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Brownian motion in one or more dimensions is extensively used as a stochastic process to model natural and engineering signals, as well as financial data. Most works dealing with multidimensional Brownian motion consider the different…

The stochastic motion of a two-dimensional vesicle in linear shear flow is studied at finite temperature. In the limit of small deformations from a circle, Langevin-type equations of motion are derived, which are highly nonlinear due to the…

软凝聚态物质 · 物理学 2009-11-13 Reimar Finken , Antonio Lamura , Udo Seifert , Gerhard Gompper

We obtain analytic expressions for the time correlation functions of a liquid of spherical particles, exact in the limit of high dimensions $d$. The derivation is long but straightforward: a dynamic virial expansion for which only the first…

统计力学 · 物理学 2016-01-08 Thibaud Maimbourg , Jorge Kurchan , Francesco Zamponi

We study a stochastic model of a copolymerization process that has been extensively investigated in the physics literature. The main questions of interest include: (i) what are the criteria for transience, null recurrence, and positive…

概率论 · 数学 2025-12-12 David F. Anderson , Jingyi Ma , Praful Gagrani

We study the fluctuations of the two-time dependent global roughness of finite size elastic lines in a quenched random environment. We propose a scaling form for the roughness distribution function that accounts for the two-time,…

无序系统与神经网络 · 物理学 2009-11-11 Sebastian Bustingorry , Jose Luis Iguain , Claudio Chamon , Leticia F. Cugliandolo , Daniel Dominguez

We introduce a model for stochastic transport on a one-dimensional substrate with particles assuming different conformations during their stepping cycles. These conformations correspond to different footprints on the substrate: in order to…

统计力学 · 物理学 2019-06-26 Yvan Rousset , Luca Ciandrini , Norbert Kern

The slow flow of amorphous solids exhibits striking heterogeneities: swift localised particle rearrangements take place in the midst of a more or less homogeneously deforming medium. Recently, experimental as well as numerical work has…

软凝聚态物质 · 物理学 2014-03-04 Alexandre Nicolas , Joerg Rottler , Jean-Louis Barrat

Random packings of stiff rods are self-supporting mechanical structures stabilized by long range interactions induced by contacts. To understand the geometrical and topological complexity of the packings, we first deploy X-ray computerized…

软凝聚态物质 · 物理学 2024-09-24 Yeonsu Jung , Thomas Plumb-Reyes , Hao-Yu Greg Lin , L. Mahadevan

We consider a nonlinear, moving boundary, fluid-structure interaction problem between a time dependent incompressible, viscous fluid flow, and an elastic structure composed of a cylindrical shell supported by a mesh of elastic rods. The…

偏微分方程分析 · 数学 2020-02-17 Sunčica Čanić , Marija Galić , Boris Muha

The flow through a porous medium strongly depends on the boundary conditions, very often assumed to be static. Here, we consider changes in the medium due to swelling and erosion and extend existing Lattice-Boltzmann models to include both.…

流体动力学 · 物理学 2021-04-19 André F. V. Matias , Rodrigo C. V. Coelho , José S. Andrade , Nuno A. M. Araújo

We consider a discrete-time random walk on the nodes of an unbounded hexagonal lattice. We determine the probability generating functions, the transition probabilities and the relevant moments. The convergence of the stochastic process to a…

概率论 · 数学 2019-09-16 Antonio Di Crescenzo , Claudio Macci , Barbara Martinucci , Serena Spina

We use the notion of stochastic two-scale convergence to solve the problem of stochastic homogenization of the elastic plate in the bending regime.

偏微分方程分析 · 数学 2016-12-13 Peter Hornung , Matthaus Pawelczyk , Igor Velcic

The strategy of stochastic resetting is known to expedite the first passage to a target, in diffusive systems. Consequently, the mean first passage time is minimized at an optimal resetting parameter. With Poisson resetting, vanishing…

软凝聚态物质 · 物理学 2023-03-08 Saeed Ahmad , Dibyendu Das

We develop a supervised-learning-based approach for monitoring and diagnosing texture-related defects in manufactured products characterized by stochastic textured surfaces that satisfy the locality and stationarity properties of Markov…

应用统计 · 统计学 2017-07-24 Anh Tuan Bui , Daniel W. Apley

Statistics of stochastic processes are crucially influenced by the boundary conditions. In one spatial dimension, for example, the first passage time distribution in semi-infinite space (one absorbing boundary) is markedly different from…

数学物理 · 物理学 2024-08-23 Yuta Sakamoto , Takahiro Sakaue

We review several competing chaining methods to estimate the supremum, the diameter of the range or the modulus of continuity of a stochastic process in terms of tail bounds of their two-dimensional distributions. Then we show how they can…

概率论 · 数学 2008-04-09 Michael Scheutzow

The mechanical properties of thermally excited two-dimensional crystalline membranes can depend dramatically on their geometry and topology. A particularly relevant example is the effect on the crumpling transition of holes in the membrane.…

软凝聚态物质 · 物理学 2019-10-16 D. Yllanes , D. R. Nelson , M. J. Bowick

The surface texture of materials plays a critical role in wettability, turbulence and transport phenomena. In order to design surfaces for these applications, it is desirable to characterise non-smooth and porous materials by their ability…

流体动力学 · 物理学 2019-12-10 Uǧis Lācis , Y. Sudhakar , Simon Pasche , Shervin Bagheri

We consider systems of particles hopping stochastically on $d$-dimensional lattices with space-dependent probabilities. We map the master equation onto an evolution equation in a Fock space where the dynamics are given by a quantum…

凝聚态物理 · 物理学 2007-05-23 Gunter Schuetz , Sven Sandow

The deformation and flow of disordered solids, such as metallic glasses and concentrated emulsions, involves swift localized rearrangements of particles that induce a long-range deformation field. To describe these heterogeneous processes,…

无序系统与神经网络 · 物理学 2019-01-02 Alexandre Nicolas , Ezequiel E. Ferrero , Kirsten Martens , Jean-Louis Barrat