Related papers: Bessel process, Schramm-Loewner evolution, and Dys…
One-dimensional system of Brownian motions called Dyson's model is the particle system with long-range repulsive forces acting between any pair of particles, where the strength of force is $\beta/2$ times the inverse of particle distance.…
We derive the asymptotic behavior of the transition probability density of the Bessel-like diffusions for "dimension" $\rho = 0$.
This article is meant to serve as a guide to recent developments in the study of the scaling limit of critical models. These new developments were made possible through the definition of the Stochastic Loewner Evolution (SLE) by Oded…
The convergence of properly time-scaled and normalized maxima of independent standard Brownian motions to the Brown-Resnick process is well-known in the literature. In this paper, we study the extremal functional behavior of non-Gaussian…
We consider matrix-valued processes described as solutions to stochastic differential equations of very general form. We study the family of the empirical measure-valued processes constructed from the corresponding eigenvalues. We show that…
A nonlinear diffusion equation, interpreted as a Wasserstein gradient flow, is numerically solved in one space dimension using a higher-order minimizing movement scheme based on the BDF (backward differentiation formula) discretization. In…
Motivated by the existence problem of Fourier frames on fractal measures, we introduce Bessel and frame measures for a given finite measure on $\br^d$, as extensions of the notions of Bessel and frame spectra that correspond to bases of…
The dense flow of air bubbles in a two-dimensional silo (through an aperture D) filled with a liquid is studied experimentally. A particle tracking technique has been used to bring out the main properties of the flow: displacements of the…
The Bessel process models the local eigenvalue statistics near $0$ of certain large positive definite matrices. In this work, we consider the probability \begin{align*} \mathbb{P}\Big( \mbox{there are no points in the Bessel process on }…
It is known that the slow motion $X^\varepsilon$ in the time-scaled multidimensional averaging setup $\frac {dX^\varepsilon(t)}{dt}=\frac 1\varepsilon B(X^\varepsilon(t),\,\xi(t/\varepsilon^2))+b(X^\varepsilon(t),\,\xi(t/\ve^2)),\, t\in…
We introduce two convergent series expansions (direct and recursive) in terms of Bessel functions and representations of sums $r_N(m)$ of squares for $N$-dimensional Madelung constants, $M_N(s)$, where $s$ is the exponent of the Madelung…
We investigated the phase transition behavior of a binary spreading process in two dimensions for different particle diffusion strengths ($D$). We found that $N>2$ cluster mean-field approximations must be considered to get consistent…
Diffusive shock acceleration (DSA) by relativistic shocks is thought to generate the $dN/dE\propto E^{-p}$ spectra of charged particles in various astronomical relativistic flows. We show that for test particles in one dimension (1D),…
In this paper we discuss a one parameter modification of the well known fractional Maxwell model of viscoelasticity. Such models appear to be particularly interesting because they describe the short time asymptotic limit of a more general…
In this paper physical multi-scale processes governed by their own principles for evolution or equilibrium on each scale are coupled by matching the stored and dissipated energy, in line with the Hill-Mandel principle. In our view the…
We present a study of dynamical scaling and front motion in a one dimensional system that describes Rayleigh-Benard convection in a rotating cell. We use a model of three competing modes proposed by Busse and Heikes to which spatial…
Schramm--Loewner evolution (SLE) has been one of the central topics in the probabilistic study of two-dimensional critical systems. It is a random curve in two dimensions to which a cluster interface in a critical lattice system is…
In two prior papers of this series, it was proposed that a wavefunction model of a heavy particle and a collection of light particles might generate ``Brownian-Motion-Like" trajectories as well as diffusive motion (displacement proportional…
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…
We investigate systems of nature where the common physical processes diffusion and fragmentation compete. We derive a rate equation for the size distribution of fragments. The equation leads to a third order differential equation which we…