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Related papers: Rouse model with fluctuating internal friction

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We consider the problem of estimating the roughness of the volatility process in a stochastic volatility model that arises as a nonlinear function of fractional Brownian motion with drift. To this end, we introduce a new estimator that…

Statistical Finance · Quantitative Finance 2026-04-17 Xiyue Han , Alexander Schied

We study theoretically the edge fracture instability in sheared complex fluids, by means of linear stability analysis and direct nonlinear simulations. We derive an exact analytical expression for the onset of edge fracture in terms of the…

Soft Condensed Matter · Physics 2017-07-19 Ewan J. Hemingway , Halim Kusumaatmaja , Suzanne M. Fielding

The dynamics of ring polymer melts are studied via molecular dynamics simulations of the Kremer-Grest bead-spring model. Rouse mode analysis is performed in comparison with linear polymers by changing the chain length. Rouse-like behavior…

Soft Condensed Matter · Physics 2021-09-23 Shota Goto , Kang Kim , Nobuyuki Matubayasi

In this study, an acoustic resonator -- a bass brass instrument -- with multiple resonances coupled to an exciter -- the player's lips -- with one resonance is modelled by a multidimensional dynamical system, and studied using a…

Complex fluids subjected to localized microscopic energy inputs, typical of active microrheology setups, exhibit poorly understood nonequilibrium behaviors because of the intricate self-organization of their mesoscopic constituents. In this…

Statistical Mechanics · Physics 2025-12-15 Danilo Forastiere , Emanuele Locatelli , Gianmaria Falasco , Enzo Orlandini , Marco Baiesi

We study exclusion processes on the integer lattice in which particles change their velocities due to stickiness. Specifically, whenever two or more particles occupy adjacent sites, they stick together for an extended period of time, and…

Probability · Mathematics 2016-08-11 Miklós Z. Rácz , Mykhaylo Shkolnikov

We present a numerical scheme for simulating the dynamics of Brownian particles suspended in a fluid. The motion of the particles is tracked by the Langevin equation, whereas the host fluid flow is analyzed by using the lattice Boltzmann…

Mesoscale and Nanoscale Physics · Physics 2019-10-30 Hiroaki Yoshida , Tomoyuki Kinjo , Hitoshi Washizu

Recent experiments suggest that shear-enhanced growth of concentration fluctuations in polymer solutions is strongly influenced by solid boundaries. We analyze the dynamics of a model of a sheared polymer solution, accounting for the effect…

Soft Condensed Matter · Physics 2009-11-07 William B. Black , Michael D. Graham

We study the fluctuations in equilibrium for a dynamics of rods with random length. This includes the classical hard rod elastic collisions, when rod lengths are constant and equal to a positive value. We prove that in the diffusive…

Mathematical Physics · Physics 2024-11-20 Pablo A. Ferrari , Stefano Olla

We investigate the long-time properties of the two-dimensional inviscid Boussinesq equations near a stably stratified Couette flow, for an initial Gevrey perturbation of size $\varepsilon$. Under the classical Miles-Howard stability…

Analysis of PDEs · Mathematics 2021-03-26 Jacob Bedrossian , Roberta Bianchini , Michele Coti Zelati , Michele Dolce

Steady simple shear flow of a low-density binary mixture of inelastic smooth hard spheres is studied in the context of the Boltzmann equation. This equation is solved by using two different and complementary approaches: a Sonine polynomial…

Soft Condensed Matter · Physics 2009-11-07 J. M. Montanero , V. Garzo

Shear flow of dense, non-Brownian suspensions is simulated using the discrete element method, taking particle contact and hydrodynamic lubrication into account. The resulting flow regimes are mapped in the parametric space of solid volume…

Soft Condensed Matter · Physics 2015-01-06 Christopher Ness , Jin Sun

We analyze the main features of granular shear flow through experimental measurements in a Couette geometry and a comparison to a locally Newtonian, continuum model of granular flow. The model is based on earlier hydrodynamic models,…

Statistical Mechanics · Physics 2021-05-26 L. Bocquet , W. Losert , D. Schalk , T. C. Lubensky , J. P. Gollub

It has been established that the entangled polymer dynamics can be reasonably described by single chain models such as tube and slip-link models. Although the entanglement effect is a result of the hard-core interaction between chains,…

Soft Condensed Matter · Physics 2015-06-11 Takashi Uneyama , Yuichi Masubuchi

In this article we show a robustness theorem for controlled stochastic differential equations driven by approximations of Brownian motion. Often, Brownian motion is used as an idealized model of a diffusion where approximations such as…

Optimization and Control · Mathematics 2023-12-07 Somnath Pradhan , Zachary Selk , Serdar Yüksel

Recently, many interesting features of the hydrodynamically coupled motions of the Brownian particles in a viscous fluid have been reported which are impossible for the uncoupled motions of the similar particles. However, it is expected…

Soft Condensed Matter · Physics 2018-05-17 Shuvojit Paul

A macroscopically nominal flat surface is rough at the nanoscale level and consists of nanoasperities. Therefore, the frictional properties of the macroscale-level rough surface are determined by the mechanical behaviors of nanoasperity…

Mesoscale and Nanoscale Physics · Physics 2020-11-05 jianqiao Hu , Hengxu Song , Stefan Sandfeld , Xiaoming Liu , Yueguang Wei

In this work we study the rheological features of yield stress materials that exhibit non-homogeneous steady flows and that are subjected to an additional mechanical noise. Using a mesoscale elasto-plastic model accounting for a viscosity…

Soft Condensed Matter · Physics 2026-01-08 Magali Le Goff , Eric Bertin , Kirsten Martens

We study the steady plane shear flow of a dense assembly of frictional, inelastic disks using discrete simulation and prescribing the pressure and the shear rate. We show that, in the limit of rigid grains, the shear state is determined by…

Soft Condensed Matter · Physics 2009-11-11 Frederic da Cruz , Sacha Emam , Michael Prochnow , Jean-Noel Roux , Francois Chevoir

The transport properties of Brownian ratchet was studied in the presence of stochastic intensity noise (SIN) in both overdamped and underdamped regimes. In the overdamped case, analytical solution using the matrix continued fraction method…

Statistical Mechanics · Physics 2015-03-19 Yoshihiko Hasegawa , Masanori Arita
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