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We study the spectral properties of a stochastic process obtained by multiplicative inversion of a non-zero-mean Gaussian process. We show that its autocorrelation and power spectrum exist for most regular processes, and we find a…

Statistics Theory · Mathematics 2025-09-16 Marco Lanucara

This article is devoted to methods of construction and study of stochastic models based on Monte Carlo method. A model of Brownian motion, the construction and processing which brings to a world of random numbers and mathematical…

Physics Education · Physics 2018-09-18 Illia O. Teplytskyi , Serhiy O. Semerikov

We develop a Monte Carlo wave function algorithm for the quantum linear Boltzmann equation, a Markovian master equation describing the quantum motion of a test particle interacting with the particles of an environmental background gas. The…

Quantum Physics · Physics 2010-09-28 Marc Busse , Piotr Pietrulewicz , Heinz-Peter Breuer , Klaus Hornberger

Using extensive numerical studies we demonstrate that absolute negative mobility of a Brownian particle (i.e. the net motion into the direction opposite to a constant biasing force acting around zero bias) does coexist with anomalous…

Statistical Mechanics · Physics 2019-09-04 J. Spiechowicz , P. Hänggi , J. Łuczka

The transport properties of a spherical active Brownian particle in a periodic potential under heavy damping are considered. The self-propelled particle is subjected to the asymmetric potential, detailed balance is lost and the particles…

Soft Condensed Matter · Physics 2022-11-09 Arjun S R , Ronald Benjamin

Within the framework of a Boltzmann-Lorentz equation, we analyze the dynamics of a granular rotor immersed in a bath of thermalized particles in the presence of a frictional torque on the axis. In numerical simulations of the equation, we…

Statistical Mechanics · Physics 2015-05-30 Julian Talbot , Ricky D. Wildman , Pascal Viot

We study a Brownian motor, based on cold atoms in optical lattices, where atomic motion can be induced in a controlled manner in an arbitrary direction, by rectification of isotropic random fluctuations. In contrast with ratchet mechanisms,…

We consider a system of diffusing particles on the real line in a quadratic external potential and with repulsive electrostatic interaction. The empirical measure process is known to converge weakly to a deterministic measure-valued process…

Probability · Mathematics 2010-03-23 Martin Bender

Classical gravitation is treated from the point of view of non-equilibrium thermodynamics. Gravitational potential is a thermodynamic state variable in a weakly nonlocal treatment. Entropy production is calculated and the simplest solution…

Statistical Mechanics · Physics 2019-05-28 P. Ván , S. Abe

Fractional Brownian motion is a Gaussian stochastic process with stationary, long-time correlated increments and is frequently used to model anomalous diffusion processes. We study numerically fractional Brownian motion confined to a finite…

Statistical Mechanics · Physics 2019-03-22 T. Guggenberger , G. Pagnini , T. Vojta , R. Metzler

The gravitational field of a moving point particle is obtained in a Lorentz covariant form for both uncharged and charged cases. It is shown that the general relativistic proper time interval at the location of the particle is the same as…

General Relativity and Quantum Cosmology · Physics 2007-05-23 Jaegu Kim

The generalized fractional Brownian motion is a Gaussian self-similar process whose increments are not necessarily stationary. It appears in applications as the scaling limit of a shot noise process with a power law shape function and…

Probability · Mathematics 2020-12-02 Tomoyuki Ichiba , Guodong Pang , Murad S. Taqqu

The nonequilibrium steady state of a granular fluid, driven by a random external force, is demonstrated to exhibit long range correlations, which behave as $\sim 1/r$ in three and $\sim \ln(L/r)$ in two dimensions. We calculate the…

Statistical Mechanics · Physics 2009-10-31 T. P. C. van Noije , M. H. Ernst , E. Trizac , I. Pagonabarraga

We analyze quantal Brownian motion in $d$ dimensions using the unified model for diffusion localization and dissipation, and Feynman-Vernon formalism. At high temperatures the propagator possess a Markovian property and we can write down an…

Condensed Matter · Physics 2009-10-31 Doron Cohen

In systems possessing a spatial or dynamical symmetry breaking thermal Brownian motion combined with unbiased, non-equilibrium noise gives rise to a channelling of chance that can be used to exercise control over systems at the micro- and…

Statistical Mechanics · Physics 2009-11-10 P. Hänggi , F. Marchesoni , F. Nori

The additive monotone (resp. boolean) unitary Brownian motion is a non-commutative stochastic process with monotone (resp. boolean) independent and stationary increments which are distributed according to the arcsine law (resp. Bernoulli…

Probability · Mathematics 2015-06-02 Tarek Hamdi

The behavior of the average velocity, its deviation and average squared velocity are characterized using three techniques for a 1-D dissipative impact system. The system -- a particle, or an ensemble of non interacting particles, moving in…

Chaotic Dynamics · Physics 2016-04-01 Gabriel Díaz I. , André L. P. Livorati , Edson D. Leonel

The angular and frequency characteristics of the gravitational radiation emitted in collisions of massless particles is studied perturbatively in the context of classical General Relativity for small values of the ratio $\alpha\equiv 2…

High Energy Physics - Theory · Physics 2015-06-30 Pavel Spirin , Theodore N. Tomaras

Einstein's Brownian motion of a quantum particle in a classical environment is studied via virial and equipartition theorems. The effect of continuous measurement in a strongly dissipative environment is accounted for and a quantum…

Quantum Physics · Physics 2012-11-13 R. Tsekov

We present a model of anomalous diffusion consisting of an ensemble of particles undergoing homogeneous Brownian motion except for confinement by randomly placed reflecting boundaries. For power-law distributed compartment sizes, we…

Soft Condensed Matter · Physics 2015-06-09 Gerald John Lapeyre