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In this note, we demonstrated for the first time that one can derive an expression for the effective diffusion coefficient, equal to the Lifson-Jackson formula, using a subsequent homogenization of the 1D reaction-diffusion-advection…

Chemical Physics · Physics 2016-08-03 Steffen Martens

Random walk simulation of the Levy flight shows a linear relation between the mean square displacement <r2> and time. We have analyzed different aspects of this linearity. It is shown that the restriction of jump length to a maximum value…

Chaotic Dynamics · Physics 2015-05-14 Mehrdad Ghaemi , Zahra Zabihinpour , Yazdan Asgari

We investigate the ensemble and time averaged mean squared displacements for particle diffusion in a simple model for disordered media by assuming that the local diffusivity is both fluctuating in time and has a deterministic average growth…

Statistical Mechanics · Physics 2016-10-05 A. G. Cherstvy , R. Metzler

Non-equilibrium molecular dynamics simulations were performed to study the thermodynamic, structural, and dynamical properties of the single-component Lennard-Jones and the Kob-Andersen binary Lennard-Jones liquids. Both systems are known…

Soft Condensed Matter · Physics 2013-05-14 Leila Separdar , Nicholas P. Bailey , Thomas B. Schrøder , Saeid Davatolhagh , Jeppe C. Dyre

This work presents a hierarchical model for solute transport in bounded layered porous media with random permeability. The model generalizes the Taylor-Aris dispersion theory to stochastic transport in random layered porous media with a…

Fluid Dynamics · Physics 2018-07-27 Zhijie Xu , Alexandre M. Tartakovsky

Spatially-distributed, nonequilibrium chemical systems described by a Markov chain model are considered. The evolution of such systems arises from a combination of local birth-death reactive events and random walks executed by the particles…

chao-dyn · Physics 2009-10-31 Mikhail V. Velikanov , Raymond Kapral

We have used kinetic Monte Carlo (kMC) simulations of a lattice gas to study front fluctuations in the spreading of a non-volatile liquid droplet onto a solid substrate. Our results are consistent with a diffusive growth law for the radius…

Statistical Mechanics · Physics 2023-11-30 J. M. Marcos , P. Rodríguez-López , J. J. Melendez , R. Cuerno , J. J. Ruiz-Lorenzo

A reaction-diffusion problem with a Caputo time derivative is considered. An integral discretization scheme on a graded mesh along with a decomposition of the exact solution is proposed. The truncation error estimate of the discretization…

Numerical Analysis · Mathematics 2018-10-19 Zhongdi Cen , Jian Huang , Anbo Le , Aimin Xu

We study diffusion processes of local fluctuations of heat, energy, momentum, and mass in three paradigmatic one-dimensional systems. For each system, diffusion processes of four physical quantities are simulated and the cross correlations…

Statistical Mechanics · Physics 2013-03-28 Shunda Chen , Yong Zhang , Jiao Wang , Hong Zhao

This paper provides closed-form expansions for the log-likelihood function of multivariate diffusions sampled at discrete time intervals. The coefficients of the expansion are calculated explicitly by exploiting the special structure…

Statistics Theory · Mathematics 2008-12-18 Yacine Aït-Sahalia

We consider Taylor dispersion for tracer particles in micro-fluidic planar channels with strong confinement. In this context, the channel walls modify the local diffusivity tensor and also interactions between the tracer particles and the…

Fluid Dynamics · Physics 2021-08-12 Arthur Alexandre , Thomas Guérin , David S. Dean

The pinch-off dynamics of a liquid thread has been studied through numerical simulations and theoretical analysis. Occurring at small length scales, the pinch-off dynamics admits similarity solutions that can be classified into the Stokes…

Fluid Dynamics · Physics 2022-08-31 Fukeng Huang , Weizhu Bao , Tiezheng Qian

Ionization electron diffusion in Liquid Argon Time Projection Chambers (LArTPCs) has typically been considered at the detector design stage, but little attention has been given to its effects on calibration and particle identification. We…

Instrumentation and Detectors · Physics 2022-05-26 A. Lister , M. Stancari

In this article we consider the estimation of static parameters for partially observed diffusion processes with discrete-time observations over a fixed time interval. In particular, when one only has access to time-discretized solutions of…

Methodology · Statistics 2025-09-26 Miguel Alvarez , Ajay Jasra

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

We study Lorentz processes in two different settings. Both cases are characterized by infinite expectation of the free-flight times, contrary to what happens in the classical Gallavotti-Spohn models. Under a suitable Boltzmann-Grad type…

Probability · Mathematics 2025-09-23 Lorenzo Facciaroni , Costantino Ricciuti , Enrico Scalas , Bruno Toaldo

In this work, the short-time dynamics of simple liquid is explored both analytically and numerically with the focus on the interplay between the density fluctuations in a volume surrounding a chosen particle and its random walk motion. The…

Statistical Mechanics · Physics 2019-06-26 Eugene B. Postnikov

One-dimensional reaction-diffusion systems are mapped through a similarity transformation onto integrable (and a priori non-stochastic) quantum chains. Time-dependent properties of these chemical models can then be found exactly. The…

Statistical Mechanics · Physics 2009-10-28 Malte Henkel , Enzo Orlandini , Jaime Santos

The aim of the study is to compare the standard Maxwell-Stefan model of diffusion with the higher-order one recently derived. This higher-order model takes into account the influence of the complete pressure tensor. A numerical scheme is…

Analysis of PDEs · Mathematics 2024-07-18 Bérénice Grec , Srboljub Simic

We propose a new method to measure time-dependent linear susceptibilities in molecular simulations, which does not require the use of nonequilibrium simulations, subtraction techniques, or fluctuation-dissipation theorems. The main idea is…

Statistical Mechanics · Physics 2007-06-13 Ludovic Berthier