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Please use this identifier to cite or link to this item: http://hdl.handle.net/2289/4772

Title: A "Gaussian" for diffusion on the sphere
Authors: Ghosh, Abhijit
Samuel, J.
Sinha, Supurna
Keywords: Brownian motion
Computational methods in statistical physics and nonlinear dynamics
Fluctuation phenomena, random processes, noise, and Brownian motion
Issue Date: May-2012
Publisher: EPL Association
Citation: Europhysics Letters, 2012, Vol.98, p.30003
Abstract: We present an analytical closed form expression, which gives a good approximate propagator for diffusion on the sphere. Our formula is the spherical counterpart of the Gaussian propagator for diffusion on the plane. While the analytical formula is derived using saddle point methods for short times, it works well even for intermediate times. Our formula goes beyond conventional "short time heat kernel expansions" in that it is nonperturbative in the spatial coordinate, a feature that is ideal for studying large deviations. Our work suggests a new and efficient algorithm for numerical integration of the diffusion equation on a sphere. We perform Monte Carlo simulations to compare the numerical efficiency of the new algorithm with the older Gaussian one.
Description: Restricted Access.
URI: http://hdl.handle.net/2289/4772
ISSN: 0295-5075
1286-4854 (Online).
Alternative Location: http://dx.doi.org/10.1209/0295-5075/98/30003
http://adsabs.harvard.edu/abs/2012EL.....9830003G
Copyright: 2012 EPLA
Appears in Collections:Research Papers (TP)

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