Related papers: Langevin Trajectories between Fixed Concentrations
We investigate the time-dependent, coherent, and dissipative dynamics of bound particles in single multilevel quantum dots in the presence of sequential tunnelling transport. We focus on the nonequilibrium regime where several channels are…
The run-and-tumble dynamics of bacteria, as exhibited by \textit{E. coli}, offers a simple experimental realization of non-Brownian, yet diffusive, particles. Here we present some analytic and numerical results for models of the ideal…
Quantifying the physical mechanisms responsible for the transport of sediments, nutrients and pollutants in the abyssal sea is a long-standing problem, with internal waves regularly invoked as the relevant mechanism for particle advection…
We numerically study the dynamics of run-and-tumble particles confined in two chambers connected by thin channels. Two dominant dynamical behaviors emerge: (i) an oscillatory pumping state, in which particles periodically fill the two…
Particles are injected to a large planar rectangle through the boundary. Assuming that the particles move independently from one another and the boundary is also absorbing, we identify a set of abstract conditions which imply the local…
We study the asymptotic behaviour of a system of nonlinear reaction--diffusion--advection equations in a domain consisting of two bulk regions connected via microscopic channels distributed within a thin membrane. Both the width of the…
A simplified model is developed, which allows us to perform computer simulations of the particles transport in an evaporating droplet with a contact line pinned to a hydrophilic substrate. The model accounts for advection in the droplet,…
Hydrodynamic interactions between particles confined in a liquid-filled linear channel are known to be screened beyond a distance comparable to the channel width. Using a simple analytical theory and lattice-Boltzmann simulations, we show…
We use a first-passage time approach to study the statistics of the trapping times induced by persistent motion of active particles colliding with flat boundaries. The angular first-passage time distribution and mean first-passage time is…
Diffusion in an evolving environment is studied by continuos-time Monte Carlo simulations. Diffusion is modelled by continuos-time random walkers on a lattice, in a dynamic environment provided by bubbles between two one-dimensional…
Pervasive across diverse domains, stochastic systems exhibit fluctuations in processes ranging from molecular dynamics to climate phenomena. The Langevin equation has served as a common mathematical model for studying such systems, enabling…
We model a particulate flow of constant velocity through confined geometries, ranging from a single channel to a bundle of $N_c$ identical coupled channels, under conditions of reversible blockage. Quantities of interest include the exiting…
We derive the time-evolution equation that describes the Brownian motion of labeled individual tracer particles in a simple model atomic liquid (i.e., a system of $N$ particles whose motion is governed by Newton's second law, and…
We prove an averaging principle which asserts convergence of diffusion processes on domains separated by semi-permeable membranes, when diffusion coefficients tend to infinity while the flux through the membranes remains constant. In the…
We investigate the long-time behavior of the survival probability of a tagged particle in a single-file diffusion in a finite interval. The boundary conditions are of two types: 1) one boundary is absorbing the second is reflecting, 2) both…
Light diffusion is usually associated with thick, opaque media. Indeed, multiple scattering is necessary for the onset of the diffusive regime and such condition is generally not met in almost transparent media. Nonetheless, at long enough…
We summarise different results on the diffusion of a tracer particle in lattice gases of hard-core particles with stochastic dynamics, which are confined to narrow channels -- single-files, comb-like structures and quasi-one-dimensional…
Advective trapping occurs when solute enters low velocity zones in heterogeneous porous media. Classical local modeling approaches combine the impact of slow advection and diffusion into a hydrodynamic dispersion coefficient and many…
We propose a reflection-free Langevin framework for sampling and optimization on compact polyhedra. The method is based on the inverse Hessian of the logarithmic barrier, which defines a Dikin--Langevin diffusion whose drift and noise adapt…
The diffusion of a walk in the presence of traps is investigated. Different diffusion regimes are obtained considering the magnitude of the fluctuations in waiting times and jump distances. A constant velocity during the jump motion is…