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A large deviation principle is established for a two-scale stochastic system in which the slow component is a continuous process given by a small noise finite dimensional It\^{o} stochastic differential equation, and the fast component is a…

Probability · Mathematics 2017-05-09 Amarjit Budhiraja , Paul Dupuis , Arnab Ganguly

We consider a heavy quantum particle with an internal degree of freedom moving on the $d$-dimensional lattice $\bbZ^d$ (e.g., a heavy atom with finitely many excited states). The particle is coupled to a thermal medium (bath) consisting of…

Mathematical Physics · Physics 2011-01-18 W. De Roeck , J. Froehlich

This paper presents a numerical study of flow through static random assemblies of monodisperse, spherical particles. A lattice Boltzmann approach based on a two relaxation time collision operator is used to obtain reliable predictions of…

Fluid Dynamics · Physics 2014-10-08 Simon Bogner , Swati Mohanty , Ulrich Rüde

Particles with ligand-receptor contacts bind and unbind fluctuating "legs" to surfaces, whose fluctuations cause the particle to diffuse. Quantifying the diffusion of such "nanoscale caterpillars" is a challenge, since binding events often…

Soft Condensed Matter · Physics 2022-03-21 Sophie Marbach , Jeana Aojie Zheng , Miranda Holmes-Cerfon

Suppose that an infinite lattice gas of constant density $n_0$, whose dynamics are described by the symmetric simple exclusion process, is brought in contact with a spherical absorber of radius $R$. Employing the macroscopic fluctuation…

Statistical Mechanics · Physics 2015-12-07 Baruch Meerson

We study a model for microscopic segregation in a homogeneous system of particles moving on a one-dimensional lattice. Particles tend to separate from each other, and evolution ceases when at least one empty site is found between any two…

Adaptation and Self-Organizing Systems · Physics 2009-11-11 Santiago Gil , Damian H. Zanette

For a large class of lattice models we study the thermodynamic factor, $\Phi$, of the collective surface diffusion coefficient near a first-order phase transition between two phases at low temperatures. In a two-phase regime its dependence…

Statistical Mechanics · Physics 2015-05-27 Igor Medved' , Anton Trník

We determine the propagation properties of a quantum particle in a d-dimensional lattice with hopping disorder, delta-correlated in time. The system is delocalized: the averaged transition probability shows a diffusive behavior. Then,…

Statistical Mechanics · Physics 2007-05-23 G. C. Ferrario , V. G. Benza

We consider a rate control problem for an $N$-particle weakly interacting finite state Markov process. The process models the state evolution of a large collection of particles and allows for multiple particles to change state…

Probability · Mathematics 2016-03-31 Amarjit Budhiraja , Eric Friedlander

We introduce verifiable criteria for weak posterior consistency of identifiable Bayesian nonparametric inference for jump diffusions with unit diffusion coefficient and uniformly Lipschitz drift and jump coefficients in arbitrary dimension.…

Statistics Theory · Mathematics 2019-08-13 Jere Koskela , Dario Spano , Paul A. Jenkins

Consider a tagged particle in zero-range dynamics on the integer lattice in dimension d with rate g whose finite-range jump probabilities p possess a drift. We show, in equilibrium, that the variance of the tagged particle position at time…

Probability · Mathematics 2007-05-23 Sunder Sethuraman

The frog model with a Bernoulli initial configuration is an interacting particle system on the $d$-dimensional lattice ($d \geq 2$) with two types of particles: active and sleeping. Active particles perform independent simple random walks.…

Probability · Mathematics 2026-02-10 Ryoki Fukushima , Naoki Kubota

In this paper we develop a random walk model on lattice for coordinate dependent diffusion at constant temperature in contact with a heat bath. We employ here a coordinate dependent waiting time of the random walker to make the diffusivity…

Statistical Mechanics · Physics 2020-08-27 Rohan Maniar , A. Bhattacharyay

Considering the dynamics of non-interacting particles randomly moving on a lattice, the occurrence of a discontinuous transition in the values of the lattice parameters (lattice spacing and hopping times) determines the uprisal of two…

Statistical Mechanics · Physics 2019-07-24 Massimiliano Giona , Davide Cocco

We consider a system of $N$ interacting particles, described by SDEs driven by Poisson random measures, where the coefficients depend on the empirical measure of the system. Every particle jumps with a jump rate depending on its position.…

Probability · Mathematics 2025-02-19 Eva Löcherbach , Dasha Loukianova , Elisa Marini

We study diffusion of (fluorescently) tagged hard-core interacting particles of finite size in a finite one-dimensional system. We find an exact analytical expression for the tagged particle probability density using a coordinate…

Soft Condensed Matter · Physics 2009-11-13 Ludvig Lizana , Tobias Ambjörnsson

The diffusion of active microscopic organisms in complex environments plays an important role in a wide range of biological phenomena from cell colony growth to single organism transport. Here, we investigate theoretically and…

Fluid Dynamics · Physics 2018-01-16 Juan L. Aragones , Shahrzad Yazdi , Alfredo Alexander-Katz

Using molecular dynamics simulations, we show that free diffusion of a nanoscale particle (molecule) with asymmetric structure critically depends on the orientation in a finite timescale of picoseconds to nanoseconds. In a timescale of ~100…

Soft Condensed Matter · Physics 2013-07-29 Nan Sheng , Yusong Tu , Pan Guo , Rongzheng Wan , Haiping Fang

Low-dimensional periodic arrays of scatterers with a moving point particle are ideal models for studying deterministic diffusion. For such systems the diffusion coefficient is typically an irregular function under variation of a control…

Chaotic Dynamics · Physics 2009-11-07 R. Klages , N. Korabel

We consider random networks whose dynamics is described by a rate equation, with transition rates $w_{nm}$ that form a symmetric matrix. The long time evolution of the system is characterized by a diffusion coefficient $D$. In one dimension…

Statistical Mechanics · Physics 2012-12-04 Yaron de Leeuw , Doron Cohen