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Brownian motion in one or more dimensions is extensively used as a stochastic process to model natural and engineering signals, as well as financial data. Most works dealing with multidimensional Brownian motion consider the different…

Statistical Mechanics · Physics 2025-03-10 Michał Balcerek , Adrian Pacheco-Pozo , Agnieszka Wyłomanska , Krzysztof Burnecki , Diego Krapf

The stochastic motion of a two-dimensional vesicle in linear shear flow is studied at finite temperature. In the limit of small deformations from a circle, Langevin-type equations of motion are derived, which are highly nonlinear due to the…

Soft Condensed Matter · Physics 2009-11-13 Reimar Finken , Antonio Lamura , Udo Seifert , Gerhard Gompper

We obtain analytic expressions for the time correlation functions of a liquid of spherical particles, exact in the limit of high dimensions $d$. The derivation is long but straightforward: a dynamic virial expansion for which only the first…

Statistical Mechanics · Physics 2016-01-08 Thibaud Maimbourg , Jorge Kurchan , Francesco Zamponi

We study a stochastic model of a copolymerization process that has been extensively investigated in the physics literature. The main questions of interest include: (i) what are the criteria for transience, null recurrence, and positive…

Probability · Mathematics 2025-12-12 David F. Anderson , Jingyi Ma , Praful Gagrani

We study the fluctuations of the two-time dependent global roughness of finite size elastic lines in a quenched random environment. We propose a scaling form for the roughness distribution function that accounts for the two-time,…

Disordered Systems and Neural Networks · Physics 2009-11-11 Sebastian Bustingorry , Jose Luis Iguain , Claudio Chamon , Leticia F. Cugliandolo , Daniel Dominguez

We introduce a model for stochastic transport on a one-dimensional substrate with particles assuming different conformations during their stepping cycles. These conformations correspond to different footprints on the substrate: in order to…

Statistical Mechanics · Physics 2019-06-26 Yvan Rousset , Luca Ciandrini , Norbert Kern

The slow flow of amorphous solids exhibits striking heterogeneities: swift localised particle rearrangements take place in the midst of a more or less homogeneously deforming medium. Recently, experimental as well as numerical work has…

Soft Condensed Matter · Physics 2014-03-04 Alexandre Nicolas , Joerg Rottler , Jean-Louis Barrat

Random packings of stiff rods are self-supporting mechanical structures stabilized by long range interactions induced by contacts. To understand the geometrical and topological complexity of the packings, we first deploy X-ray computerized…

Soft Condensed Matter · Physics 2024-09-24 Yeonsu Jung , Thomas Plumb-Reyes , Hao-Yu Greg Lin , L. Mahadevan

We consider a nonlinear, moving boundary, fluid-structure interaction problem between a time dependent incompressible, viscous fluid flow, and an elastic structure composed of a cylindrical shell supported by a mesh of elastic rods. The…

Analysis of PDEs · Mathematics 2020-02-17 Sunčica Čanić , Marija Galić , Boris Muha

The flow through a porous medium strongly depends on the boundary conditions, very often assumed to be static. Here, we consider changes in the medium due to swelling and erosion and extend existing Lattice-Boltzmann models to include both.…

We consider a discrete-time random walk on the nodes of an unbounded hexagonal lattice. We determine the probability generating functions, the transition probabilities and the relevant moments. The convergence of the stochastic process to a…

Probability · Mathematics 2019-09-16 Antonio Di Crescenzo , Claudio Macci , Barbara Martinucci , Serena Spina

We use the notion of stochastic two-scale convergence to solve the problem of stochastic homogenization of the elastic plate in the bending regime.

Analysis of PDEs · Mathematics 2016-12-13 Peter Hornung , Matthaus Pawelczyk , Igor Velcic

The strategy of stochastic resetting is known to expedite the first passage to a target, in diffusive systems. Consequently, the mean first passage time is minimized at an optimal resetting parameter. With Poisson resetting, vanishing…

Soft Condensed Matter · Physics 2023-03-08 Saeed Ahmad , Dibyendu Das

We develop a supervised-learning-based approach for monitoring and diagnosing texture-related defects in manufactured products characterized by stochastic textured surfaces that satisfy the locality and stationarity properties of Markov…

Applications · Statistics 2017-07-24 Anh Tuan Bui , Daniel W. Apley

Statistics of stochastic processes are crucially influenced by the boundary conditions. In one spatial dimension, for example, the first passage time distribution in semi-infinite space (one absorbing boundary) is markedly different from…

Mathematical Physics · Physics 2024-08-23 Yuta Sakamoto , Takahiro Sakaue

We review several competing chaining methods to estimate the supremum, the diameter of the range or the modulus of continuity of a stochastic process in terms of tail bounds of their two-dimensional distributions. Then we show how they can…

Probability · Mathematics 2008-04-09 Michael Scheutzow

The mechanical properties of thermally excited two-dimensional crystalline membranes can depend dramatically on their geometry and topology. A particularly relevant example is the effect on the crumpling transition of holes in the membrane.…

Soft Condensed Matter · Physics 2019-10-16 D. Yllanes , D. R. Nelson , M. J. Bowick

The surface texture of materials plays a critical role in wettability, turbulence and transport phenomena. In order to design surfaces for these applications, it is desirable to characterise non-smooth and porous materials by their ability…

Fluid Dynamics · Physics 2019-12-10 Uǧis Lācis , Y. Sudhakar , Simon Pasche , Shervin Bagheri

We consider systems of particles hopping stochastically on $d$-dimensional lattices with space-dependent probabilities. We map the master equation onto an evolution equation in a Fock space where the dynamics are given by a quantum…

Condensed Matter · Physics 2007-05-23 Gunter Schuetz , Sven Sandow

The deformation and flow of disordered solids, such as metallic glasses and concentrated emulsions, involves swift localized rearrangements of particles that induce a long-range deformation field. To describe these heterogeneous processes,…

Disordered Systems and Neural Networks · Physics 2019-01-02 Alexandre Nicolas , Ezequiel E. Ferrero , Kirsten Martens , Jean-Louis Barrat