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The narrow escape problem concerns the time needed for a diffusing particle to exit a confining domain through a small hole in the boundary. While this problem is now well-understood, determining the escape time for a particle that must…

Statistical Mechanics · Physics 2026-02-26 Victorya Richardson , Yick Hin Ling , Sean D Lawley

A multiscale analysis of 1D stochastic bistable reaction-diffusion equations with additive noise is carried out w.r.t. travelling waves within the variational approach to stochastic partial differential equations. It is shown with explicit…

Probability · Mathematics 2019-02-11 Jennifer Krüger , Wilhelm Stannat

At the macroscopic scale, many important models of collective motion fall into the class of kinematic flows for which both velocity and diffusion terms depend only on particle density. When total particle numbers are fixed and finite,…

Adaptation and Self-Organizing Systems · Physics 2022-04-12 Jeremy Worsfold , Tim Rogers , Paul Milewski

In this paper we consider a diffusion process obtained as a small random perturbation of a dynamical system attracted to a stable equilibrium point. The drift and the diffusive perturbation are assumed to evolve slowly in time. We describe…

Probability · Mathematics 2016-10-23 Mark Freidlin , Leonid Koralov

We consider the problem of simulating diffusion bridges, which are diffusion processes that are conditioned to initialize and terminate at two given states. The simulation of diffusion bridges has applications in diverse scientific fields…

Computation · Statistics 2025-06-19 Jeremy Heng , Valentin De Bortoli , Arnaud Doucet , James Thornton

The two-dimensional backward-facing step flow is a canonical example of noise amplifier flow: global linear stability analysis predicts that it is stable, but perturbations can undergo large amplification in space and time as a result of…

Fluid Dynamics · Physics 2014-12-05 Edouard Boujo , François Gallaire

The problem of a diffusing particle moving among diffusing traps is analyzed in general space dimension d. We consider the case where the traps are initially randomly distributed in space, with uniform density rho, and derive upper and…

Statistical Mechanics · Physics 2009-11-07 R. A. Blythe , A. J. Bray

The space-time dynamics of rigid inhomogeneities (inclusions) free to move in a randomly fluctuating fluid bio-membrane is derived and numerically simulated as a function of the membrane shape changes. Both vertically placed (embedded)…

Computational Physics · Physics 2007-05-23 H. Rafii-Tabar , H. R. Sepangi

What is the probability that a macroscopic void will spontaneously arise, at a specified time T, in an initially homogeneous gas? We address this question for diffusive lattice gases, and also determine the most probable density history…

Statistical Mechanics · Physics 2015-06-11 P. L. Krapivsky , Baruch Meerson , Pavel V. Sasorov

Lubrication theory is broadly applicable to the flow characterization of thin fluid films and the motion of particles near surfaces. We offer an extension to lubrication theory by starting with Stokes equations and considering higher-order…

Fluid Dynamics · Physics 2017-01-30 Behrouz Tavakol , Guillaume Froehlicher , Douglas P. Holmes , Howard A. Stone

We consider a diffusion process under a local weak H\"{o}rmander condition on the coefficients. We find Gaussian estimates for the density in short time and exponential lower and upper bounds for the probability that the diffusion remains…

Probability · Mathematics 2016-10-12 Paolo Pigato

We have developed a theory of air leakage at interfaces between two elastic solids with application to suction cups in contact with randomly rough surfaces. We present an equation for the airflow in narrow constrictions which interpolate…

Soft Condensed Matter · Physics 2019-06-05 A. Tiwari , B. N. J. Persson

Stochasticity is a defining feature of the pairwise forces governing interactions in biological systems-from molecular motors to cell-cell adhesion-yet its consequences on large-scale dynamics remain poorly understood. Here, we show that…

Soft Condensed Matter · Physics 2025-08-27 Henry Alston , Raphael Voituriez , Thibault Bertrand

The effects of chaotic advection and diffusion on fast chemical reactions in two-dimensional fluid flows are investigated using experimentally measured stretching fields and fluorescent monitoring of the local concentration. Flow symmetry,…

Fluid Dynamics · Physics 2009-11-13 P. E. Arratia , J. P. Gollub

Two-phase flow of two Newtonian incompressible viscous fluids with a soluble surfactant and different densities of the fluids can be modeled within the diffuse interface approach. We consider a Navier-Stokes/Cahn-Hilliard type system…

Analysis of PDEs · Mathematics 2017-10-10 Helmut Abels , Harald Garcke , Josef Weber

This work presents a comprehensive framework for enhanced diffusion modeling in fluid-structure interactions by combining the Immersed Boundary Method (IBM) with stochastic trajectories and high-order spectral boundary conditions. Using…

Analysis of PDEs · Mathematics 2024-10-31 Rômulo Damasclin Chaves dos Santos , Jorge Henrique de Oliveira Sales

Stochastic diffusion is the noisy and uncertain process through which dynamics like epidemics, or agents like animal species, disperse over a larger area. Understanding these processes is becoming increasingly important as we attempt to…

We reconsider the dynamics of stochastic or thermal tunneling in theories like Dirac-Born-Infeld inflation that have non-minimal kinetic terms and, as a result, strongly non-Gaussian perturbations. We first describe a local description of…

High Energy Physics - Theory · Physics 2011-04-14 Andrew J. Tolley , Mark Wyman

We investigate the influence of a stochastically fluctuating step-barrier potential on bimolecular reaction rates by exact analytical theory and stochastic simulations. We demonstrate that the system exhibits a new resonant reaction…

Chemical Physics · Physics 2016-03-23 Jakob J. Kolb , Stefano Angioletti-Uberti , Joachim Dzubiella

In the study of gas dynamics, theoretical modeling and numerical simulation are mostly set up with deterministic settings. Given the coarse-grained modeling in theories of fluids, considerable uncertainties may exist between flow-field…

Computational Physics · Physics 2020-08-07 Tianbai Xiao
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