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We derive the hydrodynamic limit of a kinetic equation where the interactions in velocity are modelled by a linear operator (Fokker-Planck or Linear Boltzmann) and the force in the Vlasov term is a stochastic process with high amplitude and…

Analysis of PDEs · Mathematics 2020-03-23 Arnaud Debussche , Julien Vovelle

We have investigated the non-equilibrium nature of a lattice gas system consisting of a regular lattice of charged particles driven by an external electric field. For a big system, an exact solution cannot be obtained using a master…

Statistical Mechanics · Physics 2007-05-23 Wannapong Triampo , I Ming Tang , Jirasak Wong-Ekkabut

We use an exact transfer-matrix approach to compute the equilibrium properties of a system of hard disks of diameter $\sigma$ confined to a two-dimensional channel of width $1.95\,\sigma$ at constant longitudinal applied force. At this…

Disordered Systems and Neural Networks · Physics 2015-02-19 M. J. Godfrey , M. A. Moore

Motion of particles in many systems exhibits a mixture between periods of random diffusive like events and ballistic like motion. In many cases, such systems exhibit strong anomalous diffusion, where low order moments $< |x(t)|^q >$ with…

Statistical Mechanics · Physics 2015-06-22 Adi Rebenshtok , Sergey Denisov , Peter Hanggi , Eli Barkai

A steady self-diffusion process in a gas of hard spheres at equilibrium is analyzed. The system exhibits a constant gradient of labeled particles. Neither the concentration of these particles nor its gradient are assumed to be small. It is…

Statistical Mechanics · Physics 2015-06-17 J. Javier Brey , M. J. Ruiz-Montero

We analyse a diffusion process whose invariant measure is the fractional polymer or Edwards measure for fractional Brownian motion in dimension $d\in\mathbb{N}$ with Hurst parameter $H\in(0,1)$ fulfilling $dH < 1$. We make use of a…

Probability · Mathematics 2017-03-31 Wolfgang Bock , Torben Fattler

We study a stochastic system of $N$ interacting particles which models bimolecular chemical reaction-diffusion. In this model, each particle $i$ carries two attributes: the spatial location $X_t^i\in \mathbb{T}^d$, and the type $\Xi_t^i\in…

Analysis of PDEs · Mathematics 2020-01-24 Tau Shean Lim , Yulong Lu , James Nolen

By analyzing the displacement statistics of an assembly of horizontally vibrated bidisperse frictional grains in the vicinity of the jamming transition experimentally studied before, we establish that their superdiffusive motion is a…

Soft Condensed Matter · Physics 2010-07-06 F. Lechenault , R. Candelier , O. Dauchot , J. P. Bouchaud , G. Biroli

Generative diffusion models have achieved spectacular performance in many areas of machine learning and generative modeling. While the fundamental ideas behind these models come from non-equilibrium physics, variational inference and…

Machine Learning · Statistics 2024-06-21 Luca Ambrogioni

We analyse and interpret the effects of breaking detailed balance on the convergence to equilibrium of conservative interacting particle systems and their hydrodynamic scaling limits. For finite systems of interacting particles, we review…

Statistical Mechanics · Physics 2017-08-21 Marcus Kaiser , Robert L. Jack , Johannes Zimmer

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 approximation of quantum unitary dynamics of a particle by a swarm of point wise classical samples of this particle is proposed. Quantum mechanism of speedup rests on the creation and annihilation of absolutely rigid bons, which join…

General Physics · Physics 2011-12-05 Yuri Ozhigov

We study numerically statistical distributions of sums of orbit coordinates, viewed as independent random variables in the spirit of the Central Limit Theorem, in weakly chaotic regimes associated with the excitation of the first ($k=1$)…

Chaotic Dynamics · Physics 2015-05-28 Chris G. Antonopoulos , Helen Christodoulidi

The paper treats an agent-based model with averaging dynamics to which we refer as the K-averaging model. Broadly speaking, our model can be added to the growing list of dynamics exhibiting self-organization such as the well-known…

Probability · Mathematics 2021-08-18 Fei Cao

We show that the relativistic dynamics in a Gaussian random electromagnetic field can be approximated by the relativistic diffusion of Schay and Dudley. Lorentz invariant dynamics in the proper time leads to the diffusion in the proper…

Mathematical Physics · Physics 2015-05-27 Z. Haba

We investigate the convergence of spatial discretizations for reaction-diffusion systems with mass-action law satisfying a detailed balance condition. Considering systems on the d-dimensional torus, we construct appropriate space-discrete…

Analysis of PDEs · Mathematics 2025-04-10 Georg Heinze , Alexander Mielke , Artur Stephan

The convergence to equilibrium of renormalized solutions to reaction-cross-diffusion systems in a bounded domain under no-flux boundary conditions is studied. The reactions model complex balanced chemical reaction networks coming from…

Analysis of PDEs · Mathematics 2018-08-20 Esther S. Daus , Bao Quoc Tang

Diffusion is a central phenomenon in almost all fields of natural science revealing microscopic processes from the observation of macroscopic dynamics. Here, we consider the paradigmatic system of a single atom diffusing in a periodic…

The dynamics of interacting particles in orbital magnetic fields are notoriously difficult to study, as this physics is inherently connected to electronic correlations in two-dimensional systems, for which no straightforward theoretical…

Quantum Gases · Physics 2026-03-27 Łukasz Iwanek , Marcin Mierzejewski , Adam S. Sajna

We provide a general steady-state diffusion approximation result which bounds the Wasserstein distance between the reversible measure $\mu$ of a diffusion process and the measure $\nu$ of an approximating Markov chain. Our result is…

Probability · Mathematics 2022-03-15 Thomas Bonis