Related papers: The Brownian Castle
We study the qualitative and quantitative properties of the Barkhausen noise emerging at finite temperatures in random Ising models. The random-bond Ising Model is studied with a Wolff cluster Monte-Carlo algorithm to monitor the avalanches…
Throughout physics Brownian dynamics are used to describe the behaviour of molecular systems. When the Brownian particle is confined to a bounded domain, a particularly important question arises around determining how long it takes the…
We introduce the idea of {\it collisional models} for Brownian particles, in which a particle is sequentially placed in contact with distinct thermal environments and external forces. Thermodynamic properties are exactly obtained,…
We investigate the equilibrium properties of a quantum Brownian particle moving in a periodic potential, specifically addressing the nature of the dissipation-driven Schmid transition in the Ohmic regime. By employing World-Line Monte Carlo…
We present a toy model study of the high temperature deconfining transition in Yang-Mills theory as a breakdown of the confinement condition proposed by Kugo and Ojima. Our toy model is a kind of topological field theory obtained from the…
We consider a quantum particle coupled (with strength $\la$) to a spatial array of independent non-interacting reservoirs in thermal states (heat baths). Under the assumption that the reservoir correlations decay exponentially in time, we…
In this paper we consider a new mathematical extension of the Black-Scholes model in which the stochastic time and stock share price evolution is described by two independent random processes. The parent process is Brownian, and the…
Non-Markovian processes can often be turned Markovian by enlarging the set of variables. Here we show, by an explicit construction, how this can be done for the dynamics of a Brownian particle obeying the generalized Langevin equation.…
We provide a rigorous derivation of the brownian motion as the limit of a deterministic system of hard-spheres as the number of particles $N$ goes to infinity and their diameter $\varepsilon$ simultaneously goes to $0$, in the fast…
Many thermodynamic instabilities in one dimension (e.g. DNA thermal denaturation, wetting of interfaces) can be described in terms of simple models involving harmonic coupling between nearest neighbors and an asymmetric on-site potential…
At low temperatures ultrasoft particle systems develop interesting phases via the self-assembly of particle clusters. In this study we develop a general zero-temperature analysis fully characterizing the ground state of such models in two…
Consider a time-varying collection of n points on the positive real axis, modeled as exponentials of n Brownian motions whose drift vector at every time point is determined by the relative ranks of the coordinate processes at that time. If…
A finite-dimensional quantum system is coupled to a bath of oscillators in thermal equilibrium at temperature $T>0$. We show that for fixed, small values of the coupling constant $\lambda$, the true reduced dynamics of the system is…
Experimental realizations of a 1D interface always exhibit a finite microscopic width $\xi>0$; its influence is erased by thermal fluctuations at sufficiently high temperatures, but turns out to be a crucial ingredient for the description…
We attempt to characterize irreversibility of a dynamical system from the existence of different forward and backward mathematical representations depending on the direction of the time arrow. Such different representations have been…
The boson peak (BP), a low-energy excess in the vibrational density of states over the phonon Debye contribution, is usually identified as one of the distinguishing features between ordered crystals and amorphous solid materials. Despite…
We study stochastic thermodynamics of a Brownian particle which is subjected to a temperature gradient and is confined by an external potential. We first formulate an over-damped Ito-Langevin theory in terms of local temperature, friction…
We simulated a growth model in 1+1 dimensions in which particles are aggregated according to the rules of ballistic deposition with probability p or according to the rules of random deposition with surface relaxation (Family model) with…
In this paper, we study a particular model of distorted Brownian motion (dBM) on state spaces with varying dimension. Roughly speaking, the state space of such a process consists of two components: a $3$-dimensional component and a…
We address diffusion processes in a bounded domain, while focusing on somewhat unexplored affinities between the presence of absorbing and/or inaccessible boundaries. For the Brownian motion (L\'{e}vy-stable cases are briefly mentioned)…