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In confined systems, such as the inside of a biological cell, the outer boundary or wall can affect the dynamics of internal particles. In many cases of interest both the internal particle and outer wall are approximately spherical.…

Consider two unit balls in a $d$-dimensional flat torus with edge length $r$, for $d\geq 2$. The balls do not move by themselves but they are pushed by a Brownian motion. The balls never intersect---they reflect if they touch. It is proved…

Probability · Mathematics 2014-10-07 Krzysztof Burdzy

A particle moves randomly over the integer points of the real line. Jumps of the particle outside the membrane (a fixed "locally perturbating set") are i.i.d., have zero mean and finite variance, whereas jumps of the particle from the…

Probability · Mathematics 2015-04-28 Alexander Iksanov , Andrey Pilipenko

We study two interacting particle systems, both modeled as a system of $N$ stochastic differential equations driven by Brownian motions with singular kernels and moderate interaction. We show a quantitative result where the convergence rate…

Probability · Mathematics 2025-01-22 Josué Knorst , Christian Olivera , Alexandre B. de Souza

Overdamped Brownian motion of a self-propelled particle is studied by solving the Langevin equation analytically. On top of translational and rotational diffusion, in the context of the presented model, the "active" particle is driven along…

Soft Condensed Matter · Physics 2013-05-15 Borge ten Hagen , Sven van Teeffelen , Hartmut Löwen

We study the space-time scaling limits of solitons in the box-ball system with random initial distribution. In particular, we show that any recentered tagged soliton converges to a Brownian motion in the diffusive space-time scale, and also…

Probability · Mathematics 2025-05-07 Stefano Olla , Makiko Sasada , Hayate Suda

We consider the problem of choosing Euclidean points to maximize the sum of their weighted pairwise distances, when each point is constrained to a ball centered at the origin. We derive a dual minimization problem and show strong duality…

Data Structures and Algorithms · Computer Science 2010-07-02 Neal E. Young

We study the pointwise regularity of the Multifractional Brownian Motion and in particular, we get the existence of slow points. It shows that a non self-similar process can still enjoy this property. We also consider various extensions of…

Probability · Mathematics 2023-02-14 Céline Esser , Laurent Loosveldt

Recent work in the literature has studied a new set of local boundary conditions for the quantized gravitational field, where the spatial components of metric perturbations, and ghost modes, are subject to Robin boundary conditions, whereas…

General Relativity and Quantum Cosmology · Physics 2007-05-23 Giampiero Esposito , Alexander Yu. Kamenshchik

Statistically self-similar measures on $[0,1]$ are limit of multiplicative cascades of random weights distributed on the $b$-adic subintervals of $[0,1]$. These weights are i.i.d, positive, and of expectation $1/b$. We extend these cascades…

Probability · Mathematics 2009-02-18 Julien Barral , Benoit Mandelbrot

In this paper we first make and discuss a conjecture concerning Newtonian potentials in Euclidean n space which have all their mass on the unit sphere about the origin, and are normalized to be one at the origin. The conjecture essentially…

Classical Analysis and ODEs · Mathematics 2024-11-05 John Lewis

We define and prove the existence of a fractional Brownian motion indexed by a collection of closed subsets of a measure space. This process is a generalization of the set-indexed Brownian motion, when the condition of independance is…

Probability · Mathematics 2007-05-23 E. Herbin , E. Merzbach

Discussed in the paper is the possibility of introducing the concept of Brownian motion of various mesoparticles in the ballistic regime. The case in point is the effect of collisions between thermal excitations in the liquid and the test…

Other Condensed Matter · Physics 2013-12-17 A. Kleimenicheva , V. Shikin

The presented paper is devoted to statistical modeling of Gaussian scalar real random fields inside a three-dimensional sphere (ball). We propose a statistical model describing the spatial heterogeneity in a unit ball and a numerical…

Applications · Statistics 2021-12-14 D. Kolyukhin , A. Minakov

Examples show that Riemannian manifolds with almost-Euclidean lower bounds on scalar curvature and Perelman entropy need not be close to Euclidean space in any metric space sense. Here we show that if one additionally assumes an…

Differential Geometry · Mathematics 2022-11-09 Robin Neumayer

We experimentally study the behavior of a particle slightly denser than the surrounding liquid in solid body rotating flow. Earlier work revealed that a heavy particle has an unstable equilibrium point in unbounded rotation flows. In the…

Fluid Dynamics · Physics 2015-06-11 Yoshiyuki Tagawa , Jarich van der Molen , Leen van Wijngaarden , Chao Sun

The impression gained from the literature published to date is that the spectrum of the stadium billiard can be adequately described, semiclassically, by the Gutzwiller periodic orbit trace formula together with a modified treatment of the…

chao-dyn · Physics 2009-10-28 Gregor Tanner

Applying an upper bound estimate for small $L^{2}$ ball probability for fractional Brownian motion (fBm), we prove the non-degeneracy of some Sobolev pseudo-norms of fBm.

Probability · Mathematics 2013-08-30 Yaozhong Hu , Fei Lu , David Nualart

Occupation time fluctuation limits of particle systems in R^d with independent motions (symmetric stable Levy process, with or without critical branching) have been studied assuming initial distributions given by Poisson random measures…

Probability · Mathematics 2012-03-14 Tomasz Bojdecki , Luis G. Gorostiza , Anna Talarczyk

We consider local singular perturbations of a one-dimensional Laplace operator from the point of view of semigroup theory. Under certain assumptions, we prove the convergence of the corresponding semigroups to the heat semigroup with…

Probability · Mathematics 2025-09-17 Adam Bobrowski , Andrey Pilipenko