Related papers: Tridiagonal Models for Dyson Brownian Motion
We establish a correspondence between the evolution of the distribution of eigenvalues of a $N\times N$ matrix subject to a random Gaussian perturbing matrix, and a Fokker-Planck equation postulated by Dyson. Within this model, we prove the…
Most classical work on the hydrodynamics of low-Reynolds-number swimming addresses deterministic locomotion in quiescent environments. Thermal fluctuations in fluids are known to lead to a Brownian loss of the swimming direction. As most…
In this work, the scaling statistics of the dissipation along Lagrangian trajectories are investigated by using fluid tracer particles obtained from a high resolution direct numerical simulation with $Re_{\lambda}=400$. Both the energy…
We investigate the evolution of barycenters of masses transported by stochastic flows. The state spaces under consideration are smooth affine manifolds with certain convexity structure. Under suitable conditions on the flow and on the…
This paper provides a large deviation principle for Non-Markovian, Brownian motion driven stochastic differential equations with random coefficients. Similar to Gao and Liu \cite{GL}, this extends the corresponding results collected in…
We investigate the evolution of axis ratios of triaxial haloes using the phase space description of triaxial collapse. In this formulation, the evolution of the triaxial ellipsoid is described in terms of the dynamics of eigenvalues of…
Eigenvalue correlations of random matrix ensembles as a function of an external perturbation are investigated vis the Dyson Brownian Motion Model in the situation where the level density has a hard edge singularity. By solving a linearized…
We study the statistics of random functionals $\mathcal{Z}=\int_{0}^{\mathcal{T}}[x(t)]^{\gamma-2}dt$, where $x(t)$ is the trajectory of a one-dimensional Brownian motion with diffusion constant $D$ under the effect of a logarithmic…
The Active Brownian Particle (ABP) model has become a prototype of self-propelled particles. ABPs move persistently at a constant speed $V$ along a direction that changes slowly by rotational diffusion, characterized by a coefficient $\Dr$.…
The motion of Brownian particles in nonlinear baths, such as, e.g., viscoelastic fluids, is of great interest. We theoretically study a simple model for such bath, where two particles are coupled via a sinusoidal potential. This model,…
The collisional drift wave instability in a straight magnetic field configuration is studied within a full-F gyro-fluid model, which relaxes the Oberbeck-Boussinesq (OB) approximation. Accordingly, we focus our study on steep background…
Nonlinear statistics (i.e. statistics of permanents) on the eigenvalues of invariant random matrix models are considered for the three Dyson's symmetry classes $\beta=1,2,4$. General formulas in terms of hyperdeterminants are found for…
In this article we investigate a family of nonlinear evolutions of polygons in the plane called the $\beta$-polygon flow and obtain some results analogous to results for the smooth curve shortening flow: (1) any planar polygon shrinks to a…
This paper is devoted to the study of the eigenvalues of the Wishart process which are the analogof the Dyson Brownian Motion for covariance matrices. Such processes were in particular studied byBru. The mean field convergence of the…
We prove limit theorems for the weighted quadratic variation of trifractional Brownian motion and $n$-th order fractional Brownian motion. Furthermore, a sufficient condition for the $L^P$-convergence of the weighted quadratic variation for…
For any $\beta>0$, we provide a tridiagonal matrix model and compute the joint eigenvalue density of a random rank one non-Hermitian perturbation of Gaussian and Laguerre $\beta$-ensembles of random matrices.
The effects of a "diffusing diffusivity" (DD), a stochastically time-varying diffusion coefficient, are explored within the frameworks of three different forms of fractional Brownian motion (FBM): (i) the Langevin equation driven by…
Diffusion models are central to generative modeling and have been adapted to graphs by diffusing adjacency matrix representations. The challenge of having up to $n!$ such representations for graphs with $n$ nodes is only partially mitigated…
The problem of Brownian motion in a periodic potential, under the influence of external forcing, which is either random or periodic in time, is studied in this paper. Multiscale techniques are used to derive general formulae for the steady…
We investigate here linear stability in a canonical three-dimensional boundary layer generated by the superposition of a spanwise pressure gradient upon an otherwise standard channel flow. As the main result, we introduce a simple…