scholarly journals Brownian particles with electrostatic repulsion on the circle: Dyson's model for unitary random matrices revisited

2001 ◽  
Vol 5 ◽  
pp. 203-224 ◽  
Author(s):  
Emmanuel Cépa ◽  
Dominique Lépingle
2020 ◽  
Vol 71 (1) ◽  
pp. 11-17
Author(s):  
Huong Vu Thi

In this paper, we consider the stochastic evolution of two particles with electrostatic repulsion and restoring force which is modeled by a system of stochastic differential equations driven by fractional Brownian motion where the diffusion coefficients are constant. This is the simplest case for some classes of non- colliding particle systems such as Dyson Brownian motions, Brownian particles systems with nearest neighbour repulsion. We will prove that the equation has a unique non- colliding solution in path- wise sense.


1998 ◽  
Vol 77 (5) ◽  
pp. 1277-1281
Author(s):  
Alexander M. Berezhkovskii, Veaceslav Zaloj,

2016 ◽  
Vol 186 (2) ◽  
pp. 113-124 ◽  
Author(s):  
Alexander N. Vulfson ◽  
Oleg O. Borodin
Keyword(s):  

2013 ◽  
Author(s):  
Grey Ballard ◽  
Aydin Buluc ◽  
James Demmel ◽  
Laura Grigori ◽  
Benjamin Lipshitz ◽  
...  

1989 ◽  
Vol 177 ◽  
Author(s):  
D. J. Pine ◽  
D. A. Weitz ◽  
D. J. Durian ◽  
P. N. Pusey ◽  
R. J. A. Tough

ABSTRACTOn a short time scale, Brownian particles undergo a transition from initially ballistic trajectories to diffusive motion. Hydrodynamic interactions with the surrounding fluid lead to a complex time dependence of this transition. We directly probe this transition for colloidal particles by measuring the autocorrelation function of multiply scattered light and observe the effects of the slow power-law decay of the velocity autocorrelation function.


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