相关论文: Hitting hyperbolic half-space

Brownian motion is the only random process which is Gaussian, stationary and Markovian. Dropping the Markovian property, i.e. allowing for memory, one obtains a class of processes called fractional Brownian motion, indexed by the Hurst…

A novel approach to account for hard-body interactions in (overdamped) Brownian dynamics simulations is proposed for systems with non-vanishing force fields. The scheme exploits the analytically known transition probability for a Brownian…

We study the asymptotics of the Poisson kernel and Green's functions of the fractional conformal Laplacian for conformal infinities of asymptotically hyperbolic manifolds. We derive sharp expansions of the Poisson kernel and Green's…

We show that with probability 1, the trace B[0,1] of Brownian motion in space, has positive capacity with respect to exactly the same kernels as the unit square. More precisely, the energy of occupation measure on B[0,1] in the kernel…

Spin precession in magnetic materials is commonly modelled with the classical phenomenological Landau-Lifshitz-Gilbert (LLG) equation. Based on a quantized spin+environment Hamiltonian, we here derive a general spin operator equation of…

We study the long time behavior of an Ornstein-Uhlenbeck process under the influence of a periodic drift. We prove that, under the standard diffusive rescaling, the law of the particle position converges weakly to the law of a Brownian…

For the first time, the energy diffusion approximation is confronted at the percent level with the exact numerical modeling of thermal decay of a metastable state. The latter is performed using the quasistationary decay rates resulting from…

We prove a general theorem which provides a strict lower bound on high-temperature Green-Kubo diffusion constants in locally interacting quantum lattice systems, under the assumption of existence of a quadratically extensive almost…

Here we present a detailed account of the fundamental problems one encounters in projection theory when non-orthogonal basis sets are used for representation of the operators. In particular, we re-examine the use of projection operators in…

Iterated Bessel processes R^\gamma(t), t>0, \gamma>0 and their counterparts on hyperbolic spaces, i.e. hyperbolic Brownian motions B^{hp}(t), t>0 are examined and their probability laws derived. The higher-order partial differential…

We propose a new way of analyzing the Hubbard model using equations of motion (EOM) for the higher-order Green's functions approach within the DMFT scheme. In calculating the higher order Green function we will differentiate over both Times…

We generalize Anderson's orthogonality determinant formula to describe the statistics of work performed on generic disordered, non-interacting fermionic nanograins during quantum quenches. The energy absorbed increases linearly with time,…

We construct a model of Brownian Motion on a pseudo-Riemannian manifold associated with general relativity. There are two aspects of the problem: The first is to define a sequence of stopping times associated with the Brownian "kicks" or…

While it is very common to model diffusion as a random walk by assuming memorylessness of the trajectory and diffusive step lengths, these assumptions can lead to significant errors. This paper describes the extent to which a physical…

$N$-Brownian bees is a branching-selection particle system in $\mathbb{R}^d$ in which $N$ particles behave as independent binary branching Brownian motions, and where at each branching event, we remove the particle furthest from the origin.…

Suppose a solid has a crack filled with a gas. If the crack reaches the surrounding medium, how long does it take the gas to diffuse out of the crack? Iterated Brownian motion serves as a model for diffusion in a crack. If \tau is the first…

We analyze the annihilation of equally-charged particles based on the Brownian motion model built by F. Dyson for $N$ particles with charge $q$ interacting via the log-Coulomb potential on the unitary circle at a reduced inverse temperature…

We investigate a functional limit theorem (homogenization) for Reflected Stochastic Differential Equations on a half-plane with stationary coefficients when it is necessary to analyze both the effective Brownian motion and the effective…

In this paper, we consider transient subordinate Brownian motion X in R^d, d \geq 1, where the Laplace exponent \phi of the corresponding subordinator satisfies some mild conditions. The scaleinvariant Harnack inequality is proved for X. We…

The area swept out under a one-dimensional Brownian motion till its first-passage time is analysed using a backward Fokker-Planck technique. We obtain an exact expression of the area distribution for the zero drift case, and provide various…