Related papers: Nonintersecting Brownian bridges between reflectin…
Many inverse problems require reconstructing physical fields from limited and noisy data while incorporating known governing equations. A growing body of work within probabilistic numerics formalizes such tasks via Bayesian inference in…
A phenomenological model for the interface between trivial and topological two-dimensional insulators possessing the same band gap is presented. The model depends on three measurable parameters, the energy gap $E_g$, the Fermi velocity of…
A particle subject to a white noise external forcing moves like a Langevin process. Consider now that the particle is reflected at a boundary which restores a portion c of the incoming speed at each bounce. For c strictly smaller than the…
In this paper we analyze the narrow capture problem for a single Brownian particle diffusing in a three-dimensional (3D) bounded domain containing a set of small, spherical traps. The boundary surface of each trap is taken to be a…
We consider an infinite system of particles on the positive real line, initiated from a Poisson point process, which move according to Brownian motion up until the hitting time of a barrier. The barrier increases when it is hit, allowing…
In the paper $k$-multiple self-intersection local time for planar Gaussian integrators generated by linear operator with nontrivial kernel is studied. In this case additional singularities arise in its formal Fourier--Wiener transform. In…
This paper uses linear magnetohydrodynamics to model resonant absorption in coronal plasma with a Cartesian coordinate system. We impose line-tied boundary conditions and tilt the background magnetic field to be oblique to the transition…
The transmission of polarized light through a two-dimensional randomly rough interface between two dielectric media has been much less studied, by any approach, than the reflection of light from such an interface. We have derived a reduced…
Consider n non-intersecting particles on the real line (Dyson Brownian motions), all starting from the origin at time=0, and forced to return to x=0 at time=1. For large n, the average mean density of particles has its support, for each…
We study a system of $N$ non-intersecting $(1+1)$-dimensional fluctuating elastic interfaces (`vicious bridges') at thermal equilibrium, each subject to periodic boundary condition in the longitudinal direction and in presence of a…
We study systems of Brownian particles on the real line, which interact by splitting the local times of collisions among themselves in an asymmetric manner. We prove the strong existence and uniqueness of such processes and identify them…
In this paper we establish relationships between four important concepts: (a) hitting time problems of Brownian motion, (b) 3-dimensional Bessel bridges, (c) Schr\"odinger's equation with linear potential, and (d) heat equation problems…
We discover new type of interference patterns generated in the focusing nonlinear Schr\"odinger equation (NLSE) with localised periodic initial conditions. At special conditions, found in the present work, these patterns exhibit novel…
For the stationary one-dimensional nonlinear Schr\"odinger equation (or Gross-Pitaevskii equation) nonlinear resonant transmission through a finite number of equidistant identical barriers is studied using a (semi-) analytical approach. In…
We study $n$ non-intersecting Brownian motions, corresponding to the eigenvalues of an $n\times n$ Hermitian Brownian motion. At the boundary of their limit shape we find that only three universal processes can arise: the Pearcey process…
We consider a continuum percolation model on $\R^d$, $d\geq 1$.For $t,\lambda\in (0,\infty)$ and $d\in\{1,2,3\}$, the occupied set is given by the union of independent Brownian paths running up to time $t$ whoseinitial points form a Poisson…
Local perturbations of a Brownian motion are considered. As a limit we obtain a non-Markov process that behaves as a reflected Brownian motion on the positive half line until its local time at zero reaches some exponential level, then…
We report a peculiar tunneling phenomenon that occurs in lattices with nonreciprocal couplings. The nonreciprocity holds for an inner portion of the lattice, constituting a non-Hermitian interface between outer Hermitian sections. The…
We introduce numerical methods for simulating the diffusive motion of rigid bodies of arbitrary shape immersed in a viscous fluid. We parameterize the orientation of the bodies using normalized quaternions, which are numerically robust,…
Brownian motion in confinement and at interfaces is a canonical situation, encountered from fundamental biophysics to nanoscale engineering. Using the Lorenz-Mie framework, we optically record the thermally-induced tridimensional…