Related papers: Tridiagonal Models for Dyson Brownian Motion
The motion of water is governed by the Navier-Stokes equations, which are complemented by the continuity equation to ensure local mass conservation. In this work, we construct the relativistic generalization of these equations through a…
The eigenvalue density for members of the Gaussian orthogonal and unitary ensembles follows the Wigner semi-circle law. If the Gaussian entries are all shifted by a constant amount c/Sqrt(2N), where N is the size of the matrix, in the large…
In this article, we introduce Brownian motion on stable looptrees using resistance techniques. We prove an invariance principle characterising it as the scaling limit of random walks on discrete looptrees, and prove precise local and global…
We introduce a method for computing interfacial motions governed by curvature dependent acceleration. Our method is a thresholding algorithm of the BMO-type which, instead of utilizing a diffusion process, thresholds evolution by the wave…
Fractional Brownian motion is a Gaussian stochastic process with stationary, long-time correlated increments and is frequently used to model anomalous diffusion processes. We study numerically fractional Brownian motion confined to a finite…
We study the $L^2$-gradient flow of functionals $\mathcal F$ depending on the eigenvalues of Schr\"odinger potentials $V$ for a wide class of differential operators associated to closed, symmetric, and coercive bilinear forms, including the…
Standard approach to dynamical random matrix models relies on the description of trajectories of eigenvalues. Using the analogy from optics, based on the duality between the Fermat principle(trajectories) and the Huygens principle…
Stochastic Gradient Descent (SGD) is commonly modeled as a Langevin process, assuming that minibatch noise acts as Brownian motion. However, this approximation relies on a continuous-time limit and a sqrt(eta) noise scaling that does not…
The evolution of buoyancy-driven homogeneous variable-density turbulence (HVDT) at Atwood numbers up to 0.75 and large Reynolds numbers is studied by using high-resolution Direct Numerical Simulations. To help understand the highly…
We consider a branching Brownian motion in $\mathbb{R}^2$ in which particles independently diffuse as standard Brownian motions and branch at an inhomogeneous rate $b(\theta)$ which depends only on the angle $\theta$ of the particle. We…
The fluctuation-dissipation theorem is a central theorem in nonequilibrium statistical mechanics by which the evolution of velocity fluctuations of the Brownian particle under a fluctuating environment is intimately related to its…
Eigenvalues and eigenvectors of non-Hermitian tridiagonal periodic random matrices are studied by means of the Hatano-Nelson deformation. The deformed spectrum is annular-shaped, with inner radius measured by the complex Thouless formula.…
Let $D\subset R^d$ be a bounded domain and let $\mathcal P(D)$ denote the space of probability measures on $D$. Consider a Brownian motion in $D$ which is killed at the boundary and which, while alive, jumps instantaneously according to a…
We study a Brownian motion with drift in a wedge of angle $\beta$ which is obliquely reflected on each edge along angles $\varepsilon$ and $\delta$. We assume that the classical parameter $\alpha=\frac{\delta+\varepsilon - \pi}{\beta}$ is…
In the present study time evolution of quasi-spherical polytropic accretion flow with toroidal magnetic field is investigated. The study especially focused the astrophysically important case in which the adiabatic exponent $\gamma=5/3$. In…
The circular Dyson Brownian motion model refers to the stochastic dynamics of the log-gas on a circle. It also specifies the eigenvalues of certain parameter-dependent ensembles of unitary random matrices. This model is considered with the…
We study the dynamics of a Brownian quantum particle hopping on an infinite lattice with a spin degree of freedom. This particle is coupled to free boson gases via a translation-invariant Hamiltonian which is linear in the creation and…
Multifractional Brownian motion is an extension of the well-known fractional Brownian motion where the Holder regularity is allowed to vary along the paths. In this paper, two kind of multi-parameter extensions of mBm are studied: one is…
We develop a new method based on Caffarelli's contraction theorem in optimal transport to obtain sharp and uniform modulus of continuity estimates for $\beta$-Dyson Brownian motions with $\beta \geq 2$. Our method extends to a large class…
In this work, we investigate the effect of momentum on the optimisation trajectory of gradient descent. We leverage a continuous-time approach in the analysis of momentum gradient descent with step size $\gamma$ and momentum parameter…