Related papers: Diffusion approximation for equilibrium Kawasaki d…
Unbalanced probability circulation, which yields cyclic motions in phase space, is the defining characteristics of a stationary diffusion process without detailed balance. In over-damped soft matter systems, such behavior is a hallmark of…
The Kawasaki model is not exactly solvable as any choice of the exchange rate ($w_{jj'}$) which satisfies the detailed balance condition is highly nonlinear. In this work we address the issue of writing $w_{jj'}$ in a best possible linear…
In the hydrodynamic regime, the evolution of a stochastic lattice gas with symmetric hopping rules is described by a diffusion equation with density-dependent diffusion coefficient encapsulating all microscopic details of the dynamics. This…
This study explores a Gaussian quasi-likelihood approach for estimating parameters of diffusion processes with Markovian regime switching. Assuming the ergodicity under high-frequency sampling, we will show the asymptotic normality of the…
We investigate the temporal evolution of a ferromagnetic system of Ising spins evolving under Kawasaki dynamics from a random initial condition, in spatial dimensions one and two. We examine in detail the asymptotic behaviour of the…
Diffusive molecular dynamics is a novel model for materials with atomistic resolution that can reach diffusive time scales. The main ideas of diffusive molecular dynamics are to first minimize an approximate variational Gaussian free energy…
Although an intimate relation between entropy and diffusion has been advocated for many years and even seems to have been verified in theory and experiments, a quantitatively reliable study, and any derivation of an algebraic relation…
We study the nonequilibrium phase transition in a model of aggregation of masses allowing for diffusion, aggregation on contact and fragmentation. The model undergoes a dynamical phase transition in all dimensions. The steady state mass…
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…
The problem of a particle diffusion in a fluctuating scalar field is studied. In contrast to most studies of advection diffusion in random fields we analyze the case where the particle position is also coupled to the dynamics of the field.…
Hydrodynamics provides a universal description of interacting quantum field theories at sufficiently long times and wavelengths, but breaks down at scales dependent on microscopic details of the theory. In the vicinity of a quantum critical…
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…
We analyse diffusion dynamics on weakly-coupled networks (interconnected networks) by means of separation of time scales. Using an adiabatic approximation we reduced the system dynamics to a Markov chain with aggregated variables and…
A model for diffusion in liquids that couples the dynamics of tracer particles to a fluctuating Stokes equation for the fluid is investigated in the limit of large Schmidt number. In this limit, the concentration of tracers is shown to…
We present and discuss a master equation blueprint for a generic class of quantum measurement feedback based models of friction. A desired velocity-dependent friction force is realized on average by random repeated applications of unsharp…
This paper studies the limit of a kinetic evolution equation involving a small parameter and driven by a random process which also scales with the small parameter. In order to prove the convergence in distribution to the solution of a…
An infinite particle system of independent jumping particles in infinite volume is considered. Their construction is recalled,further properties are derived, the relation with hierarchical equations, Poissonian analysis, and second…
The Ising-Kac model is a variant of the ferromagnetic Ising model in which each spin variable interacts with all spins in a neighbourhood of radius $\gamma^{-1}$ for $\gamma \ll 1$ around its base point. We study the Glauber dynamics for…
Diffusive transport of a particle in spatially correlated random energy landscape having exponential density of states has been considered. We exactly calculate the diffusivity in the nondispersive quasi-equilibrium transport regime and…
Langevin dynamics has found a large number of applications in sampling, optimization and estimation. Preconditioning the gradient in the dynamics with the covariance - an idea that originated in literature related to solving estimation and…