Related papers: Diffusion of a particle via a stochastic process o…
The stochastic method based on the influence functional formalism introduced in an earlier paper to treat particle creation in near-uniformly accelerated detectors and collapsing masses is applied here to treat thermal and near-thermal…
Particle diffusion in a two dimensional curved surface embedded in $R_3$ is considered. In addition to the usual diffusion flow, we find a new flow with an explicit curvature dependence. New diffusion equation is obtained in $\epsilon$…
Recently the general form of a translation-covariant quantum Boltzmann equation has been derived which describes the dynamics of a tracer particle in a quantum gas. We develop a stochastic wave function algorithm that enables full…
The energetics of the stochastic process has shown the balance of energy on the mesoscopic level. The heat and the energy defined there are, however, generally different from their macroscopic counterpart. We show that this discrepancy can…
This paper exposes a novel exploratory formalism, which end goal is the numerical simulation of the dynamics of a cloud of particles weakly or strongly coupled with a turbulent fluid. Giventhe large panel of expertise of the list of…
A computational procedure is developed for determining the conversion probability for reaction-diffusion systems in which a first-order catalytic reaction is performed over active particles. We apply this general method to systems on metric…
We derive a unified stochastic picture for the duality of a resampling-selection model with a branching-coalescing particle process (cf. http://www.ams.org/mathscinet-getitem?mr=MR2123250) and for the self-duality of Feller's branching…
We study how the two-point density correlation properties of a point particle distribution are modified when each particle is divided, by a stochastic process, into an equal number of identical "daughter" particles. We consider generically…
The equation which describes a particle diffusing in a logarithmic potential arises in diverse physical problems such as momentum diffusion of atoms in optical traps, condensation processes, and denaturation of DNA molecules. A detailed…
This work is an extended version of the paper arXiv:0803.2669v1[math-ph], in which the main results were announced. We consider certain classical diffusion process for a wave function on the phase space. It is shown that at the time of…
The change of the effective dimension of spacetime with the probed scale is a universal phenomenon shared by independent models of quantum gravity. Using tools of probability theory and multifractal geometry, we show how dimensional flow is…
Pseudoprocesses, constructed by means of the solutions of higher-order heat-type equations have been developed by several authors and many related functionals have been analyzed by means of the Feynman-Kac functional or by means of the…
We define a Markov process on the partitions of $[n]=\{1,\ldots,n\}$ by drawing a sample in $[n]$ at each time of a Poisson process, by merging blocks that contain one of these points and by leaving all other blocks unchanged. This…
We establish a complete picture of condensation in the inclusion process in the thermodynamic limit with vanishing diffusion, covering all scaling regimes of the diffusion parameter and including large deviation results for the maximum…
A generalized physics-based expression for the drag coefficient of spherical particles moving in a fluid is derived. The proposed correlation incorporates essential rarefied physics, low-speed hydrodynamics, and shock-wave physics to…
In this paper we create a model of particle motion on a three-dimensional lattice using discrete random walk with small steps. We rigorously construct a probability space of the particle trajectories. Unlike deterministic approach in…
An analytic solution for a Fokker-Planck equation that describes propagation of energetic particles through a scattering medium is obtained. The solution is found in terms of an infinite series of mixed moments of particle distribution. The…
We discuss certain renormalised first passage bridges of self-similar processes. These processes generalise the Brownian co-ascent, a term recently introduced by H. Panzo (S\'eminaire de Probabilit\'es L, 2019). Our main result states that…
We consider multiscale stochastic systems that are partially observed at discrete points of the slow time scale. We introduce a particle filter that takes advantage of the multiscale structure of the system to efficiently approximate the…
The non-equilibrium statistical mechanics and kinetic theory for a model of a confined quasi-two-dimensional gas of inelastic hard spheres is presented. The dynamics of the particles includes an effective mechanism to transfer the energy…