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We construct a wavelet-based almost sure uniform approximation of fractional Brownian motion (fBm) B_t^(H), t in [0, 1], of Hurst index H in (0, 1). Our results show that by Haar wavelets which merely have one vanishing moment, an almost…

Probability · Mathematics 2013-07-04 Dawei Hong , Shushuang Man , Jean-Camille Birget , Desmond Lun

We study the distribution of the time to explosion for one-dimensional diffusions. We relate this question to computing the expectations of suitable nonnegative local martingales, and to the distributions of related diffusions with unit…

Probability · Mathematics 2015-03-23 Ioannis Karatzas , Johannes Ruf

An unconventional approach is applied to solve the one-dimensional Burgers' equation. It is based on spline polynomial interpolations and Hopf-Cole transformation. Taylor expansion is used to approximate the exponential term in the…

Numerical Analysis · Mathematics 2023-09-22 Somrath Kanoksirirath

This work is concerned with the study of explicit solutions for generalized coupled reaction-diffusion and Burgers-type systems with variable coefficients. Including nonlinear models with variable coefficients such as diffusive…

Mathematical Physics · Physics 2024-06-26 José M. Escorcia , Erwin Suazo

We derive the approximate analytical solutions of the bound timelike geodesic orbits in the effective-one-body (EOB) frame with extreme-mass ratio limit. The analytical solutions are expressed in terms of the elliptic integrals using Mino…

General Relativity and Quantum Cosmology · Physics 2025-11-11 Chen Zhang , Wen-Biao Han

We introduce and solve in closed form a simple model of a macroscopic body propagating in a one-dimensional resistive medium at temperature T. The assumption of completely inelastic collisions between the body and the particles composing…

Physics Education · Physics 2009-09-25 M. I. Molina

We revisit two basic Direct Simulation Monte Carlo Methods to model aggregation kinetics and extend them for aggregation processes with collisional fragmentation (shattering). We test the performance and accuracy of the extended methods and…

Numerical Analysis · Mathematics 2022-07-27 A. Kalinov , A. I. Osinsky , S. A. Matveev , W. Otieno , N. V. Brilliantov

A simple, physically motivated, scaling hypothesis, which becomes exact in important limits, yields estimates for the ground-state energy of large, composed, systems in terms of the ground-state energy of its building blocks. The concept is…

Strongly Correlated Electrons · Physics 2009-11-11 K. Capelle , L. N. Oliveira

A single queueing system with time-dependent exponentially distributed arrival processes and exponential machine processes (Kendall notation $M_t/M_t/1$) is analyzed. Modeling the time evolution for the discrete queue-length distribution by…

Probability · Mathematics 2018-12-21 Dieter Armbruster , Simone Göttlich , Stephan Knapp

We derive a-priori error estimates for the finite-element approximation of a distributed optimal control problem governed by the steady one-dimensional Burgers equation with pointwise box constraints on the control. Here the approximation…

Optimization and Control · Mathematics 2014-11-18 Pedro Martín Merino Rosero

We explore a connection of the forced Burgers equation with the Schr\"{o}dinger (diffusive) interpolating dynamics in the presence of deterministic external forces. This entails an exploration of the consistency conditions that allow to…

Condensed Matter · Physics 2009-10-31 P. Garbaczewski , G. Kondrat

A stationary distribution function that describes the entire processes of propagation of relativistic particles, including the transition between the ballistic and diffusion regimes, is obtained. The spacial component of the constructed…

High Energy Astrophysical Phenomena · Physics 2015-10-14 A. Y. Prosekin , S. R. Kelner , F. A. Aharonian

A jump-diffusion process along with a particle scheme is devised as an accurate and efficient particle solution to the Boltzmann equation. The proposed process (hereafter Gamma-Boltzmann model) is devised to match the evolution of all…

Computational Physics · Physics 2023-08-09 Fabian Mies , Mohsen Sadr , Manuel Torrilhon

Equations of motion for the microscopic number density $\hat{\rho}({\bf x},t)$ and the momentum density $\hat{\bf g}({\bf x},t)$ of a fluid have been obtained in the past from the corresponding Langevin equations representing the dynamics…

Statistical Mechanics · Physics 2015-06-15 Shankar P. Das , Akira Yoshimori

Anomalous coarsening in far-from equilibrium one-dimensional systems is investigated by simulation and analytic techniques. The minimal hard core particle (exclusion) models contain mechanisms of aggregated particle diffusion, with rates…

Statistical Mechanics · Physics 2009-11-10 Fabio D. A. Aarao Reis , Robin B. Stinchcombe

The last decades witnessed a renewal of interest in the Burgers equation. Much activities focused on extensions of the original one-dimensional pressureless model introduced in the thirties by the Dutch scientist J.M. Burgers, and more…

Chaotic Dynamics · Physics 2009-11-13 Jeremie Bec , Konstantin Khanin

We study the phase turbulence of the one-dimensional complex Ginzburg-Landau equation, in which the defect-free chaotic dynamics of the order parameter maps to a phase equation well approximated by the Kuramoto-Sivashinsky model. In this…

Statistical Mechanics · Physics 2024-08-29 Francesco Vercesi , Susie Poirier , Anna Minguzzi , Léonie Canet

The problem of ballistic annihilation for a spatially homogeneous system is revisited within Boltzmann's kinetic theory in two and three dimensions. Exact analytical results are derived for the time evolution of the particle density for…

Statistical Mechanics · Physics 2009-11-07 Francois Coppex , Michel Droz , Jaroslaw Piasecki , Emmanuel Trizac , Peter Wittwer

A Lax pair consisting of the Forsyth-Hopf-Cole transformation and a linear differential (in time) - difference (in continuous space) equation generates the whole hierarchy of the Burgers equation and admits exact moving front solutions.…

Exactly Solvable and Integrable Systems · Physics 2007-05-23 Alex Veksler , Yair Zarmi

We present a phenomenological study of the phase dynamics of the one-dimensional stochastically forced Burgers equation, and of the same equation under a Fourier mode reduction on a fractal set. We study the connection between coherent…

Fluid Dynamics · Physics 2016-04-19 Michele Buzzicotti , Brendan P. Murray , Luca Biferale , Miguel D. Bustamante