相关论文: Dyson Brownian Motion and motion by mean curvature

A generical formalism for the discussion of Brownian processes with non-constant particle number is developed, based on the observation that the phase space of heat possesses a product structure that can be encoded in a commutative unit…

We initiate a programme to compute curvature corrections to the nonabelian BI action. This is based on the calculation of derivative corrections to the abelian BI action, describing a maximal brane, to all orders in F. An exact calculation…

We characterize the pointer states generated by the master equation of quantum Brownian motion and derive stochastic equations for the dynamics of their trajectories in phase space. Our method is based on a Poissonian unraveling of the…

Consider Dyson's Hermitian Brownian motion model after a finite time S, where the process is started at N equidistant points on the real line. These N points after time S form a determinantal process and has a limit as N tends to infinity.…

The force acting on a test particle moving around a body that is gravitating and emitting electromagnetic radiation at the same time is computed up to the second order in $1/c$, and the shift of perihelion is found. The total shift is…

We discuss chains of interacting Brownian motions. Their time reversal invariance is broken because of asymmetry in the interaction strength between left and right neighbor. In the limit of a very steep and short range potential one arrives…

We discuss hypersurface motions in Riemannian manifolds whose normal velocity is a function of the induced hypersurface volume element and derive a second order partial differential equation for the corresponding time function $\tau(x)$ at…

We provide a new proof of convergence to motion by mean curvature (MMC) for the Merriman-Bence-Osher (MBO) thresholding algorithm. The proof is elementary and does not rely on maximum principle for the scheme. The strategy is to construct a…

We consider a toy model for the study of monitored dynamics in a many-body quantum systems. We study the stochastic Schrodinger equation resulting from the continuous monitoring with a rate $\Gamma$ of a random hermitian operator chosen at…

Let $B_{H}(t), t\geq [0,T], T\in(0,\infty)$ be the standard Multifractional Brownian Motion(mBm), in this contribution we are concerned with the exact asymptotics of \begin{eqnarray*} \mathbb{P}\left\{\sup_{t\in[0,T]}B_{H}(t)>u\right\}…

The goal of this paper is to define and study a notion of fractional Brownian motion on a Lie group. We define it as at the solution of a stochastic differential equation driven by a linear fractional Brownian motion. We show that this…

An extension of the Hellmann-Feynman theorem to one employing dynamical parameters that vary with time according to quantum dynamics is rigorously derived, avoiding any linear response or other approximations. The resulting theorem for the…

Using the independent oscillator model with an arbitrary system potential, we derive a quantum Brownian equation assuming a correlated total initial state. Although not of Lindblad form, the equation preserves positivity of the density…

Taking an open quantum systems approach, we derive a collective equation of motion for the dynamics of a matter-wave bright soliton moving through a thermal cloud of a distinct atomic species. The reservoir interaction involves energy…

We show that Sullivan's method of constructing eigenfunctions of the Laplacian \cite{Sullivan1987RelatedAO} is applicable to non-compact simply connected harmonic manifolds of purely exponential volume growth. Thereby we extend the case of…

This paper reviews the formulation of the Feynman-Vernon model of linear dissipative systems for a standard Brownian particle moving in an external potential $V(x,t)$ and introduces the formulation of a generalized oscillator model of a…

We compute exactly the mean perimeter and the mean area of the convex hull of a $2$-d Brownian motion of duration $t$ and diffusion constant $D$, in the presence of resetting to the origin at a constant rate $r$. We show that for any $t$,…

We study the radial part of sub-Riemannian Brownian motion in the context of totally geodesic foliations. It\^o's formula is proved for the radial processes associated to Riemannian distances approximating the Riemannian one. We deduce very…

We study a Brownian motion with drift in a wedge of angle $\beta$ which is obliquely reflected on each edge along angles $\varepsilon$ and $\delta$. We assume that the classical parameter $\alpha=\frac{\delta+\varepsilon - \pi}{\beta}$ is…

We describe a construction of Riemannian metrics of nonnegative sectional curvature on a closed smooth nonorientable 4-manifold with fundamental group of order two that realizes a homotopy class that was not previously known to contain…