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We study diffusions, variational principles and associated boundary value problems on directed graphs with natural weightings. Using random walks and exit times, we associate to certain subgraphs (domains) a pair of sequences, each of which…
Mathematical diffraction theory is concerned with the analysis of the diffraction measure of a translation bounded complex measure $\omega$. It emerges as the Fourier transform of the autocorrelation measure of $\omega$. The mathematically…
In this paper a concentration inequality is proved for the deviation in the ergodic theorem in the case of discrete time observations of diffusion processes. The proof is based on the geometric ergodicity property for diffusion processes.…
Dispersion relations are nonperturbative formulas that relate the ultraviolet and infrared behavior of an observable with wide-ranging applications applications in linear response theory, quantum field theory scattering amplitudes, and…
A theoretical framework for analyzing stochastic data from single-particle tracking in complex or viscoelastic materials and under the influence of a trapping potential is presented. Starting from a generalized Langevin equation we found…
We study the 2D motion of colloidal dimers by single-particle tracking and compare the experimental observations obtained by bright-field microscopy to theoretical predictions for anisotropic diffusion. The comparison is based on the…
The movement of a particle described by Brownian motion is quantified by a single parameter, $D$, the diffusion constant. The estimation of $D$ from a discrete sequence of noisy observations is a fundamental problem in biological single…
We use a recently derived diagrammatic formulation of the dynamics of interacting Brownian particles [G. Szamel, J. Chem. Phys. 127, 084515 (2007)] to study a four-point dynamic density correlation function. We re-sum a class of diagrams…
We discuss a relativistic diffusion in the proper time in an approach of Schay and Dudley. We derive (Langevin) stochastic differential equations in various coordinates.We show that in some coordinates the stochastic differential equations…
By using the most sensitive two-point correlation functions introduced to date, we reconstruct the microstructures of two-phase random media with heretofore unattained accuracy. Such media arise in a host of contexts, including porous and…
We study how the two-point density correlation properties of a point particle distribution are modified when each particle is divided, by a stochastic process, into an equal number of identical "daughter" particles. We consider generically…
We investigate collective behavior of a system of two-dimensional interacting Brownian particles in the hydrodynamic regime. By means of the Martin-Siggia-Rose-Jenssen-de Dominicis formalism, we built up a generating functional for…
Experimental results on hadronic soft and hard diffractive processes are reviewed with emphasis on aspects of the data that point to the underlying QCD mechanism for diffraction. Diffractive differential cross sections are shown to be…
The relationships between the fundamental dynamics and diffraction phenomena in scattering from two-body composite system are discussed. A new simple formula for the shadow corrections to the total cross-section in scattering from deuteron…
We consider two Ito equations that evolve on different time scales. The equations are fully coupled in the sense that all coefficients may depend on both the "slow" and the "fast" processes and the diffusion terms may be correlated. The…
We study uniquely ergodic dynamical systems over locally compact, sigma-compact Abelian groups. We characterize uniform convergence in Wiener/Wintner type ergodic theorems in terms of continuity of the limit. Our results generalize and…
Experimental work has shown that non-equilibrium concentration fluctuations arise during free diffusion in fluids and theoretical analysis has been carried on. The results show that, in usual three-dimensional fluids, the phenomenon is…
The one-dimensional coagulation-diffusion process describes the strongly fluctuating dynamics of particles, freely hopping between the nearest-neighbour sites of a chain such that one of them disappears with probability 1 if two particles…
The particle diffusion in a fluid is a classical topic that dates back to more than one century ago. However, a full solution to this issue still lacks. In this work the velocity autocorrelation function and the diffusion constant are…
From the exact single step evolution equation of the two-point correlation function of a particle distribution subjected to a stochastic displacement field $\bu(\bx)$, we derive different dynamical regimes when $\bu(\bx)$ is iterated to…