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We introduce a stochastic model of two-dimensional Brownian vortices associated with the canonical ensemble. The point vortices evolve through their usual mutual advection but they experience in addition a random velocity and a systematic…

Statistical Mechanics · Physics 2009-11-13 P. H. Chavanis

We present a detailed study of a simple quantum stochastic process, the quantum phase space Brownian motion, which we obtain as the Markovian limit of a simple model of open quantum system. We show that this physical description of the…

Mathematical Physics · Physics 2015-05-27 Michel Bauer , Denis Bernard

This paper is concerned with various aspects of the Slepian process $(B_{t+1} - B_t, t \ge 0)$ derived from a one-dimensional Brownian motion $(B_t, t \ge 0 )$. In particular, we offer an analysis of the local structure of the Slepian zero…

Probability · Mathematics 2015-06-12 Jim Pitman , Wenpin Tang

We investigate the behavior of a Bose-Einstein Condensate (BEC) under the influence of a central barrier as the particle number trends towards the thermodynamic limit. In order to perform these studies, we present a novel method which is…

Quantum Gases · Physics 2010-11-25 Douglas K. Faust , William P. Reinhardt

Density-dependent diffusion is a widespread phenomenon in nature. We have examined the density-dependent diffusion behavior of some biological processes such as tumor growth and invasion [23]. Here, we extend our previous work by developing…

Statistical Mechanics · Physics 2022-02-14 Ahmed M. Fouad , Marwa M. Fouad

In finite dimension, the long-time and metastable behavior of a gradient flow perturbated by a small Brownian noise is well understood. A similar situation arises when a Wasserstein gradient flow over a space of probability measure is…

Probability · Mathematics 2025-10-21 Pierre Monmarché

We consider the ABC model on a ring in a strongly asymmetric regime. The main result asserts that the particles almost always form three pure domains (one of each species) and that this segregated shape evolves, in a proper time scale, as a…

Probability · Mathematics 2016-05-20 Ricardo Misturini

For models in the KPZ universality class, such as the zero temperature model of planar last passage-percolation (LPP) and the positive temperature model of directed polymers, its upper tail behavior has been a topic of recent interest, with…

Probability · Mathematics 2025-12-23 Shirshendu Ganguly , Milind Hegde , Lingfu Zhang

Analogues of stepping--stone models are considered where the site--space is continuous, the migration process is a general Markov process, and the type--space is infinite. Such processes were defined in previous work of the second author by…

Probability · Mathematics 2007-05-23 Peter Donnelly , Steven N. Evans , Klaus Fleischmann , Thomas G. Kurtz , Xiaowen Zhou

We explore the relation between active Brownian particles, a minimal particle-based model for active matter, and scalar field theories. Both show a liquid-gas-like phase transition towards stable coexistence of a dense liquid with a dilute…

Statistical Mechanics · Physics 2022-11-08 Thomas Speck

We analyze the dynamics of a Brownian gas in contact with a heat bath in which large temperature fluctuations occur. There are two distinct time scales present, one describes the decay of the fluctuations in the temperature and the other…

Statistical Mechanics · Physics 2009-11-11 I. Santamaria-Holek , R. F. Rodriguez

The phase-diagram of the two-dimensional Blume-Capel model with a random crystal field is investigated within the framework of a real-space renormalization group approximation. Our results suggest that, for any amount of randomness, the…

Statistical Mechanics · Physics 2009-10-30 N. S. Branco , Beatriz M. Boechat

We study the dependence on the spatial dimensionality of different quantities relevant in the description of the Anderson transition by combining numerical calculations in a $3 \leq d \leq 6$ disordered tight binding model with theoretical…

Disordered Systems and Neural Networks · Physics 2009-11-11 Antonio M. Garcia-Garcia , Emilio Cuevas

Brownian dynamics simulations require the connection of a small discrete simulation volume to large baths that are maintained at fixed concentrations and voltages. The continuum baths are connected to the simulation through interfaces,…

Mathematical Physics · Physics 2009-11-11 A. Singer , Z. Schuss

The theory of quantum Brownian motion describes the properties of a large class of open quantum systems. Nonetheless, its description in terms of a Born-Markov master equation, widely used in the literature, is known to violate the…

Quantum Physics · Physics 2016-12-16 Aniello Lampo , Soon Hoe Lim , Jan Wehr , Pietro Massignan , Maciej Lewenstein

In ballistic deposition (BD), $(d+1)$-dimensional particles fall sequentially at random towards an initially flat, large but bounded $d$-dimensional surface, and each particle sticks to the first point of contact. For both lattice and…

Probability · Mathematics 2007-05-23 Mathew D. Penrose

We study the problem of a Brownian particle diffusing in finite dimensions in a potential given by $\psi= \phi^2/2$ where $\phi$ is Gaussian random field. Exact results for the diffusion constant in the high temperature phase are given in…

Disordered Systems and Neural Networks · Physics 2009-11-11 C. Touya , D. S. Dean

The eigenstate thermalization hypothesis (ETH) underpins much of our modern understanding of the thermalization of closed quantum many-body systems. Here, we investigate the statistical properties of observables in the eigenbasis of the…

Statistical Mechanics · Physics 2026-01-19 Gabriel Almeida , Pedro Ribeiro , Masudul Haque , Lucas Sá

The extended Hubbard model in the zero-bandwidth limit is studied. The effective Hamiltonian consists of (i) on-site $U$ interaction and intersite (ii) density-density interaction $W$ and (iii) Ising-like magnetic exchange interaction $J$…

Strongly Correlated Electrons · Physics 2015-05-14 Konrad Jerzy Kapcia , Waldemar Kłobus , Stanisław Robaszkiewicz

We study a model of $ N $ mutually repellent Brownian motions under confinement to stay in some bounded region of space. Our model is defined in terms of a transformed path measure under a trap Hamiltonian, which prevents the motions from…

Probability · Mathematics 2007-05-23 Stefan Adams , Jean-Bernard Bru , Wolfgang Koenig