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Related papers: The Edwards Model for fBm Loops and Starbursts

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We study the fBm by use of convolution of the standard white noise with a certain distribution. This brings some simplifications and new results.

Probability · Mathematics 2009-05-01 Denis Feyel , Arnaud De La Pradelle

The 2D Hubbard model is extended by placing 2S orbitals at each lattice site and studied in a systematic 1/S expansion. The 1/S results for the magnetic susceptibility and the spectra of spin-wave excitations at half-filling are consistent…

Condensed Matter · Physics 2009-10-22 A. V. Chubukov , K. A. Musaelian

The present article is devoted to a fine study of the convergence of renormalized weighted quadratic and cubic variations of a fractional Brownian motion $B$ with Hurst index $H$. In the quadratic (resp. cubic) case, when $H<1/4$ (resp.…

Probability · Mathematics 2009-01-19 Ivan Nourdin

Divergencies appearing in perturbation expansions of interacting many-body systems can often be removed by expanding around a suitably chosen renormalized (instead of the non-interacting) Hamiltonian. We describe such a renormalized…

Strongly Correlated Electrons · Physics 2009-11-07 A. Neumayr , W. Metzner

An event-driven molecular dynamics simulation of inelastic hard spheres contained in a cylinder and subject to strong vibration reproduces accurately experimental results[1] for a system of vibrofluidized glass beads. In particular, we are…

Statistical Mechanics · Physics 2009-11-07 J. Talbot , P. Viot

A recently introduced recurrence-relation ansatz applied to the Fermi-Hubbard model gives rise to a soluble model and here is used to calculate several thermodynamic observables. The constraint of unit density per site, density = 1, is…

Quantum Gases · Physics 2024-09-18 Moorad Alexanian

Explicit density expansions of non-equilibrium probability distribution functions for molecular Brownian particle in ideal gas are obtained in original form what visually implies (is exact solution to) the previously established dynamical…

Statistical Mechanics · Physics 2012-09-26 Yu. E. Kuzovlev

We consider the spectral properties of aperiodic block subwavelength resonator systems in one dimension, with a primary focus on the density of states. We prove that for random block configurations, as the number of blocks $M\to \infty$,…

Mathematical Physics · Physics 2025-05-23 Habib Ammari , Silvio Barandun , Bryn Davies , Erik Orvehed Hiltunen , Alexander Uhlmann

We expand the classic variational formulation of $-\log\mathbb{E}\left[e^{-f}\right]$ to the case where f depends on a diffusion, and not only a on Brownian motion, while decreasing the integrability hypothesis on f. We also give an…

Probability · Mathematics 2016-12-02 Kévin Hartmann

A particle diffusing around a point of stable mechanical equilibrium in a static but non-conservative force field enters into a steady state characterized by circulation in the probability flux. Circulation in such a Brownian vortex is not…

Soft Condensed Matter · Physics 2009-03-17 Bo Sun , Jiayi Lin , Ellis Darby , Alexander Y. Grosberg , David G. Grier

We obtain a formula for the density of the winding number of planar Brownian motion around the origin, and deduce from it asymptotic expansions in inverse powers of the logarithm of the squared time, explicit in the angular variable. In…

Probability · Mathematics 2012-10-08 Stella Brassesco , Silvana C. García Pire

We propose microscopic density functional theory for inhomogeneous star polymers. Our approach is based on fundamental measure theory for hard spheres, and on Wertheim's first- and second-order perturbation theory for the interparticle…

Soft Condensed Matter · Physics 2007-05-23 A. Malijevsky , P. Bryk , S. Sokolowski

Density matrix embedding theory (Phys. Rev. Lett. 109, 186404 (2012)) and density embedding theory ((Phys. Rev. B 89, 035140 (2014)) have recently been introduced for model lattice Hamiltonians and molecular systems. In the present work,…

Chemical Physics · Physics 2016-11-25 Ireneusz W. Bulik , Weibing Chen , Gustavo E. Scuseria

We study a rough differential equation driven by fractional Brownian motion with Hurst parameter $H$ $(1/4<H \le 1/2)$. Under H\"ormander's condition on the coefficient vector fields, the solution has a smooth density for each fixed time.…

Probability · Mathematics 2019-09-12 Yuzuru Inahama , Nobuaki Naganuma

There is much confusion in the literature over Hurst exponent (H). The purpose of this paper is to illustrate the difference between fractional Brownian motion (fBm) on the one hand and Gaussian Markov processes where H is different to 1/2…

Signal Processing · Electrical Eng. & Systems 2021-03-10 G. Millán

We study fractional Brownian motion (fBm) characterized by the Hurst exponent H. Using a Monte Carlo sampling technique, we are able to numerically generate fBm processes with an absorbing boundary at the origin at discrete times for a…

Statistical Mechanics · Physics 2015-06-15 Alexander K. Hartmann , Satya N. Majumdar , Alberto Rosso

We develop a field theoretical treatment of a model of interacting Brownian particles. We pay particular attention to the requirement of the time reversal invariance and the fluctuation-dissipation relationship (FDR). The method used is a…

Disordered Systems and Neural Networks · Physics 2009-11-13 Bongsoo Kim , Kyozi Kawasaki

The problem of stability of saturated and non-saturated ferromagnetism in the Hubbard model is considered in terms of the one-particle Green's functions. Approximations by Edwards and Hertz and some versions of the self-consistent…

Strongly Correlated Electrons · Physics 2009-11-07 V. Yu. Irkhin , A. V. Zarubin

The original density is 1 for $t\in (0,1)$, $b$ is an integer base ($b\geq 2$%), and $p\in (0,1)$ is a parameter. The first construction stage divides the unit interval into $b$ subintervals and multiplies the density in each subinterval by…

Probability · Mathematics 2007-05-23 Julien Barral , Benoit Mandelbrot

By means of a simple model system, the total volume fluctuations of a tapped granular material in the steady state are studied. In the limit of a system with a large number of particles, they are found to be Gaussian distributed, and…

Statistical Mechanics · Physics 2010-04-20 J. J. Brey , A. Prados