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We present a numerical method that consistently implements thermal fluctuations and hydrodynamic interactions to the motion of Brownian particles dispersed in incompressible host fluids. In this method, the thermal fluctuations are…

Soft Condensed Matter · Physics 2009-11-13 T. Iwashita , Y. Nakayama , R. Yamamoto

We consider a family of multi-phase Stefan problems for a certain 1-d model of cell-to-cell adhesion and diffusion, which takes the form of a nonlinear forward-backward parabolic equation. In each material phase the cell density stays…

Analysis of PDEs · Mathematics 2010-08-04 K. Anguige

The particle emission in relativistic hydrodynamic model is formulated assuming a sharp 3-dimensional space-time freeze-out hypersurface. The boundary conditions correspond to the energy-momentum and charge conservation between fluid and…

Nuclear Theory · Physics 2007-05-23 K. A. Bugaev , M. I. Gorenstein

A thermodynamically consistent particle-based model for fluid dynamics with continuous velocities and a non-ideal equation of state is presented. Excluded volume interactions are modeled by means of biased stochastic multiparticle…

Soft Condensed Matter · Physics 2009-11-11 Thomas Ihle , Erkan Tuzel , Daniel M. Kroll

We discuss a simple model of particles hopping in one dimension with attractive interactions. Taking a hydrodynamic limit in which the interaction strength increases with the system size, we observe the formation of multiple clusters of…

Statistical Mechanics · Physics 2017-05-05 Matthew Burman , Daniel Carpenter , Robert L. Jack

We consider a stochastic interacting particle system in a bounded domain with reflecting boundary, including creation of new particles on the boundary prescribed by a given source term. We show that such particle system approximates 2d…

Analysis of PDEs · Mathematics 2023-02-27 Francesco Grotto , Eliseo Luongo , Mario Maurelli

Supercooled Stefan problems describe the evolution of the boundary between the solid and liquid phases of a substance, where the liquid is assumed to be cooled below its freezing point. Following the methodology of Delarue, Nadtochiy and…

Probability · Mathematics 2022-06-15 Christa Cuchiero , Stefan Rigger , Sara Svaluto-Ferro

In this work, we derive particle schemes, based on micro-macro decomposition, for linear kinetic equations in the diffusion limit. Due to the particle approximation of the micro part, a splitting between the transport and the collision part…

Numerical Analysis · Mathematics 2017-01-19 Anaïs Crestetto , Nicolas Crouseilles , Mohammed Lemou

Recent work on stochastic interacting particle systems with two particle species (or single-species systems with kinematic constraints) has demonstrated the existence of spontaneous symmetry breaking, long-range order and phase coexistence…

Statistical Mechanics · Physics 2016-08-16 Gunter M. Schütz

We consider systems of interacting particles which are described by a second order Langevin equation. The class of equations considered includes the situation where the particle evolution is governed by Hamiltonian dynamics with additional…

Analysis of PDEs · Mathematics 2025-07-29 Fenna Müller , Max von Renesse , Johannes Zimmer

We construct a discrete model of fluid particles according to the GENERIC formalism. The model has the form of Smoothed Particle Hydrodynamics including correct thermal fluctuations. A slight variation of the model reproduces the…

Statistical Mechanics · Physics 2009-10-31 Pep Español , Hans Christian Öttinger

A combination of reaction-diffusion models with moving-boundary problems yields a system in which the diffusion (spreading and penetration) and reaction (transformation) evolve the system's state and geometry over time. These systems can be…

Computational Engineering, Finance, and Science · Computer Science 2020-08-26 Mojtaba Barzegari , Liesbet Geris

Several approximations are made to study the microcanonical formalism that are valid in the thermodynamics limit. Usually it is assumed that: 1)Stirling approximation can be used to evaluate the number of microstates; 2) the surface entropy…

General Physics · Physics 2015-10-07 E. N. Miranda , Dalia S. Bertoldi

We prove the existence of weak solutions of a class of multi-species cross-diffusion systems as well as the propagation of chaos result by means of nonlocal approximation of the nonlinear diffusion terms, coupling methods and compactness…

Analysis of PDEs · Mathematics 2024-10-18 Jose Antonio Carrillo , Shuchen Guo

Considering the example of interacting Brownian particles we present a linear response derivation of the boundary condition for the corresponding hydrodynamic description (the diffusion equation). This requires us to identify a non-analytic…

Statistical Mechanics · Physics 2009-11-07 M. Fuchs , K. Kroy

In this work, we investigate a system of interacting particles governed by a set of stochastic differential equations. Our main goal is to rigorously demonstrate that the empirical measure associated with the particle system converges…

Probability · Mathematics 2025-08-12 Filippo Giovagnini , Dan Crisan

It is well known that energy dissipation and finite size can deeply affect the dynamics of granular matter, often making usual hydrodynamic approaches problematic. Here we report on the experi-mental investigation of a small model system,…

Soft Condensed Matter · Physics 2023-10-31 Andrea Gnoli , Giorgio Pontuale , Andrea Puglisi , Alberto Petri

This study deals with continuous limits of interacting one-dimensional diffusive systems, arising from stochastic distortions of discrete curves with various kinds of coding representations. These systems are essentially of a…

Statistical Mechanics · Physics 2011-09-09 Guy Fayolle , Cyril Furtlehner

This paper presents our study of the asymptotic behavior of a two-component system of Brownian motions undergoing certain singular interactions. In particular, the system is a combination of two different types of particles and the…

Probability · Mathematics 2017-03-07 Insuk Seo

We study the nonlocal Stefan problem, where the phase transition is described by a nonlocal diffusion as well as the change of enthalpy functions. By using a stochastic optimization approach introduced for the local case, we construct…

Analysis of PDEs · Mathematics 2026-04-21 Raymond Chu , Inwon Kim , Young-Heon Kim , Kyeongsik Nam