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The Dyson Brownian Motion (DBM) describes the stochastic evolution of $N$ points on the line driven by an applied potential, a Coulombic repulsion and identical, independent Brownian forcing at each point. We use an explicit tamed Euler…

Numerical Analysis · Mathematics 2015-06-16 Xingjie Helen Li , Govind Menon

Jamming is a phenomenon shared by a wide variety of systems, such as granular materials, foams, and glasses in their high density regime. This has motivated the development of a theoretical framework capable of explaining many of their…

Statistical Mechanics · Physics 2021-06-24 Rafael Díaz Hernández Rojas , Giorgio Parisi , Federico Ricci-Tersenghi

In this paper we propose a computational framework for the investigation of the correlated motion between positive and negative ions exposed to the attraction of a bubble surface that mimics the (oscillating) cell membrane. The correlated…

Computational Physics · Physics 2022-03-14 Antonio Raudino , Antonio Grassi , Giuseppe Lombardo , Giovanni Russo , Clarissa Astuto , Mario Corti

We propose discrete random-field models that are based on random partitions of $\mathbb{N}^2$. The covariance structure of each random field is determined by the underlying random partition. Functional central limit theorems are established…

Probability · Mathematics 2018-02-13 Olivier Durieu , Yizao Wang

In this article, we study the dynamics of a nonlinear system governed by an ordinary differential equation under the combined influence of fast periodic sampling with period $\delta$ and small jump noise of size $\varepsilon, 0<…

Probability · Mathematics 2024-11-28 Shivam Singh Dhama

The circular Dyson Brownian motion model refers to the stochastic dynamics of the log-gas on a circle. It also specifies the eigenvalues of certain parameter-dependent ensembles of unitary random matrices. This model is considered with the…

Statistical Mechanics · Physics 2016-08-31 P. J. Forrester , T. Nagao

Dyson's model is a one-dimensional system of Brownian motions with long-range repulsive forces acting between any pair of particles with strength proportional to the inverse of distances with proportionality constant $\beta/2$. We give…

Probability · Mathematics 2009-11-20 Makoto Katori , Hideki Tanemura

We present a perturbation theory by extending a prescription due to Feynman for computing the probability density function for the random flight motion. The method can be applied to a wide variety of otherwise difficult circumstances. The…

Classical Physics · Physics 2007-05-23 S. Tim Hatamian

In this work, we propose a method to investigate controllable qubit-resonator interactions in a Dicke model with driven biased term. The nonlinearity of spectrum, which can be induced by qubit-resonator interactions, plays an important role…

Quantum Physics · Physics 2022-04-06 Ning Yu , Shiran Wang , Chunfang Sun , Gangcheng Wang

The non-thermal nature of self-propelling colloids offers new insights into non-equilibrium physics. The central mathematical model to describe their trajectories is active Brownian motion, where a particle moves with a constant speed,…

A system of one-dimensional Brownian motions (BMs) conditioned never to collide with each other is realized as (i) Dyson's BM model, which is a process of eigenvalues of hermitian matrix-valued diffusion process in the Gaussian unitary…

Probability · Mathematics 2007-11-29 Makoto Katori , Hideki Tanemura

Parafermions with non-Abelian statistics have been proposed as a promising platform for quantum computation, potentially enabling a broader set of topologically protected gates than Majorana fermions. The experimental and theoretical…

Strongly Correlated Electrons · Physics 2026-05-11 Botond Osváth , Gergely Barcza , László Oroszlány

This article studies typical dynamics and fluctuations for a slow-fast dynamical system perturbed by a small fractional Brownian noise. Based on an ergodic theorem with explicit rates of convergence, which may be of independent interest, we…

Probability · Mathematics 2020-08-20 Solesne Bourguin , Siragan Gailus , Konstantinos Spiliopoulos

Recent advancements have been made to understand the statistics of the Aztec diamond dimer model under general periodic weights. In this work we define a model that breaks periodicity in one direction by combining two different two-periodic…

Mathematical Physics · Physics 2025-12-16 Meredith Shea

We study the twirling semigroups of (super)operators, namely, certain quantum dynamical semigroups that are associated, in a natural way, with the pairs formed by a projective representation of a locally compact group and a convolution…

Quantum Physics · Physics 2014-11-20 P. Aniello , A. Kossakowski , G. Marmo , F. Ventriglia

Drift theory is an intuitive tool for reasoning about random processes: It allows turning expected stepwise changes into expected first-hitting times. While drift theory is used extensively by the community studying randomized search…

Probability · Mathematics 2023-07-07 Andreas Göbel , Timo Kötzing , Martin S. Krejca

Consider a time-varying collection of n points on the positive real axis, modeled as exponentials of n Brownian motions whose drift vector at every time point is determined by the relative ranks of the coordinate processes at that time. If…

Probability · Mathematics 2009-10-06 Sourav Chatterjee , Soumik Pal

We propose to model the stochastic dynamics of a polymer passing through a pore (translocation) by means of a fractional Brownian motion, and study its behavior in presence of an absorbing boundary. Based on scaling arguments and numerical…

Statistical Mechanics · Physics 2009-03-30 Andrea Zoia , Alberto Rosso , Satya N. Majumdar

Turbulent fluid flows exhibit a complex small-scale structure with frequently occurring extreme velocity gradients. Particles probing such swirling and straining regions respond with an intricate shape-dependent orientational dynamics,…

Fluid Dynamics · Physics 2020-11-30 Leonhard A. Leppin , Michael Wilczek

We consider finite systems of interacting Brownian particles including active friction in the framework of nonlinear dynamics and statistical/stochastic theory. First we study the statistical properties for $1-d$ systems of masses connected…

Statistical Mechanics · Physics 2007-05-23 Werner Ebeling