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Nonmagnetic particles in a carrier ferrofluid acquire an effective dipolar moment when placed in an external magnetic field. This fact leads them to form chains that will roughen due to Brownian motion when the magnetic field is decreased.…
This paper provides yet another look at the mixed fractional Brownian motion (fBm), this time, from the spectral perspective. We derive an approximation for the eigenvalues of its covariance operator, asymptotically accurate up to the…
We derive a "Wannier-Hubbard" model consisting of an array of overlapping atomic orbitals interacting via a local Coulomb interaction. Transforming to an orthogonal Wannier basis set, the resulting Hamiltonian displays long range hopping…
We study systems of interacting Brownian particles in one dimension constructed as the diffusion scaling limits of Fisher's vicious walk models. We define two types of nonintersecting Brownian motions, in which we impose no condition (resp.…
We perform numerical simulations of isolated, partially active polymers, driven out-of-equilibrium by a fraction of their monomers. We show that, if the active beads are all gathered in a contiguous block, the position of the section along…
We investigate conformations and dynamics of a polymer considering its monomers to be active Brownian particles. This active polymer shows very intriguing physical behavior which is absent in an active Rouse chain. The chain initially…
The work developed in the paper concerns the multivariate fractional Brownian motion (mfBm) viewed through the lens of the wavelet transform. After recalling some basic properties on the mfBm, we calculate the correlation structure of its…
The main goal of this paper is to provide a fractional stochastic differential equation modelling the physical phenomena governed by the Langevin equation in 1-dimension. A generalized equation leaning on the fractional Brownian motion…
The statistical mechanics of a linear non-interacting polymer chain with a large number of monomers is considered with fixed angular momentum. The radius of gyration for a linear polymer is derived exactly by functional integration. This…
We consider one-dimensional chain of coupled linear and nonlinear oscillators with long-range power-wise interaction. The corresponding term in dynamical equations is proportional to $1/|n-m|^{\alpha+1}$. It is shown that the equation of…
We study the semimartingale properties for the generalized fractional Brownian motion (GFBM) introduced by Pang and Taqqu (2019) and discuss the applications of the GFBM and its mixtures to financial asset pricing. The GFBM is self-similar…
We use computer simulations to test a simple idea for mapping between long-time self diffusivities obtained from molecular and Brownian dynamics. The strategy we explore is motivated by the behavior of fluids comprising particles that…
Inspired by recent experiments on chromosomal dynamics, we introduce an exactly solvable model for the interaction between a flexible polymer and a set of motor-like enzymes. The enzymes can bind and unbind to specific sites of the polymer…
The properties of semiflexible polymers tethered by one end to an impenetrable wall and exposed to oscillatory shear flow are investigated by mesoscale simulations. A polymer, confined in two dimensions, is described by a linear bead-spring…
We study phenomenological scaling theories of the polymer dynamics in random media, employing the existing scaling theories of polymer chains and the percolation statistics. We investigate both the Rouse and the Zimm model for Brownian…
This paper reviews and extends some recent results on the multivariate fractional Brownian motion (mfBm) and its increment process. A characterization of the mfBm through its covariance function is obtained. Similarly, the correlation and…
Passive scalar motion in a family of random Gaussian velocity fields with long-range correlations is shown to converge to persistent fractional Brownian motions in long times.
We use a computational model to investigate the emergence of interaction forces between pairs of intruders in a horizontally vibrated granular fluid. The time evolution of a pair of particles shows a maximum of the likelihood to find the…
We analyze \emph{fractional Brownian motion} and \emph{scaled Brownian motion} on the two-dimensional sphere $\mathbb{S}^{2}$. We find that the intrinsic long time correlations that characterize fractional Brownian motion collude with the…
As a generic model for transport of interacting fermions through a barrier or interstitials in a lattice, quantum Brownian motion in a periodic potential is studied. There is a duality transformation between the continuous coordinate or…