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We study, in d-dimensions, the random walker with geometrically shrinking step sizes at each hop. We emphasize the integrated quantities such as expectation values, cumulants and moments rather than a direct study of the probability…

Statistical Mechanics · Physics 2009-11-11 Tonguc Rador

We study extreme-value statistics of Brownian trajectories in one dimension. We define the maximum as the largest position to date and compare maxima of two particles undergoing independent Brownian motion. We focus on the probability P(t)…

Statistical Mechanics · Physics 2014-07-29 E. Ben-Naim , P. L. Krapivsky

The sensitivity of trajectories over finite time intervals t to perturbations of the initial conditions can be associated with a finite-time Lyapunov exponent lambda, obtained from the elements M_{ij} of the stability matrix M. For globally…

Disordered Systems and Neural Networks · Physics 2007-05-23 H. Schomerus , M. Titov

In this paper, uniformly unconditionally stable first and second order finite difference schemes are developed for kinetic transport equations in the diffusive scaling. We first derive an approximate evolution equation for the macroscopic…

Numerical Analysis · Mathematics 2022-11-10 Guoliang Zhang , Hongqiang Zhu , Tao Xiong

We analyze circumstances under which the microscopic dynamics of particles which are driven by a forced, gradient-type flow can be consistently interpreted as a Markovian diffusion process. Special attention is paid to discriminating…

Condensed Matter · Physics 2007-05-23 P. Garbaczewski

We study general aspects of active motion with fluctuations in the speed and the direction of motion in two dimensions. We consider the case in which fluctuations in the speed are not correlated to fluctuations in the direction of motion,…

Biological Physics · Physics 2009-11-13 Fernando Peruani , Luis G. Morelli

We consider a macroscopic model for the growth of living tissues incorporating pressure-driven dispersal and pressure-modulated proliferation. Assuming a power-law relation between the mechanical pressure and the cell density, the model can…

Analysis of PDEs · Mathematics 2024-03-29 Tomasz Dębiec , Piotr Gwiazda , Błażej Miasojedow , Zuzanna Szymańska

Since Newton's time, deterministic causality has been considered a crucial prerequisite in any fundamental theory in physics. In contrast, the present work investigates stochastic dynamical models for motion in one spatial dimension, in…

Statistical Mechanics · Physics 2025-02-04 Bing Miao , Hong Qian , Yong-Shi Wu

The deterministic equations describing the dynamics of the atmosphere (and of the climate system) are known to display the property of sensitivity to initial conditions. In the ergodic theory of chaos this property is usually quantified by…

Chaotic Dynamics · Physics 2017-04-26 Stéphane Vannitsem

We consider initial value problems of nonlinear dynamical systems, which include physical parameters. A quantity of interest depending on the solution is observed. A discretisation yields the trajectories of the quantity of interest in many…

Machine Learning · Computer Science 2021-01-13 Roland Pulch , Maha Youssef

A particular type of random dynamical processes is considered, in which the stochasticity is introduced through randomly fluctuating parameters. A method of local multipliers is developed for treating the local stability of such dynamical…

Disordered Systems and Neural Networks · Physics 2015-06-25 V. I. Yukalov

We describe the generalization of spherical field theory to other modal expansion methods. The main approach remains the same, to reduce a d-dimensional field theory into a set of coupled one-dimensional systems. The method we discuss here…

High Energy Physics - Theory · Physics 2009-10-31 Pablo J. Marrero , Erick A. Roura , Dean Lee

Quantum theory expresses the observable relations between physical properties in terms of probabilities that depend on the specific context described by the "state" of a system. However, the laws of physics that emerge at the macroscopic…

Quantum Physics · Physics 2016-06-06 Holger F. Hofmann

We theoretically study the transport properties of self-propelled particles on complex structures, such as motor proteins on filament networks. A general master equation formalism is developed to investigate the persistent motion of…

Soft Condensed Matter · Physics 2014-09-19 M. Reza Shaebani , Zeinab Sadjadi , Igor M. Sokolov , Heiko Rieger , Ludger Santen

This paper deals with the kinetic theory modeling of crowd dynamics with the aim of showing how the dynamics at the micro-scale is transferred to the dynamics of collective behaviors. The derivation of a new model is followed by a…

Mathematical Physics · Physics 2013-01-24 Nicola Bellomo , Abdelghani Bellouquid , Damian Knopoff

The motion of a particle is studied in a random space-time. It is assumed that the velocity is small enough for the non-relativistic approximation to be valid. The randomness of the metric induces a diffusion in coordinate space. Hence it…

Quantum Physics · Physics 2009-11-11 Emilio Santos

The equation which describes a particle diffusing in a logarithmic potential arises in diverse physical problems such as momentum diffusion of atoms in optical traps, condensation processes, and denaturation of DNA molecules. A detailed…

Statistical Mechanics · Physics 2015-06-03 Ori Hirschberg , David Mukamel , Gunter M. Schütz

We investigate the long time behavior of a passive particle evolving in a one-dimensional diffusive random environment, with diffusion constant $D$. We consider two cases: (a) The particle is pulled forward by a small external constant…

Statistical Mechanics · Physics 2018-04-16 François Huveneers

The dynamic critical exponent $z$ is determined numerically for the $d$-dimensional XY model ($d=2, 3$, and 4) subject to relaxational dynamics and resistively shunted junction dynamics. We investigate both the equilibrium fluctuation and…

Superconductivity · Physics 2007-05-23 Lars Melwyn Jensen , Beom Jun Kim , Petter Minnhagen

Exact generalized stochastic representation of deterministic interaction between two dynamical (quantum or classical) systems is derived which helps when considering one of them to replace another by equivalent commutative ($c$-number…

Statistical Mechanics · Physics 2007-05-23 Yuriy E. Kuzovlev