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Related papers: Bessel and Dunkl processes with drift

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We consider the interacting Bessel processes, a family of multiple-particle systems in one dimension where particles evolve as individual Bessel processes and repel each other via a log-potential. We consider two limiting regimes for this…

Mathematical Physics · Physics 2015-06-17 Sergio Andraus , Makoto Katori , Seiji Miyashita

Motivated by a problem in climate dynamics, we investigate the solution of a Bessel-like process with negative constant drift, described by a Fokker-Planck equation with a potential V(x) = - [b \ln(x) + a\, x], for b>0 and a<0. The problem…

Statistical Mechanics · Physics 2019-09-02 Filippo Guarnieri , Woosok Moon , John Wettlaufer

Starting from the many-particle Smoluchowski equation, we derive dynamical density functional theory for Brownian particles with an arbitrary shape. Both passive and active (self-propelled) particles are considered. The resulting theory…

Soft Condensed Matter · Physics 2014-01-28 Raphael Wittkowski , Hartmut Löwen

In this work, we investigate the existence and properties of Gaussian-like densities for weak solutions of multidimensional stochastic differential equations driven by a mixture of completely correlated fractional Brownian motions. We…

Probability · Mathematics 2025-03-06 Maximilian Buthenhoff , Ercan Sönmez

We study interacting systems of linear Brownian motions whose drift vector at every time point is determined by the relative ranks of the coordinate processes at that time. Our main objective has been to study the long range behavior of the…

Probability · Mathematics 2008-01-22 Soumik Pal , Jim Pitman

We develop nonparametric Bayesian modelling approaches for Poisson processes, using weighted combinations of structured beta densities to represent the point process intensity function. For a regular spatial domain, such as the unit square,…

Methodology · Statistics 2021-06-10 Chunyi Zhao , Athanasios Kottas

In this article, we study the extremal processes of branching Brownian motions conditioned on having an unusually large maximum. The limiting point measures form a one-parameter family and are the decoration point measures in the extremal…

Probability · Mathematics 2020-09-01 Julien Berestycki , Éric Brunet , Aser Cortines , Bastien Mallein

We study a correlated Brownian motion in two dimensions, which is reflected, stopped or killed in a wedge represented as the intersection of two half spaces. First, we provide explicit density formulas, hinted by the method of images. These…

Probability · Mathematics 2022-12-15 Pierre Bras , Arturo Kohatsu-Higa

Motivated by the existence problem of Fourier frames on fractal measures, we introduce Bessel and frame measures for a given finite measure on $\br^d$, as extensions of the notions of Bessel and frame spectra that correspond to bases of…

Functional Analysis · Mathematics 2012-04-03 Dorin Ervin Dutkay , Deguang Han , Eric Weber

Resonantly forced spiral waves in excitable media drift in straight-line paths, their rotation centers behaving as point-like objects moving along trajectories with a constant velocity. Interaction with medium boundaries alters this…

Pattern Formation and Solitons · Physics 2014-12-08 Jacob Langham , Irina Biktasheva , Dwight Barkley

A system manager dynamically controls a diffusion process Z that lives in a finite interval [0,b]. Control takes the form of a negative drift rate \theta that is chosen from a fixed set A of available values. The controlled process evolves…

Probability · Mathematics 2007-05-23 Bar Ata , J. M. Harrison , L. A. Shepp

Rheological properties of dense flows of hard particles are singular as one approaches the jamming threshold where flow ceases, both for aerial granular flows dominated by inertia, and for over-damped suspensions. Concomitantly, the…

Soft Condensed Matter · Physics 2015-06-17 E. DeGiuli , G. Düring , E. Lerner , M. Wyart

We present a generic formalism to describe Brownian motion of particles with intrinsic asymmetry and give predictions for the drift behavior in unbiased time-dependent force fields. Our findings are supported by molecular dynamics…

Statistical Mechanics · Physics 2011-04-01 M. van den Broek , R. Eichhorn , C. Van den Broeck

We consider a two-dimensional model system of Brownian particles in which slow particles are accelerated while fast particles are damped. The motion of the individual particles are described by a Langevin equation with Rayleigh-Helmholtz…

Soft Condensed Matter · Physics 2016-09-12 Anoosheh Yazdi , Matthias Sperl

A pathwise construction of discontinuous Brownian motions on metric graphs is given for every possible set of non-local Feller-Wentzell boundary conditions. This construction is achieved by locally decomposing the metric graphs into star…

Probability · Mathematics 2018-05-29 Florian Werner

The stochastic motion of a particle with long-range correlated increments (the moving phase) which is intermittently interrupted by immobilizations (the traping phase) in a disordered medium is considered in the presence of an external…

Statistical Mechanics · Physics 2023-08-31 Yingjie Liang , Wei Wang , Ralf Metzler

Bessel beams are plane waves with amplitude profiles described by Bessel functions. They are important because of their property of limited diffraction and their capacity to carry orbital angular momentum. Here we report the creation of a…

Quantum Gases · Physics 2013-09-13 C. Ryu , K. C. Henderson , M. G. Boshier

Consider the $\lambda$-Green function and the $\lambda$-Poisson kernel of a Lipschitz domain $U\subset \mathbb H^n=\left\{x\in\mathbb R^n:x_n>0\right\}$ for hyperbolic Brownian motion with drift. We provide several relationships that…

Probability · Mathematics 2019-07-12 Grzegorz Serafin

The reduction of a continuous Markov process with multiple metastable states to a discrete rate process is investigated in the presence of slow time dependent parameters such as periodic external forces or slowly fluctuating barrier…

Statistical Mechanics · Physics 2009-11-10 Peter Talkner , Jerzy Luczka

In the L\'evy construction of Brownian motion, a Haar-derived basis of functions is used to form a finite-dimensional process $W^{N}$ and to define the Wiener process as the almost sure path-wise limit of $W^{N}$ when $N$ tends to infinity.…

Probability · Mathematics 2008-06-10 Thibaud Taillefumier
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