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We consider the motion of a point particle with spin in a stationary spacetime. We define, following Witzany (2019) and later Ramond (2022), a twelve dimensional Hamiltonian dynamical system whose orbits coincide with the solutions of the…
We present a detailed analysis of random motions moving in higher spaces with a natural number of velocities. In the case of the so-called minimal random dynamics, under some wide assumptions, we show the joint distribution of the position…
We study the Navier-Stokes equations governing the motion of isentropic compressible fluid in three dimensions driven by a multiplicative stochastic forcing. In particular, we consider a stochastic perturbation of the system as a function…
We model the diffusive shock acceleration of particles in a system of two colliding shock waves and present a method to solve the time-dependent problem analytically in the test-particle approximation and high energy limit. In particular,…
A formally exact relation is derived which connects thermodynamically non-equilibrium evolution of gas density distribution after its arbitrary strong spatially non-uniform perturbation and evolution of many-particle correlations between…
The aforementioned celebrated model, though a breakthrough in Stochastic processes and a great step toward the construction of the Brownian motion leads to a paradox: infinite propagation speed and violation of the 2nd law of…
Overdamped Brownian motion of a self-propelled particle is studied by solving the Langevin equation analytically. On top of translational and rotational diffusion, in the context of the presented model, the "active" particle is driven along…
We study a system of charged, noninteracting classical particles moving in a Poisson distribution of hard-disk scatterers in two dimensions, under the effect of a magnetic field perpendicular to the plane. We prove that, in the low-density…
In this paper we show that under some assumptions, for a $d$-dimensional fractional Brownian motion with Hurst parameter $H>1/2$, the density of solution of stochastic differential equation driven by it has a short-time expansion similar to…
The dynamical evolution of a Brownian particle in an inhomogeneous medium with spatially varying friction and temperature field is important to understand conceptually. It requires to address the basic problem of relative stability of…
Our Recent advancements in stochastic processes have illuminated a paradox associated with the Einstein model of Brownian motion. The model predicts an infinite propagation speed, conflicting with the second law of thermodynamics. The…
We solve the problem of optimal stopping of a Brownian motion subject to the constraint that the stopping time's distribution is a given measure consisting of finitely-many atoms. In particular, we show that this problem can be converted to…
This work proposes a method for the two-dimensional simulation of Brownian particles in a fluid with restrictions. The method is based on simple numerical rules between two matrices. One of the matrix represent the identification of all…
In this paper we study the quantum brownian motion of a scalar point particle in the analog Friedman-Robertson-Walker spacetime in the presence of a disclination, in a condensed matter system. The analog spacetime is obtained as an…
We study the dynamics of a harmonically trapped quasi-one-dimensional Bose-Einstein condensate subjected to a moving disorder potential of finite extent. We show that, due to the inhomogeneity of the sample, only a percentage of the atoms…
We aim at studying a novel mathematical model associated to a physical phenomenon of infiltration in an homogeneous porous medium. The particularities of our system are connected to the presence of a gravitational acceleration term…
From the exact single step evolution equation of the two-point correlation function of a particle distribution subjected to a stochastic displacement field $\bu(\bx)$, we derive different dynamical regimes when $\bu(\bx)$ is iterated to…
Brownian motion in one or more dimensions is extensively used as a stochastic process to model natural and engineering signals, as well as financial data. Most works dealing with multidimensional Brownian motion consider the different…
We study the motion of a particle in a periodic potential with Ohmic dissipation. In $D=1$ dimension it is well known that there are two phases depending on the dissipation: a localized phase with zero temperature mobility $\mu=0$ and a…
Brownian dynamics of a self-propelled particle in linear shear flow is studied analytically by solving the Langevin equation and in simulation. The particle has a constant propagation speed along a fluctuating orientation and is…