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In this paper, we present a theory to efficiently deal with mechanical properties of heterogeneous polymer chain in free space and the central problem is to evaluate the diffusion equation and orientation-orientation correlation function,…

生物物理 · 物理学 2019-11-05 Ming Li , Jizeng Wang

In this paper we introduce the long-range dependent completely correlated mixed fractional Brownian motion (ccmfBm). This is a process that is driven by a mixture of Brownian motion (Bm) and a long-range dependent completely correlated…

Fractional Brownian motion (fBm) is a canonical model for long-memory phenomena. In the presence of large amounts of potentially memory-bearing data, the data are often averaged, which can change the structure of the underlying…

We consider two complementary polymer strands of length $L$ attached by a common end monomer. The two strands bind through complementary monomers and at low temperatures form a double stranded conformation (zipping), while at high…

统计力学 · 物理学 2015-03-19 Jean-Charles Walter , Alessandro Ferrantini , Enrico Carlon , Carlo Vanderzande

We study the structural and dynamical behaviors of a diblock copolymer chain in a bath of active Brownian particles (ABPs) by extensive Brownian dynamics simulation in a two-dimensional model system. Specifically, the A block of chain is…

软凝聚态物质 · 物理学 2019-05-22 Yi-qi Xia , Zhuang-lin Shen , Wen-de Tian , Kang Chen , Yu-qiang Ma

Brownian motion of an array of harmonically coupled particles subject to a periodic substrate potential and driven by an external bias is investigated. In the linear response limit (small bias), the coupling between particles may enhance…

统计力学 · 物理学 2009-10-31 Zhigang Zheng , Bambi Hu , Gang Hu

Stochastic models with fractional Brownian motion as source of randomness have become popular since the early 2000s. Fractional Brownian motion (fBm) is a Gaussian process, whose covariance depends on the so-called Hurst parameter $H\in…

概率论 · 数学 2026-01-22 Anna P. Kwossek , Andreas Neuenkirch , David J. Prömel

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…

光学 · 物理学 2007-05-23 Dario G Perez

The conformational properties of flexible and semiflexible polymers exposed to active noise are studied theoretically. The noise may originate from the interaction of the polymer with surround- ing active (Brownian) particles or from the…

软凝聚态物质 · 物理学 2024-06-03 Thomas Eisenstecken , Gerhard Gompper , Roland G. Winkler

We study fractional Brownian motion (fBm) characterized by the Hurst exponent H. Using a Monte Carlo sampling technique, we are able to numerically generate fBm processes with an absorbing boundary at the origin at discrete times for a…

统计力学 · 物理学 2015-06-15 Alexander K. Hartmann , Satya N. Majumdar , Alberto Rosso

The fractional Brownian motion (fBm) extends the standard Brownian motion by introducing some dependence between non-overlapping increments. Consequently, if one considers for example that log-prices follow an fBm, one can exploit the…

数理金融 · 定量金融 2021-09-02 Matthieu Garcin

Fractional Brownian motion (FBM), a non-Markovian self-similar Gaussian stochastic process with long-ranged correlations, represents a widely applied, paradigmatic mathematical model of anomalous diffusion. We report the results of…

This note is devoted to show how to push forward the algebraic integration setting in order to treat differential systems driven by a noisy input with H\"older regularity greater than 1/4. After recalling how to treat the case of ordinary…

概率论 · 数学 2009-01-15 Samy Tindel , Iván Torrecilla

We present Brownian dynamics simulation results of a flexible linear polymer with excluded-volume interactions under shear flow in the presence of active noise. The active noise strongly affects the polymer's conformational and dynamical…

软凝聚态物质 · 物理学 2023-11-21 Arindam Panda , Roland G. Winkler , Sunil P. Singh

In this paper, we investigate large-scale linear systems driven by a fractional Brownian motion (fBm) with Hurst parameter $H\in [1/2, 1)$. We interpret these equations either in the sense of Young ($H>1/2$) or Stratonovich ($H=1/2$).…

数值分析 · 数学 2026-04-01 Nahid Jamshidi , Martin Redmann

We study the dynamics and conformation of polymers composed by active monomers. By means of Brownian dynamics simulations we show that when the direction of the self-propulsion of each monomer is aligned with the backbone, the polymer…

软凝聚态物质 · 物理学 2018-11-28 Valentino Bianco , Emanuele Locatelli , Paolo Malgaretti

Reflected Brownian motion (RBM) in a convex polyhedral cone arises in a variety of applications ranging from the theory of stochastic networks to math finance, and under general stability conditions, it has a unique stationary distribution.…

概率论 · 数学 2019-11-13 David Lipshutz , Kavita Ramanan

Dynamic density functionals (DDFs) are popular tools for studying the dynamical evolution of inhomogeneous polymer systems. Here, we present a systematic evaluation of a set of diffusive DDF theories by comparing their predictions with data…

软凝聚态物质 · 物理学 2018-02-07 Shuanhu Qi , Friederike Schmid

In this paper, we introduce a model of Brownian polymer in a continuous random environment. The asymptotic behavior of the partition function associated to this polymer measure is studied, and we are able to separate a weak and strong…

概率论 · 数学 2007-05-23 Carles Rovira , amy Tindel

Fractional Brownian motion is a generalised Gaussian diffusive process that is found to describe numerous stochastic phenomena in physics and biology. Here we introduce a multi-dimensional fractional Brownian motion (FBM) defined as a…

统计力学 · 物理学 2013-06-14 Jae-Hyung Jeon , Aleksei V. Chechkin , Ralf Metzler