Related papers: Bernstein processes described by forward and backw…
We obtain explicit mean value formulas for the solutions of the diffusion equations associated with the Ornstein-Uhlenbeck and Hermite operators. From these, we derive various useful properties, such as maximum principles, uniqueness…
Taking an open quantum systems approach, we derive a collective equation of motion for the dynamics of a matter-wave bright soliton moving through a thermal cloud of a distinct atomic species. The reservoir interaction involves energy…
Different initial and boundary value problems for the equation of vibrations of rods (also called Fresnel equation) are solved by exploiting the connection with Brownian motion and the heat equation. The analysis of the fractional version…
The isospin diffusion and other irreversible phenomena are discussed for a two-component nuclear Fermi system. The set of Boltzmann transport equations, such as employed for reactions, are linearized, for weak deviations of a system from…
We derive diffusive macroscopic equations for the particle and energy density of a system whose time evolution is described by a kinetic equation for the one particle position and velocity function f(r,v,t) that consists of a part that…
We present a collection of explicit diffusion approximations to small temperature Schr\"{o}dinger bridges on manifolds. Our most precise results are when both marginals are the same and the Schr\"{o}dinger bridge is on a manifold with a…
We develop two-dimensional Brownian dynamics simulations to examine the motion of disks under thermal fluctuations and Hookean forces. Our simulations are designed to be experimental-like, since the experimental conditions define the…
We propose a Langevin equation for systems in an environment with nonuniform temperature. At odds with an older proposal, ours admits a locally Maxwellian steady state, local equipartition holds and for detailed-balanced (reversible)…
This article discusses the numerical result predicted by the quantum Langevin equation of the generalized diffusion function of a Brownian particle immersed in an Ohmic quantum bath of harmonic oscillators. The time dependence of the…
We derive the generalized Markovian description for the non-equilibrium Brownian motion of a heated particle in a simple solvent with a temperature-dependent viscosity. Our analytical results for the generalized fluctuation-dissipation and…
The Bernstein wave is a well-known electrostatic eigen-mode in magnetized plasmas, and it is of broad connection to multiple disciplines, such as controlled nuclear fusions and astrophysics. In this work, we extend the Bernstein mode from…
Based on a version of Dudley's Wiener process on the mass shell in the momentum Minkowski space of a massive point particle, a model of a relativistic Ornstein--Uhlenbeck process is constructed by addition of a specific drift term. The…
We derive explicit representations for the (Siegmund) dual and the inverse flow of generalized Ornstein-Uhlenbeck processes whenever these exist. It turns out that the dual and the process corresponding to the inverse stochastic flow are…
It is long known that the Fokker-Planck equation with prescribed constant coefficients of diffusion and linear friction describes the ensemble average of the stochastic evolutions in velocity space of a Brownian test particle immersed in a…
A unified equation of state for quark-hadron matter is presented in the generalized Beth-Uhlenbeck form. It follows from a $\Phi-$derivable approach to the thermodynamic potential where the ansatz for the $\Phi$ functional contains all 2PI…
We consider two reflecting diffusion processes $(X_t)_{t \ge 0}$ with a moving reflection boundary given by a non-decreasing pure jump Markov process $(R_t)_{t \ge 0}$. Between the jumps of the reflection boundary the diffusion part behaves…
The effect of nonlinear friction forces in quantum mechanics is studied via dissipative Madelung hydrodynamics. A new thermo-quantum diffusion equation is derived, which is solved for the particular case of quantum Brownian motion with a…
We derive explicit forms of Markovian transition probability densities for the velocity space, phase-space and the Smoluchowski configuration-space Brownian motion of a charged particle in a constant magnetic field. By invoking a…
Multivariate Bessel and Jacobi processes describe Calogero-Moser-Sutherland particle models. They depend on a parameter $k$ and are related to time-dependent classical random matrix models like Dysom Brownian motions, where $k$ has the…
Reaction diffusion systems describe the behaviour of dynamic, interacting, particulate systems. Quantum stochastic processes generalise Brownian motion and Poisson processes, having operator valued It\^{o} calculus machinery. Here it is…