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Traditional models of wormlike chains in shear flows at finite temperature approximate the equation of motion via finite difference discretization (bead and rod models). We introduce here a new method based on a spectral representation in…
The exceptional point, known as the non-Hermitian degeneracy, has special topological structure, leading to various counterintuitive phenomena and novel applications, which are refreshing our cognition of quantum physics. One particularly…
We impose the uniform probability measure on the set of all discrete Gelfand-Tsetlin patterns of depth $n$ with the particles on row $n$ in deterministic positions. These systems equivalently describe a broad class of random tilings models,…
We use a random pinning procedure to study amorphous order in two glassy spin models. On increasing the concentration of pinned spins at constant temperature, we find a sharp crossover (but no thermodynamic phase transition) from bulk…
A novel approach to account for hard-body interactions in (overdamped) Brownian dynamics simulations is proposed for systems with non-vanishing force fields. The scheme exploits the analytically known transition probability for a Brownian…
We study systems of interacting Brownian particles in one dimension constructed as the diffusion scaling limits of Fisher's vicious walk models. We define two types of nonintersecting Brownian motions, in which we impose no condition (resp.…
Modifying the discrete mechanics proposed by T.D. Lee, we construct a class of discrete classical Hamiltonian systems, in which time is one of the dynamical variables. This includes a toy model of time machines which can travel forward and…
We introduce a general model of dimer coverings of certain plane bipartite graphs, which we call rail yard graphs (RYG). The transfer matrices used to compute the partition function are shown to be isomorphic to certain operators arising in…
In this paper, we study the quantum properties for a system that consists of a central atom interacting with surrounding spins through the Heisenberg $XX$ couplings of equal strength. Employing the Heisenberg equations of motion we manage…
Recently O'Connell introduced an interacting diffusive particle system in order to study a directed polymer model in 1+1 dimensions. The infinitesimal generator of the process is a harmonic transform of the quantum Toda-lattice Hamiltonian…
We computationally study suspensions of slow and fast active Brownian particles that have undergone motility induced phase separation and are at steady state. Such mixtures, of varying non-zero activity, remain largely unexplored even…
In quantum many-body systems, interactions play a crucial role in the emergence of information scrambling. When particles interact throughout the system, the entanglement between them can lead to a rapid and chaotic spreading of quantum…
Herein we develop a dynamical foundation for fractional Brownian Motion. A clear relation is established between the asymptotic behaviour of the correlation function and diffusion in a dynamical system. Then, assuming that scaling is…
We address the problem of estimating the drift parameter in a system of $N$ interacting particles driven by additive fractional Brownian motion of Hurst index \( H \geq 1/2 \). Considering continuous observation of the interacting particles…
Consider $D$ random systems that are modeled by independent $N\times N$ complex Hermitian Wigner matrices. Suppose they are lying on a circle and the neighboring systems interact with each other through a deterministic matrix $A$. We prove…
The aim of this paper is to present the new results concerning some functionals of Brownian motion with drift and present their applications in financial mathematics. We find a probabilistic representation of the Laplace transform of…
Brownian dynamics of colloidal particles on complex surfaces has found important applications in diverse physical, chemical and biological processes. However, current Brownian dynamics simulation algorithms mostly work for relatively simple…
The classical models for irreversible diffusion-influenced reactions can be derived by introducing absorbing boundary conditions to over-damped continuous Brownian motion (BM) theory. As there is a clear corresponding stochastic process,…
We construct (assuming the quantum inverse scattering problem has a solution ) the operator that yields the zeroes of the Riemman zeta function by defining explicitly the supersymmetric quantum mechanical model (SUSY QM) associated with the…
A dilute suspension of active Brownian particles in a dense compressible viscoelastic fluid, forms a natural setting to study the emergence of nonreciprocity during a dynamical phase transition. At these densities, the transport of active…