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Dyson's model on interacting Brownian particles is a stochastic dynamics consisting of an infinite amount of particles moving in $ \R $ with a logarithmic pair interaction potential. For this model we will prove that each pair of particles…

Probability · Mathematics 2015-02-24 Hirofumi Osada

This paper deals with two GUE-matrices, coupled together through some inequalities between the spectra of the first few (small) principal minors. The main results of the paper is to show that the spectra of the principal minors of these…

Probability · Mathematics 2013-12-16 Mark Adler , Pierre van Moerbeke

Systems switching between different dynamical phases is an ubiquitous phenomenon. The general understanding of such a process is limited. To this end, we present a general expression that captures fluctuations of a system exhibiting a…

Statistical Mechanics · Physics 2024-12-05 Ion Santra , Kristian Stølevik Olsen , Deepak Gupta

This paper presents a simple model that mimics quantum mechanics (QM) results in terms of probability fields of free particles subject to self-interference, without using Schr\"{o}dinger equation or wavefunctions. Unlike the standard QM…

Quantum Physics · Physics 2015-01-27 Antonio Sciarretta

Domino tilings of the two-periodic Aztec diamond feature all of the three possible types of phases of random tiling models. These phases are determined by the decay of correlations between dominoes and are generally known as solid, liquid…

Probability · Mathematics 2017-11-07 Vincent Beffara , Sunil Chhita , Kurt Johansson

We study interacting systems of linear Brownian motions whose drift vector at every time point is determined by the relative ranks of the coordinate processes at that time. Our main objective has been to study the long range behavior of the…

Probability · Mathematics 2008-01-22 Soumik Pal , Jim Pitman

We define a new diffusive matrix model converging towards the $\beta$-Dyson Brownian motion for all $\beta\in [0,2]$ that provides an explicit construction of $\beta$-ensembles of random matrices that is invariant under the…

Probability · Mathematics 2013-06-25 Romain Allez , Alice Guionnet

Monte Carlo switching moves ("perturbations") are defined between two or more classical Hamiltonians sharing a common ground-state energy. The ratio of the density of states (DOS) of one system to that of another is related to the ensemble…

Computational Physics · Physics 2012-12-27 Rasmus A. X. Persson

We construct a microscopic model to study discrete randomness in bistable systems coupled to an environment comprising many degrees of freedom. A quartic double well is bilinearly coupled to a finite number $N$ of harmonic oscillators.…

Statistical Mechanics · Physics 2020-10-19 Thomas Dittrich , Santiago Peña Martínez

In this work, we consider a model of a subsystem interacting with a reservoir and study dynamics of entanglement assuming that the overall time-evolution is governed by non-integrable Hamiltonians. We also compare to an ensemble of…

Quantum Physics · Physics 2021-03-24 Daniel Chernowitz , Vladimir Gritsev

We offer an alternative viewpoint on Dyson's original paper regarding the application of Brownian motion to random matrix theory (RMT). In particular we show how one may use the same approach in order to study the stochastic motion in the…

Mathematical Physics · Physics 2015-03-24 Christopher H. Joyner , Uzy Smilansky

We introduce and analyze a model for the transport of particles or energy in extended lattice systems. The dynamics of the model acts on a discrete phase space at discrete times but has nonetheless some of the characteristic properties of…

Mathematical Physics · Physics 2015-06-12 Raphael Lefevere

Dislocations are the carriers of plasticity in crystalline materials. Their collective interaction behavior is dependent on the strain rate and sample size. In small specimens, details of the nucleation process are of particular importance.…

Materials Science · Physics 2020-11-05 Jianqiao Hu , Hengxu Song , Zhanli Liu , Zhuo Zhuang , Xiaoming Liu , Stefan Sandfeld

The interaction between a fluid and a granular material plays a crucial role in a large class of phenomena such as landscape morphology and transport of sediments, aeolian sand dunes formation and ripples dynamics. Standard models involve…

Statistical Mechanics · Physics 2007-05-23 Franco Bagnoli , Duccio Fanelli , Luca Sguanci

We propose a hybrid estimation procedure to estimate global fixed parameters and subject-specific random effects in a mixed fractional Black-Scholes model based on discrete-time observations. Specifically, we consider $N$ independent…

Statistics Theory · Mathematics 2026-02-13 Nesrine Chebli , Hamdi Fathallah , Yousri Slaoui

Systems of independent active particles embedded into a fluctuating environment are relevant to many areas of soft-matter science. We use a minimal model of noninteracting spin-carrying Brownian particles in a Gaussian field and show that…

Soft Condensed Matter · Physics 2018-07-18 Ruben Zakine , Jean-Baptiste Fournier , Frédéric Van Wijland

We study a model of rolling particles subject to stochastic fluctuations, which may be relevant in systems of nano- or micro-scale particles where rolling is an approximation for strong static friction. We consider the simplest possible…

Mathematical Physics · Physics 2016-10-04 Miranda Holmes-Cerfon

We propose a new approach to quantize the marginals of the discrete Euler diffusion process. The method is built recursively and involves the conditional distribution of the marginals of the discrete Euler process. Analytically, the method…

Probability · Mathematics 2015-05-25 Gilles Pagès , Abass Sagna

We solve the equations of motion of a one-dimensional planar Heisenberg (or Vaks-Larkin) model consisting of a system of interacting macro-spins aligned along a ring. Each spin has unit length and is described by its angle with respect to…

Earth and Planetary Astrophysics · Physics 2015-03-19 N. Mori , D. Schmitt , A. Ferriz-Mas , J. Wicht , H. Mouri , A. Nakamichi , M. Morikawa

We use computer simulations to study the onset of collective motion in systems of interacting active particles. Our model is a swarm of active Brownian particles with internal energy depot and interactions inspired by the dissipative…

Statistical Mechanics · Physics 2013-05-31 Vladimir Lobaskin , Maksym Romenskyy