Related papers: What can we still learn from Brownian motion?
We consider the usual Langevin equation depending on an internal time. This parameter is substituted by a first passage time of a self-similar Markov process. Then the Gaussian process is parent, and the hitting time process is directing.…
The population dynamics of molecules, cells, and organisms are governed by a number of unknown forces. In the last decade, population dynamics have predominantly been modeled with Wasserstein gradient flows. However, since gradient flows…
In this work, we prove a version of H\"{o}rmander's theorem for a stochastic evolution equation driven by a trace-class fractional Brownian motion with Hurst exponent $\frac{1}{2} < H < 1$ and an analytic semigroup on a given separable…
We show that the longitudinal position $x(t)$ of a particle in a $(d+1)$-dimensional layered random velocity field (the Matheron-de Marsily model) can be identified as a fractional Brownian motion (fBm) characterized by a variable Hurst…
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…
A many particle Hamiltonian, where the interaction term conserves the number of particles, is considered. A master equation for the populations of the different levels is derived in an exact way. It results in a local equation with…
In this note, by an elementary use of Girsanov's transform we show that the exit time for either a biased random walk or a drifted Brownian motion on a symmetric interval is stochastically monotone with respect to the drift parameter. In…
We consider the equations of motion for an incompressible Non-Newtonian fluid in a bounded Lipschitz domain $G\subset\mathbb R^d$ during the time intervall $(0,T)$ together with a stochastic perturbation driven by a Brownian motion $W$. The…
A conventional derivation of motion equations in mechanics and field equations in field theory is based on the principle of least action with a proper Lagrangian. With a time-independent Lagrangian, a function of coordinates and velocities…
The classical Lagrange formalism is generalized to the case of arbitrary stationary (but not necessarily conservative) dynamical systems. It is shown that the equations of motion for such systems can be derived in the standard ways from the…
Brownian motion of single particles with various masses M and diameters D is studied by molecular dynamics simulations. Besides the momentum auto-correlation function of the Brownian particle the memory function and the fluctuating force…
Our object is to formulate and analyze a physically plausible and mathematically sound model to better understand the phenomenon of clumping in colloid dispersions. Our model is stochastic but rigorously derived from a deterministic setup…
Mechanics can be founded in a principle stating the uncertainty in the position of an observable particle delta-q as a function of its motion relative to the observer, expressed in a trajectory representation . From this principle,…
We establish Talagrand's $T_1$ and $T_2$ inequalities for the law of the solution of a stochastic differential equation driven by a fractional Brownian motion with Hurst parameter $H>1/2$. We use the $L^2$ metric and the uniform metric on…
We derive both Lagrangian and Hamiltonian mechanics as gauge theories of Newtonian mechanics. Systematic development of the distinct symmetries of dynamics and measurement suggest that gauge theory may be motivated as a reconciliation of…
We argue that magnetic flux-conservation in turbulent plasmas at high magnetic Reynolds numbers neither holds in the conventional sense nor is entirely broken, but instead is valid in a novel statistical sense associated to the "spontaneous…
We show that one-dimensional Bohmian mechanics is unique, in that, the Bohm trajectories are the only solutions that conserve total left (or right) probability. In Brandt et al., Phys. Lett. A, 249 (1998) 265--270, they define quantile…
New, gauge-independent, second-order Lagrangian for the motion of classical, charged test particles is proposed. It differs from the standard, gauge-dependent, first order Lagrangian by boundary terms only. A new method of deriving…
The process of diffusion is the most elementary stochastic transport process. Brownian motion, the representative model of diffusion, played a important role in the advancement of scientific fields such as physics, chemistry, biology and…
We introduce a data-driven method for learning the equations of motion of mechanical systems directly from position measurements, without requiring access to velocity data. This is particularly relevant in system identification tasks where…