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Related papers: The Symmetric Stable L\'{e}vy Flights and the Feyn…

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The reaction-diffusion model can generate a wide variety of spatial patterns, which has been widely applied in chemistry, biology, and physics, even used to explain self-regulated pattern formation in the developing animal embryo. In this…

Numerical Analysis · Mathematics 2020-01-29 Hui Zhang , Xiaoyun Jiang , Fanhai Zeng , George Em Karniadakis

We consider an evolution equation with the regularized fractional derivative of an order $\alpha \in (0,1)$ with respect to the time variable, and a uniformly elliptic operator with variable coefficients acting in the spatial variables.…

Analysis of PDEs · Mathematics 2012-06-26 Samuil D. Eidelman , Anatoly N. Kochubei

We study the effective diffusion constant of a Brownian particle linearly coupled to a thermally fluctuating scalar field. We use a path integral method to compute the effective diffusion coefficient perturbatively to lowest order in the…

Statistical Mechanics · Physics 2011-12-30 V. Démery , D. S. Dean

The advection-diffusion equation can be approximated by a one-dimensional diffusion equation in Lagrangian coordinates along the directions of compression of fluid elements (the stable manifold). This result holds in any number of…

Chaotic Dynamics · Physics 2009-11-07 Jean-Luc Thiffeault

In this work a Feynman-Kac path integral method based on Levy measure has been proposed for solving the Cauchy problems associated with the space-time fractional Schroedinger equations arising in interacting systems in fractional quantum…

Quantum Physics · Physics 2023-06-27 Sumita Datta , Radhika Prosad Datta

The spherically symmetric static solutions are searched for in some f(T) models of gravity theory with a Maxwell term. To do this, we demonstrate that reconstructing the Lagrangian of f(T) theories is sensitive to the choice of frame, and…

General Relativity and Quantum Cosmology · Physics 2011-08-11 Tower Wang

We review applications of theory of classical and quantum integrable systems to the free-boundary problems of fluid mechanics as well as to corresponding problems of statistical mechanics. We also review important exact results obtained in…

Mathematical Physics · Physics 2020-02-17 Igor Loutsenko , Oksana Yermolayeva

We show that a non-equilibrium diffusive dynamics in a finite-dimensional space takes in the Lagrangian frame of its mean local velocity an equilibrium form with the detailed balance property. This explains the equilibrium nature of the…

Statistical Mechanics · Physics 2015-05-13 Raphael Chetrite , Krzysztof Gawedzki

The barrier-crossing event for superdiffusion characterized by symmetric L\'{e}vy flights is analyzed. Starting from the fractional Fokker-Planck equation, we derive an integro-differential equation along with the necessary conditions to…

Statistical Mechanics · Physics 2025-01-13 A. A. Dubkov , C. Guarcello , B. Spagnolo

Using lattice approximations of Euclidean space, we develop a way to approximate stable processes that are represented by stochastic integrals over Euclidean space. Via a stable version of the Lindeberg-Feller Theorem we show that the…

Probability · Mathematics 2013-02-19 Clément Dombry , Paul Jung

The so-called ``symplectic method'' is used for studying the linear stability of a self-gravitating collisionless stellar system, in which the particles are also submitted to an external potential. The system is steady and spherically…

Astrophysics · Physics 2015-06-24 J. Perez , J-J Aly

We study approximations of Feynman path integrals in finite dimensional spaces and how the approximations determine the propagator.

Logic · Mathematics 2024-09-09 Tapani Hyttinen

A general analytic solution to the fractional advection diffusion equation is obtained in plane parallel geometry. The result is an infinite series of spatial Fourier modes which decay according to the Mittag-Leffler function, which is cast…

Statistical Mechanics · Physics 2011-11-01 Bronson Philippa , Ronald White , Robert Robson

The diffusion equation is the primary tool to study the movement dynamics of a free Brownian particle, but when spatial heterogeneities in the form of permeable interfaces are present, no fundamental equation has been derived. Here we…

Statistical Mechanics · Physics 2022-09-14 Toby Kay , Luca Giuggioli

We consider static spherically symmetric stellar configurations in Palatini theories of gravity in which the Lagrangian is an unspecified function of the form f(R,R_{\mu\nu}R^{\mu\nu}). We obtain the Tolman-Oppenheimer-Volkov equations…

General Relativity and Quantum Cosmology · Physics 2012-11-06 Gonzalo J. Olmo , Helios Sanchis-Alepuz , Swapnil Tripathi

We propose a new solvable class of multidimensional quantum harmonic oscillators for a linear diffusive particle and a quadratic energy absorbing well associated with a semi-definite positive matrix force. Under natural and easily checked…

Probability · Mathematics 2023-07-26 Pierre del Moral , Emma Horton

We employed the method of virial expansion in order to compute the retarded density correlation function (generalized diffusion propagator) in the critical random matrix ensemble in the limit of strong multifractality. We found that the…

Disordered Systems and Neural Networks · Physics 2012-09-03 V. E. Kravtsov , O. M. Yevtushenko , P. Snajberk , E. Cuevas

This paper collects results concerning global rates and large time asymptotics of a fractional fast diffusion on the Euclidean space, which is deeply related with a family of fractional Gagliardo-Nirenberg-Sobolev inequalities. Generically,…

Analysis of PDEs · Mathematics 2016-11-30 Jean Dolbeault , An Zhang

Many important transport phenomena are described by simple mathematical models rooted in the diffusion equation. Geometrical constraints present in such phenomena often have influence of a universal sort and manifest themselves in scaling…

Statistical Mechanics · Physics 2007-05-23 Michael Slutsky

Brownian motion of free particles on curved surfaces is studied by means of the Langevin equation written in Riemann normal coordinates. In the diffusive regime we find the same physical behavior as the one described by the diffusion…