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The Poincare map of randomly perturbed periodic motion
Poincare map random perturbations limit cycle Dynamical Systems
2012/6/15
A system of autonomous differential equations with a stable limit cycle and perturbed by small white noise is analyzed in this work. In the vicinity of the limit cycle of the unperturbed deterministic...
Dynamics of stochastic non-Newtonian fluids driven by fractional Brownian motion with Hurst parameter $H \in (1/4,1/2)$
fractional Brownian motion stochastic non-Newtonian fluid random attractor
2011/9/6
Abstract: In this paper we consider the Stochastic isothermal, nonlinear, incompressible bipolar viscous fluids driven by a genuine cylindrical fractional Bronwnian motion with Hurst parameter $H \in ...
Collective versus Single--Particle Motion in Quantum Many--Body Systems: Spreading and its Semiclassical Interpretation
collective motion semiclassical physics perturbation theory
2010/12/28
We study the interplay between collective and incoherent single–particle motion in a model of two chains of particles whose interaction comprises a non–integrable part. In the perturbative regime,but ...
Survival of near-critical branching Brownian motion
ival near-critical branching Brownian motion
2010/11/29
Consider a system of particles performing branching Brownian motion with negative
drift μ = √2 − " and killed upon hitting zero. Initially there is one particle at x > 0.
Kesten [12] showed th...
The continuous symmetries of physical systems are reflected not only by conservation laws, but also by constraints on the probability, or particle dis-tribution functions, and phase-space reduction.
Positive recurrence of reflecting Brownian motion in three dimensions
Reflecting Brownian motion transience Skorohod problem
2010/12/14
Consider a semimartingale reflecting Brownian motion (SRBM)Z whose state space is the d-dimensional nonnegative orthant. The data for such a process are a drift vector , a nonsingular d×d covariance ...