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Time scales in large systems of Brownian particles with stochastic synchronization
\Time scales large systems of Brownian particles stochastic synchronization
2011/1/21
We consider a system x(t) = (x1(t), . . . , xN(t)) consisting of N Brownian parti-cles with synchronizing interaction between them occurring at random time moments { n}1 n=1. Under assumption that the...
Concentration of measure for systems of Brownian particles interacting through their ranks
Concentration of measure Brownian particles
2010/11/17
We consider a finite or countable collection of one-dimensional Brownian particles whose dynamics at any point in time is determined by their rank in the entire particle system. Using Transportation ...
On the Duality between Coalescing Brownian Particles and the Heat Equation Driven by Fisher-Wright Noise
Coalesce duality entrance law Fisher-Wright noise particle system
2009/4/24
This paper concerns the Markov process duality between the one-dimensional heat equation driven by Fisher-Wright white noise and slowly coalescing Brownian particles. A representation is found for the...
On the Duality between Coalescing Brownian Particles and the Heat Equation Driven by Fisher-Wright Noise
Duality Brownian Particles Heat Equation Fisher-Wright Noise
2009/4/7
This paper concerns the Markov process duality between the one-dimensional heat equation driven by Fisher-Wright white noise and slowly coalescing Brownian particles. A representation is found for the...
Lyapunov exponent of the optical radiation scattered by the Brownian particles
light scattering Lyapunov exponent sulfur hydrosols
2011/5/6
The computer and physical simulation of light scattering by the system of Brownian particles has been carried out. Temporary fluctuations of field intensity have been found to save chaotic properties ...
The Motion of Repulsive Brownian Particles in Quenched Disorder
Fokker-Planck equation Boson Green's function disorder vortex
2007/8/15
2001Vol.35No.2pp.241-244DOI:
The Motion of Repulsive Brownian Particles in Quenched Disorder
LIU Gang,1,2 LI Bao-Guo,1 HAN Ru-Shan3 and YANG Sheng-Dong3
1 Department of ...