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Related papers: Diffusion at constant speed in a model phase space

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Starting from a Langevin description of active particles that move with constant speed in infinite two-dimensional space and its corresponding Fokker-Planck equation, we develop a systematic method that allows us to obtain the…

Statistical Mechanics · Physics 2014-05-06 Francisco J. Sevilla , Luis A. Gomez Nava

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

Particles moving along curved trajectories will diffuse if the curvature fluctuates sufficiently in either magnitude or orientation. We consider particles moving at a constant speed with either a fixed or with a Gaussian distributed…

Soft Condensed Matter · Physics 2009-11-10 Andrew D. Rutenberg , Andrew J. Richardson , Claire J. Montgomery

We analyze the dynamics of particles in two dimensions with constant speed and a stochastic switching angle dynamics defined by a correlated dichotomous Markov process (telegraph noise) plus Gaussian white noise. We study various cases of…

Statistical Mechanics · Physics 2012-05-16 Christian Weber , Igor M. Sokolov , Lutz Schimansky-Geier

Mathematically modelling diffusive and advective transport of particles in heterogeneous layered media is important to many applications in computational, biological and medical physics. While deterministic continuum models of such…

Computational Physics · Physics 2024-09-16 Elliot J. Carr

The nonrelativistic standard model for a continuous, one-parameter diffusion process in position space is the Wiener process. As well-known, the Gaussian transition probability density function (PDF) of this process is in conflict with…

Statistical Mechanics · Physics 2008-11-26 Jörn Dunkel , Peter Talkner , Peter Hänggi

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

Lateral diffusion of molecules on surfaces plays a very important role in various biological processes, including lipid transport across the cell membrane, synaptic transmission and other phenomena such as exo- and endocytosis, signal…

Analysis of PDEs · Mathematics 2013-11-12 A. B. Duncan , C. M. Elliott , G. A. Pavliotis , A. M. Stuart

Diffusion of colloidal particles in a complex environment such as polymer networks or biological cells is a topic of high complexity with significant biological and medical relevance. In such situations, the interaction between the…

Statistical Mechanics · Physics 2015-11-10 Andreas M. Menzel

This paper investigates the position (state) distribution of the single step binomial (multi-nomial) process on a discrete state / time grid under the assumption that the velocity process rather than the state process is Markovian. In this…

Mathematical Finance · Quantitative Finance 2014-06-03 Johan GB Beumee , Chris Cormack , Peyman Khorsand , Manish Patel

We formulate a new model for transport in stochastic media with long-range spatial correlations where exponential attenuation (controlling the propagation part of the transport) becomes power law. Direct transmission over optical distance…

Optics · Physics 2021-07-13 Anthony B. Davis , Feng Xu

We study the dynamics of an athermal inertial run-and-tumble particle moving in a shear-thickening medium in $d=1$. The viscosity of the medium is represented by a nonlinear function $f(v)\sim\tan(v)$, while a symmetric dichotomous noise of…

Statistical Mechanics · Physics 2025-08-06 Subhanker Howlader , Sayantan Mondal , Prasenjit Das

Diffusion in an evolving environment is studied by continuos-time Monte Carlo simulations. Diffusion is modelled by continuos-time random walkers on a lattice, in a dynamic environment provided by bubbles between two one-dimensional…

Soft Condensed Matter · Physics 2010-11-22 Janne Juntunen , Juha Merikoski

We investigate the diffusive motion of an overdamped classical particle in a 1D random potential using the mean first-passage time formalism and demonstrate the efficiency of this method in the investigation of the large-time dynamics of…

Superconductivity · Physics 2009-10-31 D. A. Gorokhov , G. Blatter

Generative diffusion models have achieved remarkable success in producing high-quality images. However, these models typically operate in continuous intensity spaces, diffusing independently across pixels and color channels. As a result,…

Graphics · Computer Science 2025-05-20 Javier E. Santos , Agnese Marcato , Roman Colman , Nicholas Lubbers , Yen Ting Lin

The dynamics of a point charged particle which is driven by a uniform external electric field and moves in a medium of elastic scatterers is investigated. Using rudimentary approaches, we reproduce, in one dimension, the known results that…

Statistical Mechanics · Physics 2009-10-28 P. L. Krapivsky , S. Redner

Systems are studied in which transport is possible due to large extension with open boundaries in certain directions but the particles responsible for transport can disappear from it by leaving it in other directions, by chemical reaction…

chao-dyn · Physics 2008-02-03 Z. Kaufmann

The problem of a particle diffusion in a fluctuating scalar field is studied. In contrast to most studies of advection diffusion in random fields we analyze the case where the particle position is also coupled to the dynamics of the field.…

Statistical Mechanics · Physics 2011-12-30 David S. Dean , V. Demery

Consider a particle diffusing in a confined volume which is divided into two equal regions. In one region the diffusion coefficient is twice the value of the diffusion coefficient in the other region. Will the particle spend equal…

Dynamical Systems · Mathematics 2015-06-04 P. F. Tupper , Xin Yang

We consider the diffusion of markers in a layered medium, with the lateral diffusion coefficient being the function of hight. We show that the probability density of the lateral displacements follows one-dimensional Batchelor's equation…

Mesoscale and Nanoscale Physics · Physics 2014-04-28 Eugene B. Postnikov , Igor M. Sokolov
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