkner , Eok Kyun Lee

A system of degenerate drift-diffusion equations for the electron, hole, and oxygen vacancy densities, coupled to the Poisson equation for the electric potential, is analyzed in a three-dimensional bounded domain with mixed…

Analysis of PDEs · Mathematics 2023-11-29 Ansgar Jüngel , Martin Vetter

A frequency-based omni-temporal dispersion theory is developed to capture the transient interplay between diffusion, advection, and reaction during solute transport through porous media. Unlike classical asymptotic dispersion theories,…

Fluid Dynamics · Physics 2026-05-19 Md Abdul Hamid , Kyle C. Smith

We report the results of calculation of diffusion coefficients for Lennard-Jones liquids, based on the idea of time-scale invariance of relaxation processes in liquids. The results were compared with the molecular dynamics data for…

Disordered Systems and Neural Networks · Physics 2007-05-23 Renat M. Yulmetyev , Anatolii V. Mokshin , Peter Hänggi