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We present an alternative derivation of the dynamical density functional theory for the one body density profile of a classical fluid developed by Marconi and Tarazona [J. Chem. Phys., 110, 8032 (1999)]. Our derivation elucidates further…
The equation of the density field of an assembly of macroscopic particles advected by a hydrodynamic flow is derived from the microscopic description of the system. This equation allows to recognize the role and the relative importance of…
We show that every separable Gaussian process with integrable variance function admits a Fredholm representation with respect to a Brownian motion. We extend the Fredholm representation to a transfer principle and develop stochastic…
The notion of group entropy is proposed. It enables to unify and generalize many different definitions of entropy known in the literature, as those of Boltzmann-Gibbs, Tsallis, Abe and Kaniadakis. Other new entropic functionals are…
Stochastic integration \textit{wrt} Gaussian processes has raised strong interest in recent years, motivated in particular by its applications in Internet traffic modeling, biomedicine and finance. The aim of this work is to define and…
While active matter physics has traditionally focused on particles with overdamped dynamics, recent years have seen an increase of experimental and theoretical work on active systems with inertia. This also leads to an increased need for…
A stochastic Langevin equation is derived, describing the thermal motion of a molecule immersed in a rested fluid of identical molecules. The fluctuation-dissipation theorem is proved and a number of correlation characteristics of the…
The paper gives a new representation for the fractional Brownian motion that can be applied to simulate this self-similar random process in continuous time. Such a representation is based on the spectral form of mathematical description and…
Granular flows through pipes show interesting phenomena, e.g. clogging and density waves, 1/f-noise. These things are fairly good studied by computer-experiments, but there is a lack in theoretical and analytical consideration. We introduce…
We prove a stochastic formula for the Gaussian relative entropy in the spirit of Borell's formula for the Laplace transform. As an application, we give unified and short proofs of a number of functional inequalities.
A novel representation of functions, called generalized Taylor form, is applied to the filtering of white noise processes. It is shown that every Gaussian colored noise can be expressed as the output of a set of linear fractional stochastic…
A novel constructive mathematical model based on the multifractal formalism in order to accurately characterizing the localized fluctuations present in the course of traffic flows today high-speed computer networks is presented. The…
We prove that a sequence of semi-discrete approximations converges to a multiplicative functional for reflected Brownian motion, which intuitively represents the Lyapunov exponent for the corresponding stochastic flow. The method of proof…
The diffusive motion of overdamped Brownian particles in tilted piecewise linear pontentials is considered. It is shown that the enhancement of diffusion coefficient by an external static force is quite sensitive to the symmetry of periodic…
Transport phenomena are ubiquitous in nature and known to be important for various scientific domains. Examples can be found in physics, electrochemistry, heterogeneous catalysis, physiology, etc. To obtain new information about diffusive…
For a system of Brownian particles interacting via a soft exponential potential we investigate the interaction between equilibrium crystallization and spatially varying shear flow. For thermodynamic state points within the liquid part of…
We consider a stochastic flow driven by a finite dimensional Brownian motion. We show that almost every realization of such a flow exhibits strong statistical properties such as the exponential convergence of an initial measure to the…
In this paper we give necessary and sufficient conditions for a cylindrical continuous local martingale to be the stochastic integral with respect to a cylindrical Brownian motion. In particular we consider the class of cylindrical…
Recently, we have proposed a new diffusive representation for fractional derivatives and, based on this representation, suggested an algorithm for their numerical computation. From the construction of the algorithm, it is immediately…
Entropy-conservative numerical flux functions can be used to construct high-order, entropy-stable discretizations of the Euler and Navier-Stokes equations. The purpose of this short communication is to present a novel family of such…