Related papers: Corrections to Einstein's relation for Brownian mo…
We study the motion of a Brownian particle subjected to Lorentz force due to an external magnetic field. Each spatial degree of freedom of the particle is coupled to a different thermostat. We show that the magnetic field results in…
We consider a class of aggregation-diffusion equations on unbounded one dimensional domains with Lipschitz nonincreasing mobility function. We show strong $L^1$-convergence of a suitable deterministic particle approximation to weak…
The fundamental insight into Brownian motion by Einstein is that all substances exhibit continual fluctuations due to thermal agitation balancing with the frictional resistance. However, even at thermal equilibrium, biological activity can…
We investigated the quality of forecasting of fractional Brownian motion, and new method for estimating of Hurst exponent is validated. Stochastic model of the time series in the form of converted fractional Brownian motion is proposed. The…
Many important properties of granular fluids can be represented by a system of hard spheres with inelastic collisions. Traditional methods of nonequilibrium statistical mechanics are effective for analysis and description of the inelastic…
We consider discretizations of the Einstein action of general relativity such that the resulting discrete equations of motion form a consistent constrained system. Upon ``spin foam'' quantization of the system, consistency allows a natural…
The dynamics of a Brownian particle in a constant magnetic field and time-dependent electric field is studied in the limit of white noise, using a Langevin approach for the classical problem and the path-integral Feynman-Vernon and…
In this paper, we consider the prediction of the helium concentrations as function of a spatially variable source term perturbed by fractional Brownian motion. For the direct problem, we show that it is well-posed and has a unique mild…
The cumulant generating function of time-averaged current is studied from an operational viewpoint. Specifically, for interacting Brownian particles under non-equilibrium conditions, we show that the first derivative of the cumulant…
We show how the quantum analog of the Fokker-Planck equation for describing Brownian motion can be obtained as the diffusive limit of the quantum linear Boltzmann equation. The latter describes the quantum dynamics of a tracer particle in a…
Careful analysis of parametrized variational principles in mechanics and field theory leads to a generalization of Einstein theory that includes a cosmological stress tensor. This generalization also follows by restricting variations of the…
In the spirit of the macroscopic crowd motion models with hard congestion (i.e. a strong density constraint $\rho\leq 1$) introduced by Maury {\it et al.} some years ago, we analyze a variant of the same models where diffusion of the agents…
Let $B=(B_t)_{t\geq 0}$ be a standard Brownian motion. The main objective is to find a uniform (in time) control of the modulus of continuity of $B$ in the spirit of what appears in (Kurtz, 1978). More precisely, it involves the control of…
We propose a new Eulerian turbulence theory to obtain a closed set of equations for homogeneous, isotropic turbulent velocity field correlations and propagator functions by incorporating constraints of random Galilean invariance. This…
The problem of motion in General Relativity has lost its academic status and become an active research area since the next generation of gravity wave detectors will rely upon its solution. Here we will show, within scalar gravity, how ideas…
We investigate the bounds between normal or anomalous effective diffusion for inertial particles transported by parallel flows. The infrared behavior of the fluid kinetic-energy spectrum, i.e. the possible presence of long-range…
We propose a new mechanism to alter the nature of the potential barriers when a biased Brownian particle under goes a constrained motion in narrow, periodic channel. By changing the angle of the external bias, the nature of the potential…
We compute the renormalized two-point functions of density, divergence and vorticity of the velocity in the Effective Field Theory of Large Scale Structures. Because of momentum and mass conservation, the corrections from short scales to…
We characterize the asymptotic behaviour of the weighted power variation processes associated with iterated Brownian motion. We prove weak convergence results in the sense of finite dimensional distributions, and show that the laws of the…
Multistability is one of the most important phenomena in dynamical systems, e.g. bistability enables the implementation of logic gates and therefore computation. Recently multistability has attracted a greatly renewed interest related to…