Related papers: Dynamical Properties of Gaussian Chains and Rings …
The aim of the current paper is to illustrate, in a simple example, our recent, very general, rigorous results [Bru J.-B., de Siqueira Pedra W., J. Math. Anal. Appl. (2020), doi.org: 10.1016/j.jmaa.2020.124434 and…
The fractional Brownian motion (fBm) is parameterized by the Hurst exponent $H\in(0,1)$, which determines the dependence structure and regularity of sample paths. Empirical findings suggest that the Hurst exponent may be non-constant in…
We examine the behavior of $n$ Brownian particles diffusing on the real line with bounded, measurable drift and bounded, piecewise continuous diffusion coefficients that depend on the current configuration of particles. Sufficient…
We investigate the influence of polymer-pore interactions on the translocation dynamics using Langevin dynamics simulations. An attractive interaction can greatly improve translocation probability. At the same time, it also increases…
Stochastic calculus with respect to fractional Brownian motion (fBm) has attracted a lot of interest in recent years, motivated in particular by applications in finance and Internet traffic modeling. Multifractional Brownian motion (mBm) is…
Fractional Brownian motion (fBm) extends classical Brownian motion by introducing dependence between increments, governed by the Hurst parameter $H\in (0,1)$. Unlike traditional Brownian motion, the increments of an fBm are not independent.…
A model of interacting one--dimensional fermions confined to a harmonic trap is proposed. The model is treated analytically to all orders of the coupling constant by a method analogous to that used for the Luttinger model. As a first…
We present an exactly solvable model of a Gaussian (flexible) polymer chain in a quenched random medium. This is the case when the random medium obeys very long range quadratic correlations. The model is solved in $d$ spatial dimensions…
The Brownian motion of a test particle interacting with a quantum scalar field in the presence of a perfectly reflecting boundary is studied in (1 + 1)-dimensional flat spacetime. Particularly, the expressions for dispersions in velocity…
Assuming Gaussian chain statistics along the chain contour, we generate by means of a proper fractal generator hyperbranched polymer trees which are marginally compact. Static and dynamical properties, such as the radial intrachain pair…
In this paper, we will evaluate integrals that define the conditional expectation, variance and characteristic function of stochastic processes with respect to fractional Brownian motion (fBm) for all relevant Hurst indices, i.e. $H \in…
We study jamming in model freely rotating polymers as a function of chain length $N$ and bond angle $\theta_0$. The volume fraction at jamming, $\phi_J(\theta_0)$, is minimal for rigid-rod-like chains ($\theta_0 = 0$), and increases…
The Wiener's path integral plays a central role in the studies of Brownian motion. Here we derive exact path-integral representations for the more general \emph{fractional} Brownian motion (fBm) and for its time derivative process -- the…
Bifractional Brownian motion (bfBm) is a centered Gaussian process with covariance \[ R^{(H,K)}(s,t)= 2^{-K} \left( \left(|s|^{2H}+|t|^{2H} \right)^{K}-|t-s|^{2HK}\right), \qquad s,t\in R. \] We study the existence of bfBm for a given pair…
Strongly interacting one-dimensional quantum systems often behave in a manner that is distinctly different from their higher-dimensional counterparts. When a particle attempts to move in a one-dimensional environment it will unavoidably…
In this paper we study the moderate deviations principle (MDP) for slow-fast stochastic dynamical systems where the slow motion is governed by small fractional Brownian motion (fBm) with Hurst parameter $H\in(1/2,1)$. We derive conditions…
We study the functional link between the Hurst parameter and the Normalized Total Wavelet Entropy when analyzing fractional Brownian motion (fBm) time series--these series are synthetically generated. Both quantifiers are mainly used to…
In this paper we continue the study of the derivation of different types of kinetic equations which arise from scaling limits of interacting particle systems. We began this study in \cite{NVW}. More precisely, we consider the derivation of…
We consider a homogeneous mixture of bosons and polarized fermions. We find that long-range and attractive fermion-mediated interactions between bosons have dramatic effects on the properties of the bosons. We construct the phase diagram…
Structure and dynamics of an active polymer on a smooth cylindrical surface are studied by Brownian dynamics simulations. The effect of active force on the polymer adsorption behavior and the combined effect of chain mobility, length N,…