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We consider some interacting particle processes with long-range dynamics: the zero-range and exclusion processes with long jumps. We prove that the hydrodynamic limit of these processes corresponds to a (possibly non-linear) fractional heat…

Probability · Mathematics 2009-08-28 M. Jara

Stochastic hydrodynamics is a central tool in the study of first order phase transitions at a fundamental level. Combined with sophisticated free energy models, e.g. as developed in classical Density Functional Theory, complex processes…

Statistical Mechanics · Physics 2025-08-08 James F. Lutsko

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

We present a derivation from first principles of the coupled equations of motion of an active self-diffusiophoretic Janus motor and the hydrodynamic densities of its fluid environment that are nonlinearly displaced from equilibrium. The…

Soft Condensed Matter · Physics 2024-01-05 Bryan Robertson , Jeremy Schofield , Raymond Kapral

Hydrodynamics provides a universal description of interacting quantum field theories at sufficiently long times and wavelengths, but breaks down at scales dependent on microscopic details of the theory. In the vicinity of a quantum critical…

High Energy Physics - Theory · Physics 2021-08-11 Daniel Arean , Richard A. Davison , Blaise Goutéraux , Kenta Suzuki

We examine the behavior of $n$ Brownian particles diffusing on the real line with bounded, measurable drift and bounded, piecewise continuous diffusion coefficients that depend on the current configuration of particles. Sufficient…

Probability · Mathematics 2010-10-19 Tomoyuki Ichiba , Ioannis Karatzas

We present a new method of deriving a boundary condition at a thin membrane for diffusion from experimental data. Based on experimental results obtained for normal diffusion of ethanol in water, we show that the derived boundary condition…

Statistical Mechanics · Physics 2017-07-12 Tadeusz Kosztołowicz , Sławomir Wąsik , Katarzyna D. Lewandowska

In this article, we consider the ABC model in contact with slow/fast reservoirs. In this model, there is at most one particle per site, which can be of type $\alpha\in\{A,B,C\}$ and particles exchange positions in the discrete set of points…

Probability · Mathematics 2022-05-24 Patricia Gonçalves , Ricardo Misturini , Alessandra Occelli

Multiscale modelling aims to systematically construct macroscale models of materials with fine microscale structure. However, macroscale boundary conditions are typically not systematically derived, but rely on heuristic arguments,…

Dynamical Systems · Mathematics 2019-11-18 Chen Chen , A. J. Roberts , J. E. Bunder

We propose a Langevin equation for systems in an environment with nonuniform temperature. At odds with an older proposal, ours admits a locally Maxwellian steady state, local equipartition holds and for detailed-balanced (reversible)…

Statistical Mechanics · Physics 2015-06-12 Matteo Polettini

We discuss the dynamics and thermodynamics of systems with long-range interactions. We contrast the microcanonical description of an isolated Hamiltonian system to the canonical description of a stochastically forced Brownian system. We…

Statistical Mechanics · Physics 2009-11-10 Pierre-Henri Chavanis

Various origins of linear and nonlinear Schrodinger equations are discussed in connection with diffusion, hydrodynamics, and fractal structure. The treatment is mainly expository, emphasizing the quantum potential, with a few new…

Quantum Physics · Physics 2007-05-23 Robert Carroll

In this work, we study the dynamics of a single active Brownian particle, as well as the collective behavior of interacting active Brownian particles, in a fluctuating heterogeneous environment. We employ a variant of the diffusing…

Soft Condensed Matter · Physics 2022-01-05 S. M. J. Khadem , N. H. Siboni , S. H. L. Klapp

This is a review of statistical inference methodology for stochastic differential equations driven by fractional Brownian motion, otherwise called fractional diffusions. The first section reviews the theory needed to rigorously define them.…

Probability · Mathematics 2026-04-07 Pablo Ramses Alonso-Martin , Horatio Boedihardjo , Anastasia Papavasiliou

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 present a method of deriving two boundary conditions at a thin membrane for diffusion from experimental data. This method can be really useful in complex membrane systems in which we do not know mechanisms of processes occurring within…

Statistical Mechanics · Physics 2018-08-01 Katarzyna D. Lewandowska , Tadeusz Kosztołowicz

We investigate the Brownian diffusion of particles in one spatial dimension and in the presence of finite regions within which particles can either evaporate or be reset to a given location. For open boundary conditions, we highlight the…

Statistical Mechanics · Physics 2020-11-04 Gennaro Tucci , Andrea Gambassi , Shamik Gupta , Édgar Roldán

We consider a spatially homogeneous advection-diffusion equation in which the diffusion tensor and drift velocity are time-independent, but otherwise general. We derive asymptotic expressions, valid at large distances from a steady point…

Chaotic Dynamics · Physics 2015-05-20 John Grant , Michael Wilkinson

We study a nonlocal diffusion operator in a bounded smooth domain prescribing the flux through the boundary. This problem may be seen as a generalization of the usual Neumann problem for the heat equation. First, we prove existence,…

Analysis of PDEs · Mathematics 2007-05-23 C. Cortazar , M. Elgueta , J. D. Rossi , N. Wolanski

The dynamics of a tracer molecule near a fluid membrane is investigated, with particular emphasis given to the interplay between the instantaneous position of the particle and membrane fluctuations. It is found that hydrodynamic…

Soft Condensed Matter · Physics 2009-11-11 Thomas Bickel
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