Related papers: Diffusion over a saddle with a Langevin equation
A new solution to the mono-dimensional diffusion equation for time-variable first kind boundary condition is presented where the time-variable function at the surface is derived proposing a surface saturation model. This solution may be…
We revisit the classical problem of diffusion of a scalar (or heat) released in a two-dimensional medium with an embedded periodic array of impermeable obstacles such as perforations. Homogenisation theory provides a coarse-grained…
Diffusion processes are widely used for modelling real-world phenomena. Except for select cases however, analytical expressions do not exist for a diffusion process' transitional probabilities. It is proposed that the cumulant truncation…
Diffusion models are often introduced from multiple perspectives, such as VAEs, score matching, or flow matching, accompanied by dense and technically demanding mathematics that can be difficult for beginners to grasp. One classic question…
The generalised Langevin equation with a retarded friction and a double-well potential is solved. The random force is modelled by a multiplicative noise with long jumps. Probability density distributions converge with time to a distribution…
We study the capture of a diffusing "lamb" by diffusing "lions" in one dimension. The capture dynamics is exactly soluble by probabilistic techniques when the number of lions is very small, and is tractable by extreme statistics…
Particle diffusion in a two dimensional curved surface embedded in $R_3$ is considered. In addition to the usual diffusion flow, we find a new flow with an explicit curvature dependence. New diffusion equation is obtained in $\epsilon$…
We show that complex Langevin simulation converges to a wrong result, by relating it to the Lefschetz-thimble path integral, when the path-integral weight has different phases among dominant complex saddle points. Equilibrium solution of…
Levy walks define a fundamental concept in random walk theory which allows one to model diffusive spreading that is faster than Brownian motion. They have many applications across different disciplines. However, so far the derivation of a…
A {\em propagation-dispersion equation} is derived for the first passage distribution function of a particle moving on a substrate with time delays. The equation is obtained as the continuous limit of the {\em first visit equation}, an…
We consider a spatially homogeneous advection-diffusion equation in which the diffusion tensor and drift velocity are time-independent, but otherwise general. We derive asymptotic expressions, valid at large distances from a steady point…
We use Langevin dynamics (LD) simulations to investigate single-file diffusion (SFD) in a dilute solution of flexible linear polymers inside a narrow tube with periodic boundary conditions (a torus). The transition from SFD, where the time…
Consider a particle diffusing in a confined volume which is divided into two equal regions. In one region the diffusion coefficient is twice the value of the diffusion coefficient in the other region. Will the particle spend equal…
We study the diffusion of heavy quarks in the Quark Gluon Plasma using the Langevin equations of motion and estimate the contribution of the transport peak to the Euclidean current-current correlator. We show that the Euclidean correlator…
We investigate the diffusion of a grain boundary in a crystalline material. We consider in particular the case of a regularly spaced low-angle grain boundary schematized as an array of dislocations that interact with each other through…
The subdiffusion phenomena are studied for heavy quarks dynamics in the hot QCD matter. My approach aims to provide a more realistic description of heavy quark dynamics through detailed theoretical analyses and numerical simulations,…
The phenomena of subdiffusion are widely observed in physical and biological systems. To investigate the effects of external potentials, say, harmonic potential, linear potential, and time dependent force, we study the subdiffusion…
We investigate through a Generalized Langevin formalism the phenomenon of anomalous diffusion for asymptotic times, and we generalized the concept of the diffusion exponent. A method is proposed to obtain the diffusion coefficient…
This article presents a theoretical analysis of a one-dimensional heat transfer problem in two layers involving diffusion, advection, internal heat generation or loss linearly dependent on temperature in each layer, and heat generation due…
The stationary phase method is applied to diffusion by a potential barrier for an incoming wave packet with energies greater then the barrier height. It is observed that a direct application leads to paradoxical results. The correct…