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In the Ermak-McCammon algorithm for Brownian Dynamics, the hydrodynamic interactions (HI) between N spherical particles are described by a 3N x 3N diffusion tensor. This tensor has to be factorized at each timestep with a runtime of O(N^3),…

Soft Condensed Matter · Physics 2009-11-13 Tihamer Geyer , Uwe Winter

The analysis of fluctuation-dissipation relations developed in Giona et al. (2024) for particle hydromechanics is extended to stochastic forcings alternative to Wiener processes, with the aim of addressing the occurrence of Gaussian…

Statistical Mechanics · Physics 2024-12-30 Chiara Pezzotti , Massimiliano Giona , Giuseppe Procopio

In this work an approximated path integral model describing the dynamics of a inextensible chain is presented. To this purpose, the nonlinear constraints which enforce the property of inextensibility of the chain are relaxed and are just…

Statistical Mechanics · Physics 2010-09-20 Franco Ferrari , Maciej Pyrka

We use the Gaussian Phase-Space Representation to solve the real-time dynamic of interacting fermions in 1D, 2D, and 3D systems. The method is exact up to a spiking point, which represents a limit on the practical simulation time. The…

Mathematical Physics · Physics 2025-12-02 F Rousse , M Fasi , A Dmytryshyn , M Gulliksson , J F Corney , M Ogren

Rigid macromolecules or polymer chains with persistence length on the order of the contour length (or greater) have traditionally been modelled as rods or very stiff springs. The FENE-Fraenkel-spring dumbbell, which is finitely extensible…

Soft Condensed Matter · Physics 2021-07-16 I. Pincus , A. Rodger , J. Ravi Prakash

Continuous-time Bayesian networks is a natural structured representation language for multicomponent stochastic processes that evolve continuously over time. Despite the compact representation, inference in such models is intractable even…

Artificial Intelligence · Computer Science 2012-05-14 Ido Cohn , Tal El-Hay , Nir Friedman , Raz Kupferman

The theory for the non-isothermal rheology of polymer fluids proposed in [14] used several approximations including the so-called linear gradient approximations for the temperature field and Brownian forces. While it had the significant…

Mathematical Physics · Physics 2019-12-02 Ionel Sorin Ciuperca , Liviu Iulian Palade

We present a hybrid computational method for simulating the dynamics of macromolecules in solution which couples a mesoscale solver for the fluctuating hydrodynamics (FH) equations with molecular dynamics to describe the macromolecule. The…

Soft Condensed Matter · Physics 2007-05-23 G. Giupponi , G. De Fabritiis , P. V. Coveney

Owing to the Rosenau argument in Physical Review A, 46 (1992), pag. 12-15, originally proposed to obtain a regularized version of the Chapman-Enskog expansion of hydrodynamics, we introduce a non-local linear kinetic equation which…

Mathematical Physics · Physics 2014-03-14 Giulia Furioli , Ada Pulvirenti , Elide Terraneo , Giuseppe Toscani

We propose a simple modification, the Gaussian truncation, of the probability density function which was obtained by Beck (2001) to fit the experimental distribution of fluid particle acceleration component from fully developed fluid…

Statistical Mechanics · Physics 2007-05-23 A. K. Aringazin , M. I. Mazhitov

We consider the anomalous sub-diffusion of a class of Gaussian processes that can be expressed in terms of sums of Ornstein-Uhlenbeck processes. As a generic class of processes, we introduce a single parameter such that for any $\nu \in…

Probability · Mathematics 2009-11-24 Scott A McKinley

The quantum dynamics of fermionic or bosonic many-body systems following external excitation can be successfully studied using two-time nonequilibrium Green's functions (NEGF) or single-time reduced density matrix methods. Approximations…

Strongly Correlated Electrons · Physics 2022-07-12 Erik Schroedter , Jan-Philip Joost , Michael Bonitz

Stochastic reaction networks are a fundamental model to describe interactions between species where random fluctuations are relevant. The master equation provides the evolution of the probability distribution across the discrete state space…

Molecular Networks · Quantitative Biology 2021-06-15 Tabea Waizmann , Luca Bortolussi , Andrea Vandin , Mirco Tribastone

In this paper, we propose a drift-diffusion process on the probability simplex to study stochastic fluctuations in probability spaces. We construct a counting process for linear detailed balanced chemical reactions with finite species such…

Probability · Mathematics 2024-08-19 Yuan Gao , Wuchen Li , Jian-Guo Liu

We derive the hydrodynamic limit of a kinetic equation where the interactions in velocity are modelled by a linear operator (Fokker-Planck or Linear Boltzmann) and the force in the Vlasov term is a stochastic process with high amplitude and…

Analysis of PDEs · Mathematics 2020-03-23 Arnaud Debussche , Julien Vovelle

We develop a variant of Stein's method of comparison of generators to bound the Kolmogorov, total variation, and Wasserstein-1 distances between distributions on the real line. Our discrepancy is expressed in terms of the ratio of reverse…

Probability · Mathematics 2025-10-28 Paul Mansanarez , Guillaume Poly , Yvik Swan

Chance constrained optimal power flow (OPF) has been recognized as a promising framework to manage the risk from variable renewable energy (VRE). In presence of VRE uncertainties, this paper discusses a distributionally robust chance…

Optimization and Control · Mathematics 2018-05-01 Chao Duan , Wanliang Fang , Lin Jiang , Li Yao , Jun Liu

Extreme floods cause casualties, and widespread damage to property and vital civil infrastructure. We here propose a Bayesian approach for predicting extreme floods using the generalized extreme-value (GEV) distribution within gauged and…

We develop a general kinetic theory framework to describe the hydrodynamics of strongly interacting, nonequilibrium quantum systems in which integrability is weakly broken, leaving a few residual conserved quantities. This framework is…

Statistical Mechanics · Physics 2021-03-03 Javier Lopez-Piqueres , Brayden Ware , Sarang Gopalakrishnan , Romain Vasseur

Generalized Hydrodynamics is a recent theory that describes large scale transport properties of one dimensional integrable models. It is built on the (typically infinitely many) local conservation laws present in these systems, and leads to…

Statistical Mechanics · Physics 2020-03-11 Márton Borsi , Balázs Pozsgay , Levente Pristyák