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In this thesis, we study asymptotic properties of the standard branching Brownian motion, with a specific emphasis on the additive martingales at high temperature. We start by presenting classic and fundamental tools for our investigation.…

概率论 · 数学 2024-07-30 Louis Chataignier

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…

光学 · 物理学 2007-05-23 Dario G. Perez

We try to clarify what are the genuine quantal effects that are associated with generalized Brownian Motion (BM). All the quantal effects that are associated with the Zwanzig-Feynman-Vernon-Caldeira-Leggett model are (formally) a solution…

chao-dyn · 物理学 2009-10-30 Doron Cohen

We introduce a model of self-propelled particles carrying out a Brownian motion with a diffusion coefficient which depends on the local density of particles within a certain finite radius. Numerical simulations show that in a range of…

统计力学 · 物理学 2009-11-11 Cristobal Lopez

We introduce a technique to merge two biased Brownian motions into a single regular process. The outcome follows a stochastic differential equation with a constant diffusion coefficient and a non-linear drift. The emerging stochastic…

概率论 · 数学 2023-04-03 Miquel Montero

We prove the existence and uniqueness of a strong solution of a stochastic differential equation with normal reflection representing the random motion of finitely many globules. Each globule is a sphere with time-dependent random radius and…

概率论 · 数学 2010-02-16 Myriam Fradon

We use a simple model of particle shape to investigate how particle asymmetry affects particle-surface interaction, orientation, and stochastic dynamics over a planar surface. With this geometric model, we construct potential energy curves…

软凝聚态物质 · 物理学 2017-10-10 Guilherme H. Oliveira , A. Honorato , Rene A. Nome

We study the motion of an inertial particle in a fractional Gaussian random field. The motion of the particle is described by Newton's second law, where the force is proportional to the difference between a background fluid velocity and the…

动力系统 · 数学 2012-03-20 Georg Schöchtel

The added mass effect is the contribution to a Brownian particle's effective mass arising from the hydrodynamic flow its motion induces. For a spherical particle in an incompressible fluid, the added mass is half the fluid's displaced mass,…

统计力学 · 物理学 2024-05-06 Long Him Cheung , Christopher Jarzynski

We obtain the uniform convergence rate for the Gaussian fluctuation of the radial part of the Brownian motion on a hyperbolic space. We also show that this result is sharp if the dimension of the hyperbolic space is two or general odd. Our…

概率论 · 数学 2023-09-11 Yuichi Shiozawa

We focus on a paradigmatic two-dimensional model of a nanoscale heat engine, - the so-called Brownian gyrator - whose stochastic dynamics is described by a pair of coupled Langevin equations with different temperature noise terms. This…

统计力学 · 物理学 2018-11-07 Sara Cerasoli , Victor Dotsenko , Gleb Oshanin , Lamberto Rondoni

Transport phenomena in spatially periodic systems far from thermal equilibrium are considered. The main emphasize is put on directed transport in so-called Brownian motors (ratchets), i.e. a dissipative dynamics in the presence of thermal…

统计力学 · 物理学 2009-10-31 Peter Reimann

We derive an adjoint method for the Direct Simulation Monte Carlo (DSMC) method for the spatially homogeneous Boltzmann equation with a general collision law. This generalizes our previous results in [Caflisch, R., Silantyev, D. and Yang,…

数值分析 · 数学 2023-06-28 Yunan Yang , Denis Silantyev , Russel Caflisch

A model of globally coupled phase oscillators under equilibrium (driven by Gaussian white noise) and nonequilibrium (driven by symmetric dichotomic fluctuations) is studied. For the equilibrium system, the mean-field state equation takes a…

统计力学 · 物理学 2009-11-07 M. Kostur , J. Luczka , L. Schimansky-Geier

Brownian vortexes are stochastic machines that use static non-conservative force fields to bias random thermal fluctuations into steadily circulating currents. The archetype for this class of systems is a colloidal sphere in an optical…

软凝聚态物质 · 物理学 2015-04-20 Henrique W. Moyses , Ross O. Bauer , Alexander Y. Grosberg , David G. Grier

We study an inertial Brownian particle moving in a symmetric periodic substrate, driven by a zero-mean biharmonic force and correlated thermal noise. The Brownian motion is described in terms of a Generalized Langevin Equation with an…

统计力学 · 物理学 2010-10-19 Lukasz Machura , Jerzy Luczka

We propose a method to obtain the equilibrium distribution for positions and velocities of a one-dimensional particle via time-averaging and Laplace transformations. We apply it to the case of a damped harmonic oscillator in contact with a…

统计力学 · 物理学 2009-11-11 D. O. Soares-Pinto , W. A. M. Morgado

We introduce the model of inelastic hard spheres with random restitution coefficient $\alpha$, in order to account for the fact that, in a vertically shaken granular system interacting elastically with the vibrating boundary, the energy…

软凝聚态物质 · 物理学 2009-11-07 Alain Barrat , Emmanuel Trizac , Jean-Noel Fuchs

The rectification of unbiased fluctuations, also known as the ratchet effect, is normally obtained under statistical non-equilibrium conditions. Here we propose a new ratchet mechanism where a thermal bath solicits the random rotation of an…

软凝聚态物质 · 物理学 2013-03-21 A. Gnoli , A. Petri , F. Dalton , G. Gradenigo , G. Pontuale , A. Sarracino , A. Puglisi

The muscle contraction, operation of ATP synthase, maintaining the shape of a cell are believed to be secured by motor proteins, which can be modelled using the Brownian ratchet mechanism. We consider the randomly flashing ratchet model of…

经典分析与常微分方程 · 数学 2013-05-09 Dmitry Vorotnikov