Related papers: Orthogonal Intertwiners for Infinite Particle Syst…
We consider the orthogonalisation of the signature of a stochastic process as the analogue of orthogonal polynomials on path-space. Under an infinite radius of convergence assumption, we prove density of linear functions on the signature in…
This article reports the modeling of inertial rotational Brownian motion as an Ornstein-Uhlenbeck process evolving on the cotangent bundle of the rotation group, SO(3). The benefit of this approach and the use of a different…
A systematic search for superintegrable quantum Hamiltonians describing the interaction between two particles with spin 0 and 1/2, is performed. We restrict to integrals of motion that are first-order (matrix) polynomials in the components…
We consider the dynamics of finite systems of point masses which move along the real line. We suppose the particles interact pairwise and undergo perfectly inelastic collisions when they collide. In particular, once particles collide, they…
We discuss the two-dimensional motion of a Brownian particle that is confined to a harmonic trap and driven by a shear flow. The surrounding medium induces memory effects modelled by a linear, typically nonreciprocal coupling of the…
Particle-particle interactions are of paramount importance in every multi-body system as they determine the collective behaviour and coupling strength. Many well-known interactions like electro-static, van der Waals or screened Coulomb,…
While active matter physics has traditionally focused on particles with overdamped dynamics, recent years have seen an increase of experimental and theoretical work on active systems with inertia. This also leads to an increased need for…
We consider Brownian motions with one-sided collisions, meaning that each particle is reflected at its right neighbour. For a finite number of particles a Sch\"{u}tz-type formula is derived for the transition probability. We investigate an…
For a series of Markov processes we prove stochastic duality relations with duality functions given by orthogonal polynomials. This means that expectations with respect to the original process (which evolves the variable of the orthogonal…
Motivated from Gaussian processes, we derive the intrinsic volumes of the infinite--dimensional Brownian motion body. The method is by discretization to a class of orthoschemes. Numerical support is offered for a conjecture of…
The Hamiltonian dynamics of chains of nonlinearly coupled particles is numerically investigated in two and three dimensions. Simple, off-lattice homopolymer models are used to represent the interparticle potentials. Time averages of…
Resonant systems emerge as weakly nonlinear approximations to problems with highly resonant linearized perturbations. Examples include nonlinear Schroedinger equations in harmonic potentials and nonlinear dynamics in Anti-de Sitter…
The paper deals with convergence of solutions of a class of stochastic differential equations driven by infinite-dimensional semimartingales. The infinite-dimensional semimartingales considered in the paper are Hilbert-space valued. The…
Brownian motion of particle interacting with atoms of ideal gas is discussed as a key problem of kinetics lying at the border between ``dead'' systems like the Lorentz gas or formal constructs of conceptual Boltzmannian kinetics and actual…
The dynamical evolution of a Brownian particle in an inhomogeneous medium with spatially varying friction and temperature field is important to understand conceptually. It requires to address the basic problem of relative stability of…
We construct an infinite particle/infinite volume Langevin dynamics on the space of configurations in $\R^d$ having velocities as marks. The construction is done via a limiting procedure using $N$-particle dynamics in cubes…
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…
We use the system-plus-reservoir approach to study the dynamics of a system composed of two independent Brownian particles. We present an extension of the well-known model of a bath of oscillators which is capable of inducing an effective…
We extend the close interplay between continued fractions, orthogonal polynomials, and Gaussian quadrature rules to several variables in a special but natural setting which we characterize in terms of moment sequences. The crucial condition…
The Newtonian dynamics of particles in brane gravity is investigated. Due to the coupling of the particles' energy-momentum tensor to the tension of the brane, the particle is semi-confined and oscillates along the extra dimension. We…