Multifractal analysis of Brownian zero set

We present a method for the derivation of the generating function and computation of critical exponents for several cluster models (staircase, bar-graph, and directed column-convex polygons, as well as partially directed self-avoiding walks), starting with nonlinear functional equations for the generating function. By linearizing these equations, we first give a derivation of the generating functions. The nonlinear equations are further used to compute the thermodynamic critical exponents via a formal perturbation ansatz. Alternatively, taking the continuum limit leads to nonlinear differential equations, from which one can extract the scaling function. We find that all the above models are in the same universality class with exponents _u =-1/2, _i =-1/3, and =2/3. All models have as their scaling function the logarithmic derivative of the Airy function.     

Non-equilibrium Dynamics in the Quantum Brownian Oscillator and the Second Law of Thermodynamics

We initially prepare a quantum linear oscillator weakly coupled to a bath in equilibrium at an arbitrary temperature. We disturb this system by varying a Hamiltonian parameter of the coupled oscillator, namely, either its spring constant or mass according to an arbitrary but pre-determined protocol in order to perform external work on it. We then derive a closed expression for the reduced density operator of the coupled oscillator along this non-equilibrium process as well as the exact expression pertaining to the corresponding quasi-static process. This immediately allows us to analytically discuss the second law of thermodynamics for non-equilibrium processes. Then we derive a Clausius inequality and obtain its validity supporting the second law, as a consistent generalization of the Clausius equality valid for the quasi-static counterpart, introduced in (Kim and Mahler in Phys. Rev. E 81:011101, 2010, [1]).     

Algorithms for Brownian dynamics

We derive a class of efficient and stable algorithms of Brownian dynamics using a formula, derived by Suzuki, to express time-ordered operators. These algorithms are simpler than those derived by Helfand from Runge-Kutta algorithms and, like Helfand algorithms, can be combined with SHAKE to describe the Brownian dynamics of constrained systems.     

A kinetic model for Brownian motion

Summary The Fokker-Planck equation for the distribution function of a Brownian sphere is derived from the exact hierarchy of kinetic equations for a massive sphere in a bath of smaller spheres, using a multiple-time-scale analysis. Our earlier derivation is specialized to the limiting cases where the bath is either an ideal or Boltzmann gas. The resulting simplifications allow more physical insight, and lead to explicit expressions for the friction coefficient. Paper presented at the I International Conference on Scaling Concepts and Complex Fluids, Copanello, Italy, July 4–8, 1994.     

Equilibrium fluctuations for interacting Brownian particles

We consider an infinitely extended system of Brownian particles interacting by a pair force-gradV. Their initial distribution is stationary and given by the Gibbs measure associated with the potentialV with fugacityz. We assume thatV is symmetric, finite range, three times continuously differentiable, superstable, and positive and that the fugacity is small in the sense that 0z0.28/edq(1-e ^–V(q)). In addition a certain essential self-adjointness property is assumed. We prove then that the time-dependent fluctuations in the density on a spatial scale of order ^–1 and on a time scale of order ^–2 converge as 0 to a Gaussian field with covariance dqg(q)(e ^(/2)|t| f)(q) withp the density and the compressibility.     

On the theory of Brownian motion. I. Interaction between Brownian particles

The molecular theory of the Brownian motion of heavy particles in a homogeneous solvent of light particles is extended to cover the case of interactions between the Brownian particles. This will have physical effects in the concentration dependence of the Brownian particle self-diffusion coefficient. A density expansion for the Brownian particle friction coefficient is derived, and an approximation permitting the first density correction to be calculated is suggested.This work, part of research supported by NSF Grant GP-8497, was done under the tenure of a National Science Foundation Senior Postdoctoral Fellowship, and of a sabbatical leave granted by the University of Oregon.     

Multi-Scaling of the n-Point Density Function for Coalescing Brownian Motions

This paper gives a derivation for the large time asymptotics of the n-point density function of a system of coalescing Brownian motions on R.     

Free Energies and Fluctuations for the Unitary Brownian Motion

We show that the Laplace transforms of traces of words in independent unitary Brownian motions converge towards an analytic function on a non trivial disc. These results allow one to study the asymptotic behavior of Wilson loops under the unitary Yang–Mills measure on the plane with a potential. The limiting objects obtained are shown to be characterized by equations analogue to Schwinger–Dyson’s ones, named here after Makeenko and Migdal.     

A dynamical theory of Brownian motion for the Rayleigh gas

A dynamical theory of the Brownian motion is worked out for the Rayleigh gas and open problems of this theory are surveyed.     

Asymptotic laws for the winding angles of planar Brownian motion

Using constrained path integrals, we study the winding angle distribution of a two-dimensional Brownian motion around a given point. By a careful analysis of the spectral properties of some Schrödinger-like Hamiltonians, we obtain a generalization of the Messulam-Yor law. Various limiting cases are considered.     

Microscopic Models for Chemical Thermodynamics

We introduce an infinite particle system dynamics, which includes stochastic chemical kinetics models, the classical Kac model and free space movement. We study energy redistribution between two energy types (kinetic and chemical) in different time scales, similar to energy redistribution in the living cell. One example is considered in great detail, where the model provides main formulas of chemical thermodynamics.     

On the theory of Brownian coagulation

The traditional diffusion approach for calculation of the collision frequency function for coagulation of Brownian particles is critically analyzed and shown to be valid only in the particular case of coalescence of small particles with large ones and inapplicable to calculation of the coalescence rate for particles of comparable sizes. It is shown that coalescence of Brownian particles generally occurs in the kinetic regime (realized under condition of homogeneous spatial distribution of particles), however, the expression for the collision frequency function in the continuum mode of the kinetic regime formally coincides with the standard expression derived in the diffusion regime for the particular case of large and small particles. This explains the validity of the traditional form of the coagulation rate equation in a wide range of parameters, corresponding to the continuum mode. Transition from the continuum to the free molecular mode can be described by the interpolation expression derived within the new analytical approach with fitting parameters that can be specified numerically, avoiding semi-empirical approach of existing models.     

Small Values of the Maximum for the Integral of Fractional Brownian Motion

We consider the integral of fractional Brownian motion (IFBM) and its functionals ξ _T on the intervals (0,T) and (?T,T) of the following types: the maximum M _T , the position of the maximum, the occupation time above zero etc. We show how the asymptotics of P(ξ _T <1)=p _T ,T→∞, is related to the Hausdorff dimension of Lagrangian regular points for the inviscid Burgers equation with FBM initial velocity. We produce computational evidence in favor of a power asymptotics for p _T . The data do not reject the hypothesis that the exponent θ of the power law is related to the similarity parameter H of fractional Brownian motion as follows: θ=?(1?H) for the interval (?T,T) and θ=?H(1?H) for (0,T). The point 0 is special in that IFBM and its derivative both vanish there.     

Ballistic aggregation for one-sided Brownian initial velocity

We study the one-dimensional ballistic aggregation process in the continuum limit for one-sided Brownian initial velocity (i.e. particles merge when they collide and move freely between collisions, and in the continuum limit the initial velocity on the right side is a Brownian motion that starts from the origin x=0). We consider the cases where the left side is either at rest or empty at t=0. We derive explicit expressions for the velocity distribution and the mean density and current profiles built by this out-of-equilibrium system. We find that on the right side the mean density remains constant whereas the mean current is uniform and grows linearly with time. All quantities show an exponential decay on the far left. We also obtain the properties of the leftmost cluster that travels towards the left. We find that in both cases relevant lengths and masses scale as t² and the evolution is self-similar.     

Thermodynamics of the Casimir effect

A complete thermodynamic treatment of the Casimir effect is presented. Explicit expressions for the free and the internal energy, the entropy and the pressure are discussed. As an example we consider the Casimir effect with different temperatures between the plates (T) resp. outside of them (T'). For T'<T the pressure of heat radiation can eventually compensate the Casimir force and the total pressure can vanish. We consider both an isothermal and an adiabatic treatment of the interior region. The equilibrium point (vanishing pressure) turns out instable in the isothermal case. In the adiabatic situation we have both an instable and a stable equilibrium point, if T'/T is sufficiently small. Quantitative aspects are briefly discussed. Received 24 February 1999 and Received in final form 26 April 1999     

Thermodynamics of the Early Universe

The relationship between relativistic thermodynamics of the early Universe with the Logunov metric and a gravitational analog of statistical mechanics is examined. An equation of state for gravitational atoms is derived. These atoms can be the medium that gave rise to the contents of our Universe or miniUniverses. A gravitational analog of the first law of thermodynamics is obtained. It is also found that the symmetrical in time Liouville equation can have a partial solution with a broken symmetry in time.__________Translated from Izvestiya Vysshikh Uchebnykh Zavedenii, Fizika, No. 3, pp. 7–17, March, 2005.     

Slowdown for Time Inhomogeneous Branching Brownian Motion

We consider the maximal displacement of one dimensional branching Brownian motion with (macroscopically) time varying profiles. For monotone decreasing variances, we show that the correction from linear displacement is not logarithmic but rather proportional to T ^1/3. We conjecture that this is the worse case correction possible.