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A physical law is represented by the probability distribution of a measured variable. The probability density is described by measured data using an estimator whose kernel is the instrument scattering function. The experimental information…

Data Analysis, Statistics and Probability · Physics 2015-05-13 I. Grabec

For certain materials science scenarios arising in rubber technology, one-dimensional moving boundary problems (MBPs) with kinetic boundary conditions are capable of unveiling the large-time behavior of the diffusants penetration front,…

Numerical Analysis · Mathematics 2023-12-04 Surendra Nepal , Magnus Ogren , Yosief Wondmagegne , Adrian Muntean

The comb model is a simplified description for anomalous diffusion under geometric constraints. It represents particles spreading out in a two-dimensional space where the motions in the x-direction are allowed only when the y coordinate of…

Computational Physics · Physics 2015-07-21 H. V. Ribeiro , A. A. Tateishi , L. G. A. Alves , R. S. Zola , E. K. Lenzi

This paper provides sufficient conditions for the time of bankruptcy (of a company or a state) for being a totally inaccessible stopping time and provides the explicit computation of its compensator in a framework where the flow of market…

Probability · Mathematics 2016-11-10 Matteo Ludovico Bedini , Rainer Buckdahn , Hans-Jürgen Engelbert

We develop an exact Green-Kubo formula relating nonequilibrium averages in systems of interacting active Brownian particles to equilibrium time-correlation functions. The method is applied to calculate the density-dependent average swim…

Soft Condensed Matter · Physics 2016-11-23 A. Sharma , J. M. Brader

Fractional Brownian motion, a stochastic process with long-time correlations between its increments, is a prototypical model for anomalous diffusion. We analyze fractional Brownian motion in the presence of a reflecting wall by means of…

Statistical Mechanics · Physics 2018-02-21 Alexander H. O. Wada , Thomas Vojta

The Network Disturbance Model of Doreian (1989) expresses the dependency between observations taken at the vertices of a network by modelling the correlation between neighbouring vertices, using a single correlation parameter $\rho$. It has…

Statistics Theory · Mathematics 2021-05-10 A. D. Barbour , Gesine Reinert

We investigate the wetting transitions displayed by the collection of active Brownian particles (ABPs) confined within rigid, impenetrable, flat walls. In our computational study using Brownian dynamics simulations, the wall-particle…

Soft Condensed Matter · Physics 2025-07-08 Suchismita Das , Raghunath Chelakkot

Many systems exhibit a digit bias. For example, the first digit base 10 of the Fibonacci numbers, or of $2^n$, equals 1 not 10% or 11% of the time, as one would expect if all digits were equally likely, but about 30% of the time. This…

In recent years, active Brownian particles have emerged as a prominent model system for comprehending the behaviors of active matter, wherein particles demonstrate self-propelled motion by harnessing energy from the surrounding environment.…

Soft Condensed Matter · Physics 2024-10-31 Cunyuan Jiang , Zihan Zheng , Yangrui Chen , Matteo Baggioli , Jie Zhang

In this work, we study the dynamics of a single active Brownian particle, as well as the collective behavior of interacting active Brownian particles, in a fluctuating heterogeneous environment. We employ a variant of the diffusing…

Soft Condensed Matter · Physics 2022-01-05 S. M. J. Khadem , N. H. Siboni , S. H. L. Klapp

Brownian motion is modelled by a harmonic oscillator (Brownian particle) interacting with a continuous set of uncoupled harmonic oscillators. The interaction is linear in the coordinates and the momenta. The model has an analytical solution…

Quantum Physics · Physics 2019-08-17 Diego G. Arbo , Mario A. Castagnino , Fabian H. Gaioli , Sergio Iguri

The balance held by Brownian motion between temporal regularity and randomness is embodied in a remarkable way by Levy's forgery of continuous functions. Here we describe how this property can be extended to forge arbitrary dependences…

Statistical Mechanics · Physics 2018-06-11 Vincent Wens

We present a diagrammatic formulation of a theory for the time dependence of density fluctuations in equilibrium systems of interacting Brownian particles. To facilitate derivation of the diagrammatic expansion we introduce a basis that…

Soft Condensed Matter · Physics 2009-11-13 Grzegorz Szamel

In various situations where wave transport is preeminent, like in wireless communication, a strong established transmission is present in a complex scattering environment. We develop a novel approach to describe emerging fluctuations, which…

Mesoscale and Nanoscale Physics · Physics 2020-10-08 Dmitry V. Savin , Martin Richter , Ulrich Kuhl , Olivier Legrand , Fabrice Mortessagne

Recently, a paradoxical effect has been demonstrated in which transport of a free Brownian particle driven by active fluctuations in the form of white Poisson shot noise can be significantly enhanced when it is additionally subjected to a…

Statistical Mechanics · Physics 2025-11-27 K. Białas , J. Spiechowicz

In this paper, we are concerned with the numerical solution of one type integro-differential equation by a probability method based on the fundamental martingale of mixed Gaussian processes. As an application, we will try to simulate the…

Probability · Mathematics 2020-05-08 Chunhao Cai , Weilin Xiao

Despite their rich information content, electronic structure data amassed at high volumes in $ab$ $initio$ molecular dynamics simulations are generally under-utilized. We introduce a transferable high-fidelity neural network representation…

Materials Science · Physics 2022-02-22 Qiangqiang Gu , Linfeng Zhang , Ji Feng

We performed a numerical study on random Boolean networks with power-law rank outdegree distributions to find local structural cause for the emergence of high or low degree of coherence in binary state variables. The degree of randomness…

Cellular Automata and Lattice Gases · Physics 2007-07-02 Chikoo Oosawa , Kazuhiro Takemoto , Shogo Matsumoto , Michael A. Savageau

In this thesis, we study the diffusive and ballistic behaviors of random walk in random environment (RWRE) in an integer lattice with dimension at least 2. Our contributions are in three directions: a conditional law of large numbers and…

Probability · Mathematics 2012-10-08 Xiaoqin Guo
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