Publications related to Langevin equation

Mean-field transport equations and energy theorem for plasma edge turbulent transport

This paper establishes a mean-field equation set and an energy theorem to provide a theoretical basis in view of the development of self-consistent, physics-based turbulent transport models for mean-field transport codes. A rigorous averaging procedure ide ...

Cambridge University Press2024

Stochastic particle transport by deep-water irregular breaking waves

Debbie Eeltink

Correct prediction of particle transport by surface waves is crucial in many practical applications such as search and rescue or salvage operations and pollution tracking and clean-up efforts. Recent results by Deike et al. (J. Fluid Mech., vol. 829, 2017, ...

Cambridge University Press2023

Impact of dipole-dipole interactions on motility-induced phase separation

Ignacio Pagonabarraga Mora, Elena Sesé Sansa

We present a hydrodynamic theory for systems of dipolar active Brownian particles which, in the regime of weak dipolar coupling, predicts the onset of motility-induced phase separation (MIPS), consistent with Brownian dynamics (BD) simulations. The hydrody ...

ROYAL SOC CHEMISTRY2022

The exploration process of critical Boltzmann planar maps decorated by a triangular O(n) loop model

Aleksandra Korzhenkova

In this paper we investigate pointed (q, g, n)-Boltzmann loop-decorated maps with loops traversing only inner triangular faces. Using peeling exploration Budd (2018) modified to this setting we show that its law in the non-generic critical phase can be cod ...

IMPA2022

Moment approach of the multi-species non-linear Coulomb collision operator adapted to particle-in-cell codes

Laurent Villard, Stephan Brunner, Emmanuel Lanti, Moahan Murugappan, Noé Thomas Elie Ohana, Claudio Gheller

In this article an approximated version of the multi-species, non-linear Coulomb collision operator is derived via the use of a truncated moment expansion of the distribution function to compute the Rosenbluth potentials. The evolution of the distribution ...

2021

Apparent diffusion coefficient measured by diffusion MRI of moving and deforming domains

Jan Sickmann Hesthaven

The modeling of the diffusion MRI signal from moving and deforming organs such as the heart is challenging due to significant motion and deformation of the imaged medium during the signal acquisition. Recently, a mathematical formulation of the Bloch-Torre ...

Academic Press Inc - Elsevier Science2020

Entropy production for coarse-grained dynamics

Daniel Maria Busiello, Amos Maritan

Systems out of equilibrium exhibit a net production of entropy. We study the dynamics of a stochastic system represented by a Master equation (ME) that can be modeled by a Fokker-Planck equation in a coarse-grained, mesoscopic description. We show that the ...

2019

Controlling the bias error of Fokker- Planck methods for rarefied gas dynamics simulations

Mohammadhossein Gorji

Direct simulation Monte-Carlo (DSMC) is the most established method for rarefied gas flow simulations. It is valid from continuum to near vacuum, but in cases involving small Knudsen numbers (Kn), it suffers from high computational cost. The Fokker-Planck ...

2019

Out-of-equilibrium dynamical equations of infinite-dimensional particle systems I. The isotropic case

Elisabeth Agoritsas

We consider the Langevin dynamics of a many-body system of interacting particles in d dimensions, in a very general setting suitable to model several out-of-equilibrium situations, such as liquid and glass rheology, active self-propelled particles, and gla ...

2019

Accurate particle time integration for solving Vlasov-Fokker-Planck equations with specified electromagnetic fields

Mohammadhossein Gorji

The Vlasov-Fokker-Planck equation (together with Maxwell's equations) provides the basis for plasma flow calculations. While the terms accounting for long range forces are established, different drift and diffusion terms are used to describe Coulomb collis ...

2019

Perturbation-based inference for diffusion processes: Obtaining effective models from multiscale data

Sebastian Krumscheid

We consider the inference problem for parameters in stochastic differential equation models from discrete time observations (e.g. experimental or simulation data). Specifically, we study the case where one does not have access to observations of the model ...

2018

A microstructural approach to bed load transport: mean behaviour and fluctuations of particle transport rates

Christophe Ancey, Joris Heyman

This paper concerns a model of bed load transport, which describes the advection and dispersion of coarse particles carried by a turbulent water stream. The challenge is to develop a microstructural approach that, on the one hand, yields a parsimonious des ...

Cambridge University Press2014

A Unified Formulation of Gaussian Versus Sparse Stochastic Processes-Part I: Continuous-Domain Theory

Michaël Unser, Pouya Dehghani Tafti

We introduce a general distributional framework that results in a unifying description and characterization of a rich variety of continuous-time stochastic processes. The cornerstone of our approach is an innovation model that is driven by some generalized ...

Ieee-Inst Electrical Electronics Engineers Inc2014

Moments, Intermittency, and Growth Indices for Nonlinear Stochastic PDE's with Rough Initial Conditions

Le Chen

In this thesis, we study several stochastic partial differential equations (SPDE’s) in the spatial domain R, driven by multiplicative space-time white noise. We are interested in how rough and unbounded initial data affect the random field solution and the ...

EPFL2013

Resonances arising from hydrodynamic memory in Brownian motion

László Forró, Flavio Maurizio Mor, Giuseppe Foffi, Sylvia Jeney, Maxim Belushkin, Matthias Grimm

Observation of the Brownian motion of a small probe interacting with its environment provides one of the main strategies for characterizing soft matter. Essentially, two counteracting forces govern the motion of the Brownian particle. First, the particle i ...

2011

Model-Based Estimation of Three-Dimensional Stiffness Parameters in Photonic-Force Microscopy

Michaël Unser, Andrzej Kulik, Philippe Thévenaz, Elena Bertseva, Amardeep Singh

We propose a system to characterize the 3-D diffusion properties of the probing bead trapped by a photonic-force microscope. We follow a model-based approach, where the model of the dynamics of the bead is given by the Langevin equation. Our procedure comb ...

Institute of Electrical and Electronics Engineers2010

Inertial effects in diffusion-limited reactions

Nicolas Dorsaz, Giuseppe Foffi, Francesco Piazza

Diffusion-limited reactions are commonly found in biochemical processes such as enzyme catalysis, colloid and protein aggregation and binding between different macromolecules in cells. Usually, such reactions are modeled within the Smoluchowski framework b ...

Institute of Physics2010

A Lagrangian, stochastic modeling framework for multi-phase flow in porous media

Ivan Lunati, Manav Tyagi

Many of the complex physical processes relevant for compositional multi-phase flow in porous media are well understood at the pore-scale level. In order to study CO2 storage in sub-surface formations, however, it is not feasible to perform simulations at t ...

2008

Brownian motion studied with an optical trap

Branimir Lukic

This thesis describes measurements of Brownian motion of a colloidal particle using optical trapping. Two aspects are investigated: (i) influence of inertial effects on Brownian motion, and (ii) effect of the optical trap on Brownian motion. The first part ...

EPFL2008

The non-linear stochastic wave equation in high dimensions : existence, Hölder-continuity and Itô-Taylor expansion

Daniel Conus

The main topic of this thesis is the study of the non-linear stochastic wave equation in spatial dimension greater than 3 driven by spatially homogeneous Gaussian noise that is white in time. We are interested in questions of existence and uniqueness of so ...

EPFL2008