相关论文: Noncolliding Brownian Motion and Determinantal Pro…

We investigate a quantum metrological protocol operating in a non-Markovian environment by employing the quantum Brownian motion (QBM) model, in which the system is linearly coupled to a reservoir of harmonic oscillators. Specifically, we…

We investigate emergence of spontaneous filtering of Brownian motion in higher dimensional space by many--body structures of symmetry broken dimer. Interacting dimer form structures which eventually restrict rotational degrees of freedom of…

We propose an open-boundary molecular dynamics method in which an atomistic system is in contact with an infinite particle reservoir at constant temperature, volume and chemical potential. In practice, following the Hamiltonian adaptive…

We derive a model that describes the motion of a Brownian particle in a system which is dominated by gravitational forces. An example of such a system is a massive black hole immersed in a cluster of stars. We compute the dispersion in the…

We analyze a class of one-dimensional quantum systems characterized by a position-dependent kinetic term arising as the continuum limit of an inhomogeneous tight-binding model with spatially varying hopping amplitudes. In this limit, the…

Adsorption is a relevant process in many fields, such as product manufacturing or pollution remediation in porous materials. Adsorption takes place at the molecular scale, amenable to be modeled by Lagrangian numerical methods. We have…

We present a first-principles thermodynamic approach to provide an alternative to the Langevin equation by identifying the deterministic (no stochastic component) microforce F_{k,BP} acting on a nonequilibrium Brownian particle (BP) in its…

The conventional Brownian motion in harmonic systems has provided a deep understanding of a great diversity of dissipative phenomena. We address a rather fundamental microscopic description for the (linear) dissipative dynamics of…

We study the degenerate linear Boltzmann equation inside a bounded domain with a generalized diffuse reflection at the boundary and variable temperature, including the Maxwell boundary conditions with the wall Maxwellian or heavy-tailed…

Fractional Brownian motion (fBm) is a centered self-similar Gaussian process with stationary increments, which depends on a parameter $H \in (0, 1)$ called the Hurst index. The use of time-changed processes in modeling often requires the…

As well as arising naturally in the study of non-intersecting random paths, random spanning trees, and eigenvalues of random matrices, determinantal point processes (sometimes also called fermionic point processes) are relatively easy to…

We derive a collisionless kinetic theory for an ensemble of molecules undergoing nonholonomic rolling dynamics. We demonstrate that the existence of nonholonomic constraints leads to problems in generalizing the standard methods of…

A nonholonomic system consists of a configuration space Q, a Lagrangian L, and an nonintegrable constraint distribution H, with dynamics governed by Lagrange-d'Alembert's principle. We present two studies both using adapted moving frames.…

We study interacting Brownian particles on the half-line whose interaction occurs through boundary local times at the origin. The particle system is given by \[ X_i^n(t)=X^n_{0,i}+W_i^n(t)+L_i^n(t) +\frac{1}{n-1}\sum_{j\ne…

Embedded random matrix ensembles are generic models for describing statistical properties of finite isolated quantum many-particle systems. For the simplest spinless fermion (or boson) systems with say $m$ fermions (or bosons) in $N$ single…

Differential equations need boundary conditions (BC's) for their solution. It is commonly acknowledged that differential equations and BC's are representative of independent physical processes, and no correlations between them is required.…

The classical models for irreversible diffusion-influenced reactions can be derived by introducing absorbing boundary conditions to over-damped continuous Brownian motion (BM) theory. As there is a clear corresponding stochastic process,…

One-dimensional system of Brownian motions called Dyson's model is the particle system with long-range repulsive forces acting between any pair of particles, where the strength of force is $\beta/2$ times the inverse of particle distance.…

A massive intruder in a homogeneously driven granular fluid, in dilute configurations, performs a memory-less Brownian motion with drag and temperature simply related to the average density and temperature of the fluid. At volume fraction…

We study the problem of Brownian motion in a multiscale potential. The potential is assumed to have N+1 scales (i.e. N small scales and one macroscale) and to depend periodically on all the small scales. We show that for nonseparable…