Related papers: The Edwards Model for fBm Loops and Starbursts
In this work, we introduce an original self-consistent scheme based on the one-body reduced density matrix ($\gamma$) formalism. A significant feature of this methodology is the utilization of an optimal unitary transformation of the…
A recently established mathematical equivalence--between weakly perturbed Huygens fronts (e.g., flames in weak turbulence or geometrical-optics wave fronts in slightly nonuniform media) and the inviscid limit of white-noise-driven Burgers…
We consider a process given by a two-dimensional fractional Brownian motion with Hurst parameter 1/3 < H < 1/2, along with an associated L\'evy area, and prove the smoothness of a density for this process with respect to Lebesgue measure.
We derive a model that describes the motion of a Brownian particle in a system which is dominated by gravitational forces. An example of such a system is a massive black hole immersed in a cluster of stars. We compute the dispersion in the…
In an extension of Fischera & Martin (2012a) and Heitsch (2013), two aspects of the evolution of externally pressurized, hydrostatic filaments are discussed. (a) The free-fall accretion of gas onto such a filament will lead to filament…
The aim of this Short Note is to highlight that the {\it generalized grey Brownian motion} (ggBm) is an anomalous diffusion process driven by a fractional integral equation in the sense of Erd\'elyi-Kober, and for this reason here it is…
We present a tube model for the Brownian dynamics of associating polymers in extensional flow. In linear response, the model confirms the analytical predictions for the sticky diffusivity by Leibler- Rubinstein-Colby theory. Although a…
Inspired by the physics of magnetohydrodynamics (MHD) a simplified coupled Burgers-like model in one dimension (1d), a generalization of the Burgers model to coupled degrees of freedom, is proposed to describe 1dMHD. In addition to MHD,…
A simple analytic theory for mixtures of hard spheres and larger polymers with excluded volume interactions is developed. The mixture is shown to exhibit extensive immiscibility. For large polymers with strong excluded volume interactions,…
Occupation time fluctuation limits of particle systems in R^d with independent motions (symmetric stable Levy process, with or without critical branching) have been studied assuming initial distributions given by Poisson random measures…
Self-assembled linear structures like giant cylindrical micelles or discotic molecules in solution stacked in flexible columns are systems reminiscent of polydisperse polymer solutions.These supramolecular polymers have an equilibrium…
The magnetic susceptibility of the quarter-filled one-dimensional extended Hubbard model is calculated using the density-matrix renormalization group technique. It is found that in the charge gap regime of the model ($U> 4t $ and $V > 2t$),…
Fractional Brownian motion and the fractional Langevin equation are models of anomalous diffusion processes characterized by long-range power-law correlations in time. We employ large-scale computer simulations to study these models in two…
We present an efficient method to perform overdamped Brownian dynamics simulations in external force fields and for particle interactions that include a hardcore part. The method applies to particle motion in one dimension, where it is…
We study the relaxation of a Brownian particle with long range memory under confinement in one dimension. The particle diffuses in an arbitrary confining potential and resets at random times to previously visited positions, chosen with a…
We investigate anomalous diffusion processes governed by the fractional Langevin equation and confined to a finite or semi-infinite interval by reflecting potential barriers. As the random and damping forces in the fractional Langevin…
We introduce the multivariate Log S-fBM model (mLog S-fBM), extending the univariate framework proposed by Wu \textit{et al.} to the multidimensional setting. We define the multidimensional Stationary fractional Brownian motion (mS-fBM),…
We investigate a Verhulst process, which is the special functional of geometric Brownian motion and has many applications, among others in biology and in stochastic volatility models. We present an exact form of density of a one dimensional…
Based on the notion of a construction process consisting of the stepwise addition of particles to the pure fluid, a discrete model for the apparent viscosity as well as for the maximum packing fraction of polydisperse suspensions of…
Security of oscillatory true random number generators remains not fully understood due to insufficient understanding of complex $1/f^\alpha$ phase noise. To bridge this gap, we introduce fractional Brownian motion as a comprehensive…