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Presently flow and nonflow cannot be separated experimentally. Using Pythia simulations of p+p collisions we show that nonflow approximately factorizes. This fact may be used to disentangle flow and nonflow in heavy ion data by performing a…

Nuclear Experiment · Physics 2012-07-18 Daniel Kikola , Li Yi , ShinIchi Esumi , Fuqiang Wang , Wei Xie

A new class of integro-partial differential equation models is derived for the prediction of granular flow dynamics. These models are obtained using a novel limiting averaging method (inspired by techniques employed in the derivation of…

Chaotic Dynamics · Physics 2015-06-26 Denis Blackmore , Roman Samulyak , Anthony Rosato

Oscillatory flows have become an indispensable tool in microfluidics, inducing inertial effects for displacing and manipulating fluid-borne objects in a reliable, controllable, and label-free fashion. However, the quantitative description…

Field-theoretic construction of functional representations of solutions of stochastic differential equations and master equations is reviewed. A generic expression for the generating function of Green functions of stochastic systems is put…

Mathematical Physics · Physics 2012-10-16 Juha Honkonen

An alternative derivation of Brownian motion is presented. Instead of supplementing the linearized Navier-Stokes equation with a fluctuating force, we directly assume a Gaussian action functional for solvent velocity fluctuations. Solvating…

Statistical Mechanics · Physics 2013-07-24 Thomas Speck

We introduce a new Gaussian process, a generalization of both fractional and subfractional Brownian motions, which could serve as a good model for a larger class of natural phenomena. We study its main stochastic properties and some…

Probability · Mathematics 2017-04-10 Mounir Zili

A set of exact integrals of motion is found for systems driven by homogenous isotropic stochastic flow. The integrals of motion describe the evolution of (hyper-)surfaces of different dimensions transported by the flow, and can be expressed…

Fluid Dynamics · Physics 2026-01-29 V. A. Sirota , A. S. Il'yn , A. V. Kopyev , K. P. Zybin

In this paper, we introduce some fundamental notions related to the so-called stochastic derivatives with respect to a given $\sigma$-field $\mathcal{Q}$. In our framework, we recall well-known results about Markov--Wiener diffusions. We…

Probability · Mathematics 2009-09-29 Sébastien Darses , Ivan Nourdin

Noether's calculus of invariant variations yields exact identities from functional symmetries. The standard application to an action integral allows to identify conservation laws. Here we rather consider generating functionals, such as the…

Statistical Mechanics · Physics 2021-08-16 Sophie Hermann , Matthias Schmidt

We study the dynamics of inertial particles in turbulence using datasets obtained from both direct numerical simulations and laboratory experiments of turbulent swirling flows. By analyzing time series of particle velocity increments at…

By constructing a new family of successful couplings, the Driver-type integration by parts formula is established for the operator associated with stochastic differential equation driven by fractional Brownian motion. As applications, shift…

Probability · Mathematics 2014-07-29 Xiliang Fan

Rheological properties of dense flows of hard particles are singular as one approaches the jamming threshold where flow ceases, both for aerial granular flows dominated by inertia, and for over-damped suspensions. Concomitantly, the…

Soft Condensed Matter · Physics 2015-06-17 E. DeGiuli , G. Düring , E. Lerner , M. Wyart

In this paper, a regularity result for the Willmore flow is presented. It is established by means of a truncated translation technique in conjunction with the Implicit Function Theorem.

Analysis of PDEs · Mathematics 2016-09-29 Yuanzhen Shao

Using the multiple stochastic integrals we prove an existence and uniqueness result for a linear stochastic equation driven by the fractional Brownian motion with any Hurst parameter. We study both the one parameter and two parameter cases.…

Probability · Mathematics 2007-05-23 Ivan Nourdin , Ciprian A. Tudor

Starting from the stochastic thermodynamics description of two coupled underdamped Brownian particles, we showcase and compare three different coarse-graining schemes leading to an effective thermodynamic description for the first of the…

Statistical Mechanics · Physics 2020-02-20 Tim Herpich , Kamran Shayanfard , Massimiliano Esposito

We apply the techniques of stochastic integration with respect to fractional Brownian motion and the theory of regularity and supremum estimation for stochastic processes to study the maximum likelihood estimator (MLE) for the drift…

Statistics Theory · Mathematics 2007-08-22 Ciprian A. Tudor , Frederi G. Viens

Canonical BRST quantization of the topological particle defined by a Morse function h is described. Stochastic calculus, using Brownian paths which implement the WKB method in a new way providing rigorous tunnelling results even in curved…

High Energy Physics - Theory · Physics 2009-10-31 Alice Rogers

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

We analyze the translational and rotational motion of an ellipsoidal Brownian particle from the viewpoint of stochastic thermodynamics. The particle's Brownian motion is driven by external forces and torques and takes place in an…

Statistical Mechanics · Physics 2018-12-19 Raffaele Marino , Ralf Eichhorn , Erik Aurell

We achieve the multifractal analysis of a class of complex valued statistically self-similar continuous functions. For we use multifractal formalisms associated with pointwise oscillation exponents of all orders. Our study exhibits new…

Mathematical Physics · Physics 2015-05-13 Julien Barral , Xiong Jin