Search results for "Brown"

showing 10 items of 478 documents

Thermalization of Random Motion in Weakly Confining Potentials

2010

We show that in weakly confining conservative force fields, a subclass of diffusion-type (Smoluchowski) processes, admits a family of "heavy-tailed" non-Gaussian equilibrium probability density functions (pdfs), with none or a finite number of moments. These pdfs, in the standard Gibbs-Boltzmann form, can be also inferred directly from an extremum principle, set for Shannon entropy under a constraint that the mean value of the force potential has been a priori prescribed. That enforces the corresponding Lagrange multiplier to play the role of inverse temperature. Weak confining properties of the potentials are manifested in a thermodynamical peculiarity that thermal equilibria can be approa…

Statistics and ProbabilityPhysicsStatistical Mechanics (cond-mat.stat-mech)Probability (math.PR)FOS: Physical sciencesStatistical and Nonlinear PhysicsProbability density functionMathematical Physics (math-ph)Interval (mathematics)symbols.namesakeThermalisationPhysics - Data Analysis Statistics and ProbabilityLagrange multiplierBounded functionFOS: MathematicssymbolsFinite setConservative forceCondensed Matter - Statistical MechanicsMathematics - ProbabilityData Analysis Statistics and Probability (physics.data-an)Mathematical PhysicsBrownian motionMathematical physicsOpen Systems & Information Dynamics
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Noise driven translocation of short polymers in crowded solutions

2008

In this work we study the noise induced effects on the dynamics of short polymers crossing a potential barrier, in the presence of a metastable state. An improved version of the Rouse model for a flexible polymer has been adopted to mimic the molecular dynamics by taking into account both the interactions between adjacent monomers and introducing a Lennard-Jones potential between all beads. A bending recoil torque has also been included in our model. The polymer dynamics is simulated in a two-dimensional domain by numerically solving the Langevin equations of motion with a Gaussian uncorrelated noise. We find a nonmonotonic behaviour of the mean first passage time and the most probable tran…

Statistics and ProbabilityPhysicschemistry.chemical_classificationQuantitative Biology::BiomoleculesStatistical Mechanics (cond-mat.stat-mech)Thermal fluctuationsEquations of motionFOS: Physical sciencesdynamics (theory) mechanical properties (DNA RNA membranes bio-polymers) (theory) Brownian MotionStatistical and Nonlinear PhysicsContext (language use)PolymerNoise (electronics)Condensed Matter::Soft Condensed MatterMolecular dynamicschemistryChemical physicsRectangular potential barrierStatistics Probability and UncertaintyFirst-hitting-time modelCondensed Matter - Statistical Mechanics
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Nonstationary distributions and relaxation times in a stochastic model of memristor

2020

We propose a stochastic model for a memristive system by generalizing known approaches and experimental results. We validate our theoretical model by experiments carried out on a memristive device based on multilayer structure. In the framework of the proposed model we obtain the exact analytic expressions for stationary and nonstationary solutions. We analyze the equilibrium and non-equilibrium steady-state distributions of the internal state variable of the memristive system and study the influence of fluctuations on the resistive switching, including the relaxation time to the steady-state. The relaxation time shows a nonmonotonic dependence, with a minimum, on the intensity of the fluct…

Statistics and ProbabilityPhysicsdefectexact resultStochastic modellingdiffusionStatistical and Nonlinear PhysicsMemristorlaw.inventionExact resultslawRelaxation (physics)Statistical physicsBrownian motionexact resultsStatistics Probability and UncertaintyDiffusion (business)Brownian motionJournal of Statistical Mechanics: Theory and Experiment
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Erratum to “Simulation of BSDEs with jumps by Wiener Chaos expansion” [Stochastic Process. Appl. 126 (2016) 2123–2162]

2017

Abstract We correct Proposition 2.9 from “Simulation of BSDEs with jumps by Wiener Chaos expansion” published in Stochastic Processes and their Applications, 126 (2016) 2123–2162. The proposition which provides an expression for the expectation of products of multiple integrals (w.r.t. Brownian motion and compensated Poisson process) requires a stronger integrability assumption on the kernels than previously stated. This does not affect the remaining results of the article.

Statistics and ProbabilityPolynomial chaosStochastic processApplied MathematicsMultiple integral010102 general mathematicsMathematical analysisMotion (geometry)Poisson processExpression (computer science)01 natural sciences010104 statistics & probabilitysymbols.namesakeMathematics::ProbabilityReflected Brownian motionModeling and SimulationsymbolsApplied mathematics0101 mathematicsMathematicsStochastic Processes and their Applications
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On an approximation problem for stochastic integrals where random time nets do not help

2006

Abstract Given a geometric Brownian motion S = ( S t ) t ∈ [ 0 , T ] and a Borel measurable function g : ( 0 , ∞ ) → R such that g ( S T ) ∈ L 2 , we approximate g ( S T ) - E g ( S T ) by ∑ i = 1 n v i - 1 ( S τ i - S τ i - 1 ) where 0 = τ 0 ⩽ ⋯ ⩽ τ n = T is an increasing sequence of stopping times and the v i - 1 are F τ i - 1 -measurable random variables such that E v i - 1 2 ( S τ i - S τ i - 1 ) 2 ∞ ( ( F t ) t ∈ [ 0 , T ] is the augmentation of the natural filtration of the underlying Brownian motion). In case that g is not almost surely linear, we show that one gets a lower bound for the L 2 -approximation rate of 1 / n if one optimizes over all nets consisting of n + 1 stopping time…

Statistics and ProbabilityRandom time netsMeasurable functionStochastic processStochastic integralsApplied MathematicsUpper and lower boundsNatural filtrationCombinatoricsModeling and SimulationStopping timeModelling and SimulationAlmost surelyApproximationBorel measureBrownian motionMathematicsStochastic Processes and their Applications
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On a rough perturbation of the Navier-Stokes system and its vorticity formulation

2019

We introduce a rough perturbation of the Navier-Stokes system and justify its physical relevance from balance of momentum and conservation of circulation in the inviscid limit. We present a framework for a well-posedness analysis of the system. In particular, we define an intrinsic notion of solution based on ideas from the rough path theory and study the system in an equivalent vorticity formulation. In two space dimensions, we prove that well-posedness and enstrophy balance holds. Moreover, we derive rough path continuity of the equation, which yields a Wong-Zakai result for Brownian driving paths, and show that for a large class of driving signals, the system generates a continuous rando…

Statistics and ProbabilityRough pathMathematical analysisProbability (math.PR)VorticityEnstrophyMomentumPhysics::Fluid DynamicsMathematics - Analysis of PDEsInviscid flowFOS: MathematicsLimit (mathematics)Statistics Probability and UncertaintyRandom dynamical systemBrownian motionMathematics - ProbabilityMathematicsAnalysis of PDEs (math.AP)
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Escape Times in Fluctuating Metastable Potential and Acceleration of Diffusion in Periodic Fluctuating Potentials

2004

The problems of escape from metastable state in randomly flipping potential and of diffusion in fast fluctuating periodic potentials are considered. For the overdamped Brownian particle moving in a piecewise linear dichotomously fluctuating metastable potential we obtain the mean first-passage time (MFPT) as a function of the potential parameters, the noise intensity and the mean rate of switchings of the dichotomous noise. We find noise enhanced stability (NES) phenomenon in the system investigated and the parameter region of the fluctuating potential where the effect can be observed. For the diffusion of the overdamped Brownian particle in a fast fluctuating symmetric periodic potential w…

Statistics and ProbabilityStatistical Mechanics (cond-mat.stat-mech)FOS: Physical sciencesSawtooth waveCondensed Matter PhysicsNoise (electronics)Fluctuating Metastable PotentialPiecewise linear functionClassical mechanicsMetastabilityPiecewiseEffective diffusion coefficientStatistical physicsDiffusion (business)Brownian motionCondensed Matter - Statistical MechanicsMathematics
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A new stochastic representation for the decay from a metastable state

2002

Abstract We show that a stochastic process on a complex plane can simulate decay from a metastable state. The simplest application of the method to a model in which the approach to equilibrium occurs through transitions over a potential barrier is discussed. The results are compared with direct numerical simulations of the stochastic differential equations describing system's evolution. We have found that the new method is much more efficient from computational point of view than the direct simulations.

Statistics and ProbabilityStochastic partial differential equationGeometric Brownian motionStochastic differential equationContinuous-time stochastic processQuantum stochastic calculusStochastic processLocal timeDiscrete-time stochastic processStatistical physicsCondensed Matter PhysicsMathematicsPhysica A: Statistical Mechanics and its Applications
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Brownian motion in trapping enclosures: Steep potential wells, bistable wells and false bistability of induced Feynman-Kac (well) potentials

2019

We investigate signatures of convergence for a sequence of diffusion processes on a line, in conservative force fields stemming from superharmonic potentials $U(x)\sim x^m$, $m=2n \geq 2$. This is paralleled by a transformation of each $m$-th diffusion generator $L = D\Delta + b(x)\nabla $, and likewise the related Fokker-Planck operator $L^*= D\Delta - \nabla [b(x)\, \cdot]$, into the affiliated Schr\"{o}dinger one $\hat{H}= - D\Delta + {\cal{V}}(x)$. Upon a proper adjustment of operator domains, the dynamics is set by semigroups $\exp(tL)$, $\exp(tL_*)$ and $\exp(-t\hat{H})$, with $t \geq 0$. The Feynman-Kac integral kernel of $\exp(-t\hat{H})$ is the major building block of the relaxatio…

Statistics and Probabilitybistable wellsBlock (permutation group theory)General Physics and AstronomyFOS: Physical sciencessteep wellsMathematics - Spectral Theorysymbols.namesakeFeynman–Kac potentialsFOS: MathematicsFeynman diagramNabla symbolSpectral Theory (math.SP)Condensed Matter - Statistical MechanicsMathematical PhysicsBrownian motionEigenvalues and eigenvectorsMathematical physicsPhysicsQuantum PhysicsSubharmonic functionStatistical Mechanics (cond-mat.stat-mech)Generator (category theory)Probability (math.PR)Statistical and Nonlinear PhysicsMathematical Physics (math-ph)trapping enclosuresboundary dataModeling and SimulationsymbolsBrownian motionQuantum Physics (quant-ph)Laplace operatorMathematics - Probability
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Random walk approximation of BSDEs with H{\"o}lder continuous terminal condition

2018

In this paper, we consider the random walk approximation of the solution of a Markovian BSDE whose terminal condition is a locally Hölder continuous function of the Brownian motion. We state the rate of the L2-convergence of the approximated solution to the true one. The proof relies in part on growth and smoothness properties of the solution u of the associated PDE. Here we improve existing results by showing some properties of the second derivative of u in space. peerReviewed

Statistics and Probabilitynumerical schemeHölder conditionSpace (mathematics)01 natural sciences010104 statistics & probabilityMathematics::Probability0101 mathematicsBrownian motionrandom walk approximationSecond derivativeMathematicsstokastiset prosessitSmoothness (probability theory)numeeriset menetelmät010102 general mathematicsMathematical analysisSpeed of convergenceBackward stochastic differential equationsFunction (mathematics)State (functional analysis)Random walk[MATH.MATH-PR]Mathematics [math]/Probability [math.PR]random walk approxi-mationbackward stochastic differential equationsspeed of convergencespeed of convergence MSC codes : 65C30 60H35 60G50 65G99Mathematics - Probability
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