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We construct a canonical geometric rough path over $d$-dimensional tempered fractional Brownian motion (tfBm) for any Hurst parameter $H > 1/4$ and tempering parameter $\lambda > 0$. The main challenge stems from the non-homogeneous nature…

Probability · Mathematics 2026-04-28 Atef Lechiheb

We describe the quantum dynamics of the Hubbard model at semi-classical level, by implementing the Time-Dependent Variational Principle (TDVP) procedure on appropriate macroscopic wavefunctions constructed in terms of su(2)-coherent states.…

Strongly Correlated Electrons · Physics 2009-10-28 Arianna Montorsi , Vittorio Penna

In this work we prove a shape theorem for a growing set of Simple Random Walks (SRWs), known as frog model. The dynamics of this process is described as follows: There are some active particles, which perform independent SRWs, and sleeping…

Probability · Mathematics 2007-05-23 O. S. M. Alves , S. Yu. Popov , F. P. Machado

We propose a new class of uniformly accurate splitting methods for the Benjamin-Bona-Mahony equation which converge uniformly in the dispersive parameter $\varepsilon$. The proposed splitting schemes are furthermore asymptotic convergent…

Numerical Analysis · Mathematics 2021-05-11 María Cabrera Calvo , Katharina Schratz

We consider the collective motion of finite-sized, overdamped Brownian particles (e.g., motor proteins) in a periodic potential. Simulations of our model have revealed a number of novel cooperative transport phenomena, including (i) the…

Statistical Mechanics · Physics 2009-10-31 Imre Derenyi , Tamas Vicsek

A dynamical system is considered such that, in this system, particles move on a toroidal lattice of the dimension $N_1\times N_2$ according to a version of the rule of particle movement in Biham--Middleton--Levine traffic model. Particles…

Optimization and Control · Mathematics 2023-11-30 Marina V. Yashina , Alexander G. Tatashev

We establish the phase transition and universality for the partition function of time inhomogeneous branching random walks (BRWs) with decreasing variance increment,a model related to two dimensional directed polymers. By modifying…

Probability · Mathematics 2026-03-30 Qianrun Wu

A cyclic random motion at finite velocity with orthogonal directions is considered in the plane and in $\mathbb{R}^3$. We obtain in both cases the explicit conditional distributions of the position of the moving particle when the number of…

Probability · Mathematics 2020-01-01 E. Orsingher , R. Garra , A. I. Zeifman

Brownian motion of a particle with an arbitrary shape is investigated theoretically. Analytical expressions for the time-dependent cross-correlations of the Brownian translational and rotational displacements are derived from the…

Statistical Mechanics · Physics 2015-02-13 Bodan Cichocki , Maria L. Ekiel-Jezewska , Eligiusz Wajnryb

A new model that generalizes the study of quantum Brownian motion (BM) is constructed. We consider disordered environment that may be either static (quenched), noisy or dynamical. The Zwanzig-Caldeira-Leggett BM-model constitutes formally a…

chao-dyn · Physics 2009-10-28 Doron Cohen

We study the dynamics of the N-particle system evolving in the XY hamiltonian mean field (HMF) model for a repulsive potential, when no phase transition occurs. Starting from a homogeneous distribution, particles evolve in a mean field…

Statistical Mechanics · Physics 2016-08-03 Bruno V Ribeiro , Marco A Amato , Yves Elskens

In the framework of the de Broglie-Bohm pilot-wave theory, or Bohmian mechanics, we examine two pedagogical problems that illustrate the bound and unbound motion of spin-1/2 particles: First, a single spin-1/2 particle trapped in the ground…

Quantum Physics · Physics 2024-04-30 Siddhant Das

We develop an extension of Bohmian mechanics to a curved background space-time containing a singularity. The present paper focuses on timelike singularities. We use the naked timelike singularity of the super-critical Reissner-Nordstrom…

Quantum Physics · Physics 2024-12-02 Roderich Tumulka

We study differential equations with a linear, path dependent drift and discrete delay in the diffusion term driven by a $\gamma$-H\"older rough path for $\gamma > \frac{1}{3}$. We prove well-posedness of these systems and establish a…

Probability · Mathematics 2024-11-08 Mazyar Ghani Varzaneh , Sebastian Riedel

In this paper, we study univariate and planar random motions with variable propagation speeds. We first consider motions with space-varying velocity, which can be reduced to constant-velocity motions by means of suitable nonlinear…

Probability · Mathematics 2026-01-27 Manfred Marvin Marchione , Enzo Orsingher

It is well-known (see Dvoretzky, Erd{\H o}s and Kakutani [8] and Le Gall [12]) that a planar Brownian motion $(B_t)_{t\ge 0}$ has points of infinite multiplicity, and these points form a dense set on the range. Our main result is the…

Probability · Mathematics 2021-05-03 Elie Aïdékon , Yueyun Hu , Zhan Shi

We develop a wavepacket approach to the diffraction of charged particles by a thin material target and we use the de Broglie-Bohm quantum trajectories to study various phenomena in this context. We find the form of the separator, i.e.the…

Quantum Physics · Physics 2011-12-01 C. Efthymiopoulos , N. Delis , G. Contopoulos

We consider a test particle moving in a random distribution of obstacles in the plane, under the action of a uniform magnetic field, orthogonal to the plane. We show that, in a weak coupling limit, the particle distribution behaves…

Mathematical Physics · Physics 2016-08-30 Matteo Marcozzi , Alessia Nota

We study a diffusion approximation for a model of stochastic motion of a particle in one spatial dimension. The velocity of the particle is constant but the direction of the motion undergoes random changes with a Poisson clock. Moreover,…

Functional Analysis · Mathematics 2022-04-21 Adam Bobrowski , Tomasz Komorowski

Lateral diffusion of molecules on surfaces plays a very important role in various biological processes, including lipid transport across the cell membrane, synaptic transmission and other phenomena such as exo- and endocytosis, signal…

Analysis of PDEs · Mathematics 2013-11-12 A. B. Duncan , C. M. Elliott , G. A. Pavliotis , A. M. Stuart