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The mechanism of diffusing diffusivity predicts that, in environments where the diffusivity changes gradually, the displacement distribution becomes non-Gaussian, even though the mean-squared displacement (MSD) grows linearly with time.…

Statistical Mechanics · Physics 2017-10-18 Mpumelelo Matse , Mykyta V. Chubynsky , John Bechhoefer

We computationally study the flow of Newtonian fluids through sinusoidal expansion-contraction microchannels at low Reynolds number. We first use a perturbation method to analytically derive series solutions for the stream function and…

Continuous-time random walks offer powerful coarse-grained descriptions of transport processes. We here microscopically derive such a model for a Brownian particle diffusing in a deep periodic potential. We determine both the waiting-time…

Statistical Mechanics · Physics 2019-08-21 Andreas Dechant , Farina Kindermann , Artur Widera , Eric Lutz

We report the investigation of the dynamic conductance fluctuation of disordered mesoscopic conductors including 1D, 2D and quantum dot systems. Our numerical results show that in the quasi-ballistic regime the average emittance is negative…

Disordered Systems and Neural Networks · Physics 2009-11-13 Wei Ren , Fuming Xu , Jian Wang

We consider a classic two-state switching diffusion model from a single-particle tracking perspective. The mean and the variance of the time-averaged mean square displacement (TAMSD) are computed exactly. When the measurement time (i.e.,…

Statistical Mechanics · Physics 2019-11-05 Denis S. Grebenkov

The probability distribution function (PDF) of the mass surface density is an essential characteristic of the structure of molecular clouds or the interstellar medium in general. Observations of the PDF of molecular clouds indicate a…

Astrophysics of Galaxies · Physics 2015-06-18 Joerg Fischera

We investigate, by numerical simulation, the path probability of non dissipative mechanical systems undergoing stochastic motion. The aim is to search for the relationship between this probability and the usual mechanical action. The model…

Statistical Mechanics · Physics 2015-06-17 T. L. Lin , R. Wang , W. P. Bi , A. El Kaabouchi , C. Pujos , F. Calvayrac , Q. A. Wang

When random walks on a square lattice are biased horizontally to move solely to the right, the probability distribution of their algebraic area can be exactly obtained. We explicitly map this biased classical random system on a non…

Statistical Mechanics · Physics 2015-06-17 Sergey Matveenko , Stephane Ouvry

Variable-range hopping conductivity has long been understood in terms of a canonical prescription for relating the single-particle density of states to the temperature-dependent conductivity. Here we demonstrate that this prescription…

Disordered Systems and Neural Networks · Physics 2016-09-01 Tianran Chen , Brian Skinner

Probabilistic analysis for metric optimization problems has mostly been conducted on random Euclidean instances, but little is known about metric instances drawn from distributions other than the Euclidean. This motivates our study of…

Data Structures and Algorithms · Computer Science 2014-05-26 Karl Bringmann , Christian Engels , Bodo Manthey , B. V. Raghavendra Rao

We present a new method to compute the first crossing distribution in excursion set theory for the case of correlated random walks. We use a combination of the path integral formalism of Maggiore & Riotto, and the integral equation solution…

Cosmology and Nongalactic Astrophysics · Physics 2014-02-18 Arya Farahi , Andrew J. Benson

We propose a mesoscopic modeling framework for optimal transportation networks with biological applications. The network is described in terms of a joint probability measure on the phase space of tensor-valued conductivity and position in…

Analysis of PDEs · Mathematics 2024-01-23 Jan Haskovec , Peter Markowich , Simone Portaro

Macroscopic mechanical properties of polymers are determined by their microscopic molecular chain distribution. Due to randomness of these molecular chains, probability theory has been used to find their micro-states and energy…

Statistical Mechanics · Physics 2023-08-23 Lixiang Yang

By Girsanov's thoerem and using the existing log-Harnack inequality for distribution independent SDEs, the log-Harnack inequality is derived for path-distribution dependent stochastic Hamiltonian systems. As an application, the exponential…

Probability · Mathematics 2023-03-29 Xing Huang , Wujun Lv

Diffusion of electrons in a two-dimensional system with time-dependent random potentials is investigated numerically. The correction to the conductivity due to inelastic scatterings by oscillating potentials is shown to be a universal…

Disordered Systems and Neural Networks · Physics 2016-08-31 Takeshi Nakanishi , Tomi Ohtsuki , Tohru Kawarabayashi

The sampling of the configuration space in diffusion Monte Carlo (DMC) is done using walkers moving randomly. In a previous work on the Hubbard model [\href{https://doi.org/10.1103/PhysRevB.60.2299}{Assaraf et al.~Phys.~Rev.~B \textbf{60},…

Strongly Correlated Electrons · Physics 2023-01-19 Roland Assaraf , Emmanuel Giner , Vijay Gopal Chilkuri , Pierre-François Loos , Anthony Scemama , Michel Caffarel

Master equations are common descriptions of mesoscopic systems. Analytical solutions to these equations can rarely be obtained. We here derive an analytical approximation of the time-dependent probability distribution of the master equation…

Statistical Mechanics · Physics 2015-10-05 Philipp Thomas , Ramon Grima

We consider the mean distribution functions Phi(r|l), Phi(B)(r|l), and Phi(S)(r|l), giving the probability that two sites on the incipient percolation cluster, on its backbone and on its skeleton, respectively, connected by a shortest path…

Statistical Mechanics · Physics 2009-10-31 Markus Porto , Shlomo Havlin , H. Eduardo Roman , Armin Bunde

Using a modification of the Shapiro approach, we introduce the two-parameter family of conductance distributions W(g), defined by simple differential equations, which are in the one-to-one correspondence with conductance distributions for…

Disordered Systems and Neural Networks · Physics 2017-08-02 I. M. Suslov

The Fourier-Bessel expansion of a function on a circular disc yields a simple series representation for the end-to-end probability distribution function w(R,phi) encountered in a planar persistent random walk, where the direction taken in a…

Soft Condensed Matter · Physics 2015-06-24 Christian Bracher