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The notion of propagation of chaos for large systems of interacting particles originates in statistical physics and has recently become a central notion in many areas of applied mathematics. The present review describes old and new methods…

概率论 · 数学 2023-02-15 Louis-Pierre Chaintron , Antoine Diez

We investigate a diffusive motion of a system of interacting Brownian particles in quasi-one-dimensional micropores. In particular, we consider a semi-infinite 1D geometry with a partially absorbing boundary and the hard-core inter-particle…

统计力学 · 物理学 2012-03-06 Artem Ryabov , Petr Chvosta

We present a diagrammatic formulation of a theory for the time dependence of density fluctuations in equilibrium systems of interacting Brownian particles. To facilitate derivation of the diagrammatic expansion we introduce a basis that…

软凝聚态物质 · 物理学 2009-11-13 Grzegorz Szamel

This paper reviews (and expands) some recent results on the modeling of aggregation-diffusion phenomena at various scales, focusing on the emergence of collective dynamics as a result of the competition between attractive and repulsive…

偏微分方程分析 · 数学 2024-01-04 Inwon Kim , Antoine Mellet , Jeremy Sheung-Him Wu

This paper deals with the kinetic theory modeling of crowd dynamics with the aim of showing how the dynamics at the micro-scale is transferred to the dynamics of collective behaviors. The derivation of a new model is followed by a…

数学物理 · 物理学 2013-01-24 Nicola Bellomo , Abdelghani Bellouquid , Damian Knopoff

We consider a random model of diffusion and coagulation. A large number of small particles are randomly scattered at an initial time. Each particle has some integer mass and moves in a Brownian motion whose diffusion rate is determined by…

概率论 · 数学 2012-08-21 Alan Hammond , Fraydoun Rezakhanlou

We outline a reduction scheme for a class of Brownian dynamics which leads to meaningful corrections to the Smoluchowski equation in the overdamped regime. The mobility coefficient of the reduced dynamics is obtained by exploiting the…

统计力学 · 物理学 2022-05-19 Matteo Colangeli , Adrian Muntean

Classical diffusion in a random medium involves an exponential functional of Brownian motion. This functional also appears in the study of Brownian diffusion on a Riemann surface of constant negative curvature. We analyse in detail this…

凝聚态物理 · 物理学 2016-08-31 Alain COMTET , Cecile MONTHUS

In the last years, a few experiments in the fields of biological and soft matter physics in colloidal suspensions have reported normal diffusion with a Laplacian probability distribution in the particles displacements (i.e., Brownian yet…

软凝聚态物质 · 物理学 2023-11-22 Francisco E. Alban Chacón , Erick A. Lamilla Rubio , Manuel S. Alvarez Alvarado

Diffusion Models are probabilistic models that create realistic samples by simulating the diffusion process, gradually adding and removing noise from data. These models have gained popularity in domains such as image processing, speech…

计算机视觉与模式识别 · 计算机科学 2024-08-21 Md Manjurul Ahsan , Shivakumar Raman , Yingtao Liu , Zahed Siddique

In this paper we study macroscopic density equations in which the diffusion coefficient depends on a weighted spatial average of the density itself. We show that large differences (not present in the local density-dependence case) appear…

统计力学 · 物理学 2009-11-11 Cristobal Lopez

Many stochastic processes in the physical and biological sciences can be modelled as Brownian dynamics with multiplicative noise. However, numerical integrators for these processes can lose accuracy or even fail to converge when the…

数值分析 · 数学 2024-04-22 Dominic Phillips , Charles Matthews , Benedict Leimkuhler

A mathematical framework for the physics of nonequilibrium phenomena is gradually being developed. This review is meant to shed light on some aspects of Response Theory, on the theory of Fluctuation Relations, on the so-called "t-mixing"…

统计力学 · 物理学 2015-06-18 Matteo Colangeli , Lamberto Rondoni , Antonella Verderosa

We examine the behavior of $n$ Brownian particles diffusing on the real line with bounded, measurable drift and bounded, piecewise continuous diffusion coefficients that depend on the current configuration of particles. Sufficient…

概率论 · 数学 2010-10-19 Tomoyuki Ichiba , Ioannis Karatzas

One century after Einstein's work, Brownian Motion still remains both a fundamental open issue and a continous source of inspiration for many areas of natural sciences. We first present a discussion about stochastic and deterministic…

混沌动力学 · 物理学 2009-11-10 Fabio Cecconi , Massimo Cencini , Massimo Falcioni , Angelo Vulpiani

Since the appearance of the classical paper of Lifshitz almost half a century ago, linear stability analysis of cosmological models is textbook knowledge. Until recently, however, little was known about the behavior of higher than linear…

天体物理学 · 物理学 2007-05-23 R. Juszkiewicz , F. R. Bouchet

Growth (and resorption) of biological tissue is formulated in the continuum setting. The treatment is macroscopic, rather than cellular or sub-cellular. Certain assumptions that are central to classical continuum mechanics are revisited,…

定量方法 · 定量生物学 2015-06-26 K. Garikipati , E. M. Arruda , K. Grosh , H. Narayanan , S. Calve

It is shown that diffusion-limited classical nucleation theory (CNT) can be recovered as a simple limit of the recently proposed dynamical theory of nucleation based on fluctuating hydrodynamics (Lutsko, JCP 136, 034509 (2012)). The same…

化学物理 · 物理学 2013-09-19 James F. Lutsko , Miguel A. Durán-Olivencia

The activity of biological cells is primarily based on chemical reactions and typically modeled as a reaction-diffusion system. Cells are, however, highly crowded with macromolecules, including a variety of molecular machines such as…

生物物理 · 物理学 2018-11-02 Yuichi Togashi

Generative diffusion models showed high success in many fields with a powerful theoretical background. They convert the data distribution to noise and remove the noise back to obtain a similar distribution. Many existing reviews focused on…

机器学习 · 计算机科学 2024-09-19 Melike Nur Yeğin , Mehmet Fatih Amasyalı