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The indefinite integral of the homogenized Ornstein-Uhlenbeck process is a well-known model for physical Brownian motion, modelling the behaviour of an object subject to random impulses [L. S. Ornstein, G. E. Uhlenbeck: On the theory of…
We study the temporal evolution of avalanches in the fiber bundle model of disordered solids, when the model is gradually driven towards the critical breakdown point. We use two types of loading protocols: (i) the quasi-static loading, and…
The branching Brownian sausage in $\mathbb{R}^d$ was defined by Engl\"ander in [Stoch. Proc. Appl. 88 (2000)] similarly to the classical Wiener sausage, as the random subset of $\mathbb{R}^d$ scooped out by moving balls of fixed radius with…
We provide the first quantitative comparison between Barkhausen-noise experiments and recent predictions from the theory of avalanches for pinned interfaces, both in and beyond mean-field. We study different classes of soft magnetic…
We consider the long-time behaviour of binary branching Brownian motion (BBM) where the branching rate depends on a periodic spatial heterogeneity. We prove that almost surely as $t\to\infty$, the heterogeneous BBM at time $t$, normalized…
The classical bond-fluctuation model (BFM) is an efficient lattice Monte Carlo algorithm for coarse-grained polymer chains where each monomer occupies exclusively a certain number of lattice sites. In this paper we propose a generalization…
Billera-Holmes-Vogtmann (BHV) tree space is a geodesic metric space of edge-weighted phylogenetic trees with a fixed leaf set. Constructing parametric distributions on this space is challenging due to its non-Euclidean geometry and the…
We first study a $d$-dimensional branching Brownian motion (BBM) among mild Poissonian obstacles, where a random trap field in $\mathbb{R}^d$ is created via a Poisson point process. The trap field consists of balls of fixed radius centered…
Time evolution of the position-velocity correlation functions (PVCF) plays a key role in a new formalism of Brownian motion. A system of differential equations, which governs PVCF, is derived for magnetic Skyrmions on a 2-dimensional…
We study the minimum-energy configuration of a d-dimensional elastic interface in a random potential tied to a harmonic spring. As a function of the spring position, the center of mass of the interface changes in discrete jumps, also called…
Fractional Brownian motion (FBM), a non-Markovian self-similar Gaussian stochastic process with long-ranged correlations, represents a widely applied, paradigmatic mathematical model of anomalous diffusion. We report the results of…
In many situations we are interested in the propagation of energy in some portions of a three dimensional system with dilute long-range links. In this paper sandpile model is defined on the three-dimensional small world network with real…
We calculate the effective long-term convective velocity and dispersive motion of an ellipsoidal Brownian particle in three dimensions when it is subjected to a constant external force. This long-term motion results as a "net" average…
We study a spatial branching model, where the underlying motion is Brownian motion and the branching is affected by a random collection of reproduction blocking sets called "mild" obstacles. We show that the quenched local growth rate is…
I discuss the size distribution ${\cal N}(S)$ of avalanches occurring at the yielding transition of mean field (i.e., Hebraud-Lequeux) models of amorphous solids. The size distribution follows a power law dependence of the form: ${\cal…
In this paper, we investigate a Brownian motion (BM) with purely time dependent drift and difusion by suggesting and examining several Brownian functionals which characterize the lifetime and reactivity of such stochastic processes. We…
We report a theoretical study of an overdamped Brownian particle dynamics in the presence of both a spatially modulated one-dimensional periodic potential and a periodic alternating force (AF). As the periodic potential has a low symmetry…
We review the present state of understanding of the Barkhausen effect in soft ferromagnetic materials. Barkhausen noise (BN) is generated by the discontinuous motion of magnetic domains as they interact with impurities and defects. BN is…
We present a fluctuating boundary integral method (FBIM) for overdamped Brownian Dynamics (BD) of two-dimensional periodic suspensions of rigid particles of complex shape immersed in a Stokes fluid. We develop a novel approach for…
In this paper, a generalized Brownian motion model has been applied to describe the relative particle dispersion problem in more realistic turbulent flows. The fluctuating pressure forces acting on a fluid particle are taken to be a colored…