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Generative diffusion models apply the concept of Langevin dynamics in physics to machine leaning, attracting a lot of interests from engineering, statistics and physics, but a complete picture about inherent mechanisms is still lacking. In…

统计力学 · 物理学 2025-01-07 Zhendong Yu , Haiping Huang

The Boltzmann equation describes the evolution of the phase-space probability distribution of classical particles under binary collisions. Approximations to it underlie the basis for several scholarly fields, including aerodynamics and…

等离子体物理 · 物理学 2023-08-09 George J. Wilkie , Torsten Keßler , Sergej Rjasanow

Although diffusion models now occupy a central place in generative modeling, introductory treatments commonly assume Euclidean data and seldom clarify their connection to discrete-state analogues. This article is a self-contained primer on…

Nonlinear mixed effects models have become a standard platform for analysis when data is in the form of continuous and repeated measurements of subjects from a population of interest, while temporal profiles of subjects commonly follow a…

统计方法学 · 统计学 2022-03-04 Se Yoon Lee

By considering the master equation of the partially asymmetric diffusion process on a one-dimensional lattice, the most general boundary condition (i.e. interactions) for the multi-species reaction-diffusion processes is considered.…

统计力学 · 物理学 2009-11-11 M. Alimohammadi , Y. Naimi

This study presents a generalized theory for the diffusion of Brownian particles in shear flows. By solving the Langevin equations using stochastic instead of classical calculus, we propose a new mathematical formulation that resolves the…

流体动力学 · 物理学 2023-09-19 Nan Wang , Yuval Dagan

Some considerations about the importance of coherence effects for bremsstrahlung processes in non--equilibrium dense matter (Landau - Pomeranchuk - Migdal - effect) are presented. They are of particular relevance for the application to…

高能物理 - 唯象学 · 物理学 2014-11-17 Jörn Knoll , Dmitri N. Voskresensky

We prove the existence and uniqueness of a strong solution of a stochastic differential equation with normal reflection representing the random motion of finitely many globules. Each globule is a sphere with time-dependent random radius and…

概率论 · 数学 2010-02-16 Myriam Fradon

We develop a general framework for response theory in diffusion processes governed by Fokker-Planck equations, based on the notion of the Dissipation Function. Using the analytically solvable Brownian oscillator model, we derive exact…

统计力学 · 物理学 2025-07-25 Matteo Colangeli , Lamberto Rondoni , Pasquale Vozza

Self-assembled linear structures like giant cylindrical micelles or discotic molecules in solution stacked in flexible columns are systems reminiscent of polydisperse polymer solutions.These supramolecular polymers have an equilibrium…

软凝聚态物质 · 物理学 2015-06-25 C-C Huang , H. Xu , F. Crevel , J. Wittmer , J. -P. Ryckaert

Observing finite regions of a bigger system is a common experience, from microscopy to molecular simulations. In the latter especially, there is ongoing interest in predicting thermodynamic properties from tracking fluctuations in finite…

软凝聚态物质 · 物理学 2023-02-08 Thê Hoang Ngoc Minh , Benjamin Rotenberg , Sophie Marbach

Consider a system of $n$ weakly interacting particles driven by independent Brownian motions. In many instances, it is well known that the empirical measure converges to the solution of a partial differential equation, usually called…

概率论 · 数学 2020-07-28 Florian Bechtold , Fabio Coppini

In these lecture notes, we explore the mathematical preliminaries and foundational concepts that connect stochastic processes with partial differential equations. We begin by investigating Brownian motion, which serves as a model for random…

概率论 · 数学 2025-09-15 Helder Rojas

We focus on the dynamics of a Brownian particle whose mass fluctuates. First we show that the behaviour is similar to that of a Brownian particle moving in a fluctuating medium, as studied by Beck [Phys. Rev. Lett. 87 (2001) 180601]. By…

统计力学 · 物理学 2007-06-13 R. Lambiotte , M. Ausloos

Metastable condensed matter typically fluctuates about local energy minima at the femtosecond time scale before transitioning between local minima after nanoseconds or microseconds. This vast scale separation limits the applicability of…

计算物理 · 物理学 2017-11-22 Brittan A Farmer , Mitchell Luskin , Petr Plecháč , Gideon Simpson

We derive the distribution of particle currents for a system of interacting active Brownian particles in the long time limit using large deviation theory and a weighted many body expansion. We find the distribution is non-Gaussian, except…

统计力学 · 物理学 2018-12-19 Trevor GrandPre , David T. Limmer

We study reaction-diffusion particle systems with several interaction mechanisms. As the number of particles tends to infinity, the system admits a mean-field limit describing the bulk behaviour. We focus on determining the propagation…

概率论 · 数学 2026-04-21 Matthieu Jonckheere , Seva Shneer

We study the Brownian motion of a classical particle in one-dimensional inhomogeneous environments where the transition probabilities follow quasiperiodic or aperiodic distributions. Exploiting an exact correspondence with the…

统计力学 · 物理学 2009-10-31 F. Igloi , L. Turban , H. Rieger

The basic ingredients of models for the internal dynamics of globular clusters are reviewed, with an emphasis on the description of equilibrium configurations. The development of progressive complexity in the models is traced, concentrating…

天体物理学 · 物理学 2007-05-23 Dean E. McLaughlin

A simple theoretical approach is used to investigate active colloids at the free interface and near repulsive substrates. We employ dynamical density functional theory to determine the steady-state density profiles in an effective…

软凝聚态物质 · 物理学 2017-02-03 René Wittmann , Joseph M. Brader
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