Related papers: Dynamical Correlations for Circular Ensembles of R…
We study systems of interacting Brownian particles in one dimension constructed as the diffusion scaling limits of Fisher's vicious walk models. We define two types of nonintersecting Brownian motions, in which we impose no condition (resp.…
We introduce oscillatory analogues of fractional Brownian motion, sub-fractional Brownian motion and other related long range dependent Gaussian processes, we discuss their properties, and we show how they arise from particle systems with…
A one-dimensional system of nonintersecting Brownian particles is constructed as the diffusion scaling limit of Fisher's vicious random walk model. $N$ Brownian particles start from the origin at time $t=0$ and undergo mutually avoiding…
The eigenvalue spectrum of the sum of large random matrices that are mutually "free", i.e., randomly rotated, can be obtained using the formalism of R-transforms, with many applications in different fields. We provide a direct…
We investigate the influence of external forces on the collective dynamics of interacting active Brownian particles in two as well as three spatial dimensions. Via explicit coarse graining, we derive predictive models that are applicable…
The non-thermal nature of self-propelling colloids offers new insights into non-equilibrium physics. The central mathematical model to describe their trajectories is active Brownian motion, where a particle moves with a constant speed,…
Herein we develop a dynamical foundation for fractional Brownian Motion. A clear relation is established between the asymptotic behaviour of the correlation function and diffusion in a dynamical system. Then, assuming that scaling is…
For classical Brownian systems driven out of equilibrium we derive inhomogeneous two-time correlation functions from functional differentiation of the one-body density and current with respect to external fields. In order to allow for…
We study the twirling semigroups of (super)operators, namely, certain quantum dynamical semigroups that are associated, in a natural way, with the pairs formed by a projective representation of a locally compact group and a convolution…
We prove the sets of polynomials on configuration spaces are cores of Dirichlet forms describing interacting Brownian motion in infinite dimensions. Typical examples of these stochastic dynamics are Dyson's Brownian motion and Airy…
Brownian motion of single particles with various masses M and diameters D is studied by molecular dynamics simulations. Besides the momentum auto-correlation function of the Brownian particle the memory function and the fluctuating force…
We endow the elements of a random matrix drawn from the Gaussian Unitary Ensemble with a Dyson Brownian motion dynamics. We initialize the dynamics of the eigenvalues with all of them lumped at the origin, but one outlier. We solve the…
We present a modified Brownian motion model for random matrices where the eigenvalues (or levels) of a random matrix evolve in "time" in such a way that they never cross each other's path. Also, owing to the exact integrability of the level…
In this paper, we study the unitary Dyson Brownian motion through a partial differential equation approach recently introduced for the real Dyson case. The main difference with the real Dyson case is that the spectrum is now on the circle…
This paper addresses the question of how Brownian-like motion can arise from the solution of a deterministic differential delay equation. To study this we analytically study the bifurcation properties of an apparently simple differential…
Self-propelled particles serve as minimal models for emulating the dynamic self-organization of microorganisms, yet most synthetic systems remain limited to a single mode of motion, namely active Brownian particles (ABPs). Here, we present…
This work deals with the overdamped motion of a particle in a fluctuating one-dimensional periodic potential. If the potential has no inversion symmetry and its fluctuations are asymmetric and correlated in time, a net flow can be generated…
The Dyson Brownian Motion (DBM) describes the stochastic evolution of $N$ points on the line driven by an applied potential, a Coulombic repulsion and identical, independent Brownian forcing at each point. We use an explicit tamed Euler…
The parametric correlations of the transmission eigenvalues $T_i$ of a $N$-channel quantum scatterer are calculated assuming two different Brownian motion ensembles. The first one is the original ensemble introduced by Dyson and assumes an…
We use a recently derived diagrammatic formulation of the dynamics of interacting Brownian particles [G. Szamel, J. Chem. Phys. 127, 084515 (2007)] to study a four-point dynamic density correlation function. We re-sum a class of diagrams…