相关论文: The glassy phase of the complex branching Brownian…
Fractional Brownian motion (fBm) has been used as a theoretical framework to study real time series appearing in diverse scientific fields. Because its intrinsic non-stationarity and long range dependence, its characterization via the Hurst…
We consider a two-type reducible branching Brownian motion, defined as a particle system on the real line in which particles of two types move according to independent Brownian motions and create offspring at a constant rate. Particles of…
We endow a system of interacting particles with two distinct, local, Markovian and reversible microscopic dynamics. Using common field-theoretic techniques used to investigate the presence of a glass transition, we find that while the…
In this paper, we will analyze the effects of super-light brane world perturbative modes on clustering of galaxies. In present manuscript, we use the Boltzmann and Tsallis statistical approaches to study the large distance modification of…
We investigate the influence of external forces on the collective dynamics of interacting active Brownian particles in two as well as three spatial dimensions. Via explicit coarse graining, we derive predictive models that are applicable…
The long-term behavior of a supercritical branching random walk can be described and analyzed with the help of Biggins' martingales, parametrized by real or complex numbers. The study of these martingales with complex parameters is a rather…
We construct a Brownian motion on complex partial flag manifolds with blocks of equal size as a matrix-valued diffusion from a Brownian motion on the unitary group. This construction leads to an explicit expression for the characteristic…
We study the L\'evy spin glass model, a fully connected model on $N$ vertices with heavy-tailed interactions governed by a power law distribution of order $0<\alpha<2.$ Our investigation is divided into three cases $0<\alpha<1$, $\alpha=1$,…
We introduce a spherical version of the frustrated Blume-Emery-Griffiths model and solve exactly the statics and the Langevin dynamics for zero particle-particle coupling (K=0). In this case the model exhibits an equilibrium transition from…
Polycrystalline materials can be viewed as composites of crystalline particles or grains separated from one another by thin amorphous grain boundary (GB) regions. While GB have been exhaustively investigated at low temperatures, where these…
Statistical analysis of financial data most focused on testing the validity of Brownian motion (Bm). Analysis performed on several time series have shown deviation from the Bm hypothesis, that is at the base of the evaluation of many…
In this paper we establish limit theorems for power variations of stochastic processes controlled by fractional Brownian motions with Hurst parameter $H\leq 1/2$. We show that the power variations of such processes can be decomposed into…
We consider branching Brownian motion on the real line with the following selection mechanism: Every time the number of particles exceeds a (large) given number $N$, only the $N$ right-most particles are kept and the others killed. After…
We have considered the underdamped motion of a Brownian particle in the presence of a correlated external random force. The force is modeled by an Ornstein-Uhlenbeck process. We investigate the fluctuations of the work done by the external…
We consider the complex branching random walk on a dyadic tree with Gaussian weights on the boundary between the diffuse phase and the glassy phase. We study the branching random walk in the space of continuous functions and establish…
Elastic confinements are an important component of many biological systems and dictate the transport properties of suspended particles under flow. In this chapter, we review the Brownian motion of a particle moving in the vicinity of a…
We study a $d$-dimensional branching Brownian motion (BBM) among Poissonian obstacles, where a random trap field in $\mathbb{R}^d$ is created via a Poisson point process. In the soft obstacle model, the trap field consists of a positive…
Glasses are amorphous solids whose constituent particles are caged by their neighbors and thus cannot flow. This sluggishness is often ascribed to the free energy landscape containing multiple minima (basins) separated by high barriers.…
It is well known that path probabilities of Brownian motion correspond to the equilibrium configurational probabilities of flexible Gaussian polymers, while those of active Brownian motion correspond to in-extensible semiflexible polymers.…
In this work, we report a new method to simulate active Brownian particles (ABPs) in molecular dynamics (MD) simulations. Immersed in a fluid, each ABP consists of a head particle and a spherical phantom region of fluid where the flagellum…