Related papers: Gaussian convergence for stochastic acceleration o…
The one-dimensional motion of any number $\cN$ of particles in the field of many independent waves (with strong spatial correlation) is formulated as a second-order system of stochastic differential equations, driven by two Wiener…
The one-dimensional motion of $N$ particles in the field of many incoherent waves is revisited numerically. When the wave complex amplitudes are independent, with a gaussian distribution, the quasilinear approximation is found to always…
We explore properties the solution of Langevin equation when stochastic influence is orthogonal to velocity of a particle. Wiener's process can accept unlimited values. But for these equations, the attraction surfaces exist. For these…
We consider the continuous version of the Vicsek model with noise, proposed as a model for collective behavior of individuals with a fixed speed. We rigorously derive the kinetic mean-field partial differential equation satisfied when the…
The aim of this paper is to establish the uniform convergence of the densities of a sequence of random variables, which are functionals of an underlying Gaussian process, to a normal density. Precise estimates for the uniform distance are…
The paper investigates uniform convergence of wavelet expansions of Gaussian random processes. The convergence is obtained under simple general conditions on processes and wavelets which can be easily verified. Applications of the developed…
We consider a particle undergoing Brownian motion in Euclidean space of any dimension, forced by a Gaussian random velocity field that is white in time and smooth in space. We show that conditional on the velocity field, the quenched…
In numerous applications data are observed at random times and an estimated graph of the spectral density may be relevant for characterizing and explaining phenomena. By using a wavelet analysis, one derives a nonparametric estimator of the…
The density of states for a particle moving in a random potential with a Gaussian correlator is calculated exactly using the functional integral technique. It is achieved by expressing the functional degrees of freedom in terms of the…
For continuous-time linear stochastic dynamical systems driven by Wiener processes, we consider the problem of designing ensemble filters when the observation process is randomly time-sampled. We propose a continuous-discrete McKean--Vlasov…
The properties of quantum mechanics with a discrete phase space are studied. The minimum uncertainty states are found, and these states become the Gaussian wave packets in the continuum limit. With a suitably chosen Hamiltonian that gives…
In this paper we discuss some aspects of the theory of wave packets. We consider a popular non-covariant Gaussian model used in various applications and show that it predicts too slow a longitudinal dispersion rate for relativistic…
We study the motion of an inertial particle in a fractional Gaussian random field. The motion of the particle is described by Newton's second law, where the force is proportional to the difference between a background fluid velocity and the…
In this paper, we develop a model to describe the generalized wave-particle instability in a quasi-neutral plasma. We analyze the quasi-linear diffusion equation for particles by expressing an arbitrary unstable and resonant wave mode as a…
We establish the convergence of the densities of a sequence of nonlinear functionals of an underlying Gaussian process to the density of a Gamma distribution. The key idea of our work is a new density formula for random variables in the…
Stochastic processes are proposed whose master equations coincide with classical wave, telegraph, and Klein-Gordon equations. Similar to predecessors based on the Goldstein-Kac telegraph process, the model describes the motion of particles…
We study the evolutions of selected quasi-(1+1) dimensional wavepacket solutions to the Klein-Gordon equation for a relativistic charged particle in uniform motion or accelerated by a uniform electric field in Minkowski space. We explore…
We consider a random model of diffusion and coagulation. A large number of small particles are randomly scattered at an initial time. Each particle has some integer mass and moves in a Brownian motion whose diffusion rate is determined by…
We study non-relativistic propagation of Gaussian wave packets in one-dimensional Eckart potential, a barrier, or a well. In the picture used, the transmitted wave packet results from interference between the copies of the freely…
Particle acceleration by means of non-linear plasma wave interactions is of great topical interest. Accordingly, in this paper we focus on the electron surfing process. Self-consistent kinetic simulations, using both relativistic Vlasov and…