scholarly journals Strong Feller properties for distorted Brownian motion with reflecting boundary condition and an application to continuous N-particle systems with singular interactions

2007 ◽  
Vol 246 (2) ◽  
pp. 217-241 ◽  
Author(s):  
Torben Fattler ◽  
Martin Grothaus
Keyword(s):  
Boundary Condition ◽  
Brownian Motion ◽  
Particle Systems ◽  
Distorted Brownian Motion ◽  
Singular Interactions ◽  
Strong Feller

scholarly journals CONSTRUCTION OF ELLIPTIC DIFFUSIONS WITH REFLECTING BOUNDARY CONDITION AND AN APPLICATION TO CONTINUOUS N-PARTICLE SYSTEMS WITH SINGULAR INTERACTIONS

2008 ◽  
Vol 51 (2) ◽  
pp. 337-362 ◽  
Author(s):  
Torben Fattler ◽  
Martin Grothaus
Keyword(s):  
Boundary Condition ◽  
Markov Process ◽  
Diffusion Process ◽  
Lebesgue Measure ◽  
Dirichlet Form ◽  
Measure Zero ◽  
Particle Systems ◽  
Lebesgue Measure Zero ◽  
Compact Set ◽  
Singular Interactions

AbstractWe give a Dirichlet form approach for the construction and analysis of elliptic diffusions in $\bar{\varOmega}\subset\mathbb{R}^n$ with reflecting boundary condition. The problem is formulated in an $L^2$-setting with respect to a reference measure $\mu$ on $\bar{\varOmega}$ having an integrable, $\mathrm{d} x$-almost everywhere (a.e.) positive density $\varrho$ with respect to the Lebesgue measure. The symmetric Dirichlet forms $(\mathcal{E}^{\varrho,a},D(\mathcal{E}^{\varrho,a}))$ we consider are the closure of the symmetric bilinear forms\begin{gather*} \mathcal{E}^{\varrho,a}(f,g)=\sum_{i,j=1}^n\int_{\varOmega}\partial_ifa_{ij} \partial_jg\,\mathrm{d}\mu,\quad f,g\in\mathcal{D}, \\ \mathcal{D}=\{f\in C(\bar{\varOmega})\mid f\in W^{1,1}_{\mathrm{loc}}(\varOmega),\ \mathcal{E}^{\varrho,a}(f,f)\lt\infty\}, \end{gather*}in $L^2(\bar{\varOmega},\mu)$, where $a$ is a symmetric, elliptic, $n\times n$-matrix-valued measurable function on $\bar{\varOmega}$. Assuming that $\varOmega$ is an open, relatively compact set with boundary $\partial\varOmega$ of Lebesgue measure zero and that $\varrho$ satisfies the Hamza condition, we can show that $(\mathcal{E}^{\varrho,a},D(\mathcal{E}^{\varrho,a}))$ is a local, quasi-regular Dirichlet form. Hence, it has an associated self-adjoint generator $(L^{\varrho,a},D(L^{\varrho,a}))$ and diffusion process $\bm{M}^{\varrho,a}$ (i.e. an associated strong Markov process with continuous sample paths). Furthermore, since $1\in D(\mathcal{E}^{\varrho,a})$ (due to the Neumann boundary condition) and $\mathcal{E}^{\varrho,a}(1,1)=0$, we obtain a conservative process $\bm{M}^{\varrho,a}$ (i.e. $\bm{M}^{\varrho,a}$ has infinite lifetime). Additionally, assuming that $\sqrt{\varrho}\in W^{1,2}(\varOmega)\cap C(\bar{\varOmega})$ or that $\varrho$ is bounded, $\varOmega$ is convex and $\{\varrho=0\}$ has codimension at least 2, we can show that the set $\{\varrho=0\}$ has $\mathcal{E}^{\varrho,a}$-capacity zero. Therefore, in this case we can even construct an associated conservative diffusion process in $\{\varrho>0\}$. This is essential for our application to continuous $N$-particle systems with singular interactions. Note that for the construction of the self-adjoint generator $(L^{\varrho,a},D(L^{\varrho,a}))$ and the Markov process $\bm{M}^{\varrho,a}$ we do not need to assume any differentiability condition on $\varrho$ and $a$. We obtain the following explicit representation of the generator for $\sqrt{\varrho}\in W^{1,2}(\varOmega)$ and $a\in W^{1,\infty}(\varOmega)$:$$ L^{\varrho,a}=\sum_{i,j=1}^n\partial_i(a_{ij}\partial_j)+\partial_i(\log\varrho)a_{ij}\partial_j. $$Note that the drift term can be singular, because we allow $\varrho$ to be zero on a set of Lebesgue measure zero. Our assumptions in this paper even allow a drift that is not integrable with respect to the Lebesgue measure.

scholarly journals Condensation of SIP Particles and Sticky Brownian Motion

2021 ◽  
Vol 183 (3) ◽  
Author(s):  
Mario Ayala ◽  
Gioia Carinci ◽  
Frank Redig
Keyword(s):  
Brownian Motion ◽  
Interacting Particle Systems ◽  
Particle Systems ◽  
Self Duality ◽  
Inclusion Process ◽  
Interacting Particle ◽  
New Information ◽  
Homogeneous Product ◽  
Coarsening Dynamics ◽  
The Difference

AbstractWe study the symmetric inclusion process (SIP) in the condensation regime. We obtain an explicit scaling for the variance of the density field in this regime, when initially started from a homogeneous product measure. This provides relevant new information on the coarsening dynamics of condensing interacting particle systems on the infinite lattice. We obtain our result by proving convergence to sticky Brownian motion for the difference of positions of two SIP particles in the sense of Mosco convergence of Dirichlet forms. Our approach implies the convergence of the probabilities of two SIP particles to be together at time t. This, combined with self-duality, allows us to obtain the explicit scaling for the variance of the fluctuation field.

EMHD time-dependant tangent hyperbolic nanofluid flow by a convective heated Riga plate with chemical reaction

2018 ◽  
Vol 233 (4) ◽  
pp. 776-786 ◽  
Author(s):  
A Mahdy ◽  
GA Hoshoudy
Keyword(s):  
Boundary Condition ◽  
Brownian Motion ◽  
Skin Friction ◽  
Chemical Reaction ◽  
Slip Boundary Condition ◽  
Negative Influence ◽  
Skin Friction Coefficient ◽  
Physical Parameters ◽  
Riga Plate ◽  
Linear Differential

The present exploration addresses the boundary layer electro-magnetohydrodynamic (EMHD) flow of time-dependant non-Newtonian tangent hyperbolic nanofluid that is electrically conducting past a Riga surface with variable thickness and slip boundary condition. Configuration flow modeling is deduced considering chemical reaction and heat generation/absorption with the impacts of Brownian motion and thermophoresis. Also a newly proposed boundary condition with zero mass flux has been presented in the current contribution. Numerical solution of the governing non-linear differential equations is presented by considering the shooting technique. Graphical illustrations pointing out the aspects of distinct physical parameters on the non-Newtonian nanofluid velocity, temperature and concentration fields are introduced. From the computational results, the concentration distribution gives a decreasing function of the chemical reaction and Brownian motion parameters. Higher values of shape parameter yield a negative influence on the mechanical properties of the surface. The Hartmann number leads to maximize both of velocity field and skin friction coefficient. Additionally, numerical computed values of the skin friction, local Nusselt and Sherwood numbers are depicted with the needful discussion.

Interpolation Methods Applied on Biomolecules and Condensed Matter Brownian Motion

2021 ◽  
Author(s):  
Sanja Aleksic ◽  
Bojana Markovic ◽  
Vojislav V. Mitic ◽  
Dusan Milosevic ◽  
Mimica Milosevic ◽  
...  
Keyword(s):  
Brownian Motion ◽  
Condensed Matter ◽  
Particle Systems ◽  
Fractal Nature ◽  
New Approach ◽  
Motion Data ◽  
Joint Properties ◽  
Physical Particle ◽  
High Level ◽  
Advanced Development

Biophysical and condensed matter systems connection is of great importance nowadays due to the need for a new approach in microelectronic biodevices, biocomputers or biochips advanced development. Considering that the living and nonliving systems’ submicroparticles are identical, we can establish the biunivocally correspondent relation between these two particle systems, as a biomimetic correlation based on Brownian motion fractal nature similarities, as the integrative property. In our research, we used the experimental results of bacterial motion under the influence of energetic impulses, like music, and also some biomolecule motion data. Our goal is to define the relation between biophysical and physical particle systems, by introducing mathematical analytical forms and applying Brownian motion fractal nature characterization and fractal interpolation. This work is an advanced research in the field of new solutions for high-level microelectronic integrations, which include submicrobiosystems like part of even organic microelectronic considerations, together with some physical systems of particles in solid-state solutions as a nonorganic part. Our research is based on Brownian motion minimal joint properties within the integrated biophysical systems in the wholeness of nature.

scholarly journals REFLECTED BROWNIAN MOTION ON SIMPLE NESTED FRACTALS

Fractals ◽  
2019 ◽  
Vol 27 (06) ◽  
pp. 1950104
Author(s):  
KAMIL KALETA ◽  
MARIUSZ OLSZEWSKI ◽  
KATARZYNA PIETRUSKA-PAŁUBA
Keyword(s):  
Brownian Motion ◽  
Transition Probability ◽  
Strong Feller Property ◽  
Feller Property ◽  
Reflected Diffusion ◽  
Geometric Conditions ◽  
Regularity Properties ◽  
Probability Densities ◽  
Free Brownian Motion ◽  
Strong Feller

For a large class of planar simple nested fractals, we prove the existence of the reflected diffusion on a complex of an arbitrary size. Such a process is obtained as a folding projection of the free Brownian motion from the unbounded fractal. We give sharp necessary geometric conditions for the fractal under which this projection can be well defined, and illustrate them by numerous examples. We then construct a proper version of the transition probability densities for the reflected process and we prove that it is a continuous, bounded and symmetric function which satisfies the Chapman–Kolmogorov equations. These provide us with further regularity properties of the reflected process such us Markov, Feller and strong Feller property.

Diffusion-reaction in one dimension

1988 ◽  
Vol 25 (04) ◽  
pp. 733-743 ◽  
Author(s):  
David Balding
Keyword(s):  
Brownian Motion ◽  
Random Walk ◽  
Particle Systems ◽  
Diffusion Reaction ◽  
One Dimension ◽  
One Dimensional ◽  
Diffusion Limited ◽  
Special Cases ◽  
Initial Arrangement ◽  
Number Of Particles

One-dimensional, periodic and annihilating systems of Brownian motions and random walks are defined and interpreted in terms of sizeless particles which vanish on contact. The generating function and moments of the number pairs of particles which have vanished, given an arbitrary initial arrangement, are derived in terms of known two-particle survival probabilities. Three important special cases are considered: Brownian motion with the particles initially (i) uniformly distributed and (ii) equally spaced on a circle and (iii) random walk on a lattice with initially each site occupied. Results are also given for the infinite annihilating particle systems obtained in the limit as the number of particles and the size of the circle or lattice increase. Application of the results to the theory of diffusion-limited reactions is discussed.

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