相关论文: The glassy phase of the complex branching Brownian…

We consider a family of branching-selection particle systems in which particles branch at time dependent rate $r$ and are killed with a probability which is dependent on their rank via some function $\psi$. We show that, under fairly…

We present a numerical method that consistently implements thermal fluctuations and hydrodynamic interactions to the motion of Brownian particles dispersed in incompressible host fluids. In this method, the thermal fluctuations are…

It has been proved by Bovier & Hartung [Elect. J. Probab. 19 (2014)] that the maximum of a variable-speed branching Brownian motion (BBM) in the weak correlation regime converges to a randomly shifted Gumbel distribution. The random shift…

In this article we establish the magnitude of fluctuations of the extreme particle in the model of binary branching Brownian motion with a single catalytic point at the origin.

We introduce fractional Brownian motion processes (fBm) as an alternative model for the turbulent index of refraction. These processes allow to reconstruct most of the refractive index properties, but they are not differentiable. We…

We introduce fractional Brownian motion processes (fBm) as an alternative model for the turbulent index of refraction. These processes allow to reconstruct most of the index properties, but they are not differentiable. We overcome the…

Aim of this note is to analyse branching Brownian motion within the class of models introduced in the recent paper [4] and called chemical diffusion master equations. These models provide a description for the probabilistic evolution of…

We construct fractional Brownian motion (fBm), sub-fractional Brownian motion (sub-fBm), negative sub-fractional Brownian motion (nsfBm) and the odd part of fBm in the sense of Dzhaparidze and van Zanten (2004) by means of limiting…

Within the Rayleigh-Helmholtz model of active Brownian particles activity is due to a non-linear velocity dependent force. In the presence of an external trapping potential or a constant force, the steady state of the system breaks detailed…

Identifying heterogeneous structures in glasses --- such as localized soft spots --- and understanding structure-dynamics relations in these systems remain major scientific challenges. Here we derive an exact expression for the local…

We develop a systematic analytic approach to aging effects in quantum disordered systems in contact with an environment. Within the closed-time path-integral formalism we include dissipation by coupling the system to a set of independent…

We study the statistical properties of the variation of the kinetic energy of a spherical Brownian particle that freely moves in an incompressible fluid at constant temperature. Based on the underdamped version of the generalized Langevin…

Glassy behavior is a generic feature of electrons close to disorder-driven metal-insulator transitions. Deep in the insulating phase, electrons are tightly bound to impurities, and thus classical models for electron glasses have long been…

We study glassy dynamics using a simulation of three soft Brownian particles confined to a two-dimensional circular region. If the circular region is large, the disks freely rearrange, but rearrangements are rarer for smaller system sizes.…

We develop a systematic framework for the model reduction of multivariate geometric Brownian motions (GBMs), a fundamental class of stochastic processes with broad applications in mathematical finance, population biology, and statistical…

We experimentally revisite the flow down an inclined plane of dense granular suspensions, with particles of sizes in the micron range, for which thermal fluctuations cannot be ignored. Using confocal microscopy on a miniaturized set-up, we…

We study the shape of the outer envelope of a branching Brownian motion (BBM) in $\mathbb{R}^d$, $d\geq 2$. We focus on the extremal particles: those whose norm is within $O(1)$ of the maximal norm amongst the particles alive at time $t$.…

A system is glassy when the observation time is much smaller than the equilibration time. A unifying thermodynamic picture of the glassy state is presented. Slow configurational modes are in quasi-equilibrium at an effective temperature. It…

We study the glassy dynamics taking place in dense assemblies of athermal active particles that are driven solely by a nonequilibrium self-propulsion mechanism. Active forces are modeled as an Ornstein-Uhlenbeck stochastic process,…

Fluctuating hydrodynamics based techniques have been developed in recent years for the simulation of Brownian motion of particles. These mesoscale simulation tools are viable approaches for problems where molecular dynamics simulations may…