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      Applied MathematicsProbability TheoryStochastic ProcessThermodynamics
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      Applied MathematicsPhysicsPure MathematicsBrownian Motion
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      Applied MathematicsPure MathematicsMathematical AnalysisBrownian Motion
Soft-mode turbulence (SMT) is a recently discovered type of spatiotemporal chaos observed in the electrohydrodynamic instability (EHD) of a nematic liquid crystal with homeotropic alignment. Its novelty is that it occurs as the first... more
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      Flow Injection AnalysisMathematical SciencesPhysical sciencesBrownian Motion
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      Quantum TheoryRandom Graph TheoryComputer SimulationPower Law
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      EngineeringStochastic ProcessRandom WalkMathematical Sciences
PACS. 05.40.-a – Fluctuation phenomena, random processes, noise, and Brownian motion. PACS. 45.70.Cc – Static sandpiles; granular compaction. PACS. 83.80.Fg – Granular solids. Abstract. – We study the stress profile of an ordered... more
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In a recent paper (S. Kumar, A. Pandey, Phys. Rev. E, 79, 2009, p. 026211) we considered Jacobi family (including Laguerre and Gaussian cases) of random matrix ensembles and reported exact solutions of crossover problems involving... more
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      Mathematical SciencesPhysical sciencesBrownian MotionCHEMICAL SCIENCES
We consider the fragmentation process with mass loss and discuss self-similar properties of the arising structure both in time and space, focusing on dimensional analysis. This exhibits a spectrum of mass exponents theta, whose exact... more
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      EngineeringKineticsDimensional AnalysisMathematical Sciences
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      Quantitative analysisPhysical sciencesBrownian MotionOscillations
In this note, we prove that in asset price models with lognormal stochastic volatility, when the correlation coecien t between the Brownian motion driving the volatility and the one driving the actualized asset price is positive, this... more
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      Stochastic VolatilityBrownian MotionAsset PricesAsset pricing model
We study a model of Brownian particles which are pumped with energy by means of a non-linear friction function, for which different types are discussed. A suitable expression for a non-linear, velocity-dependent friction function is... more
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      MathematicsSignal ProcessingMultidisciplinaryParameter estimation
This paper examines the properties of a fractional diffusion equation defined by the composition of the inverses of the Riesz potential and the Bessel potential. The first part determines the conditions under which the Green function of... more
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      Applied MathematicsDensity-functional theoryChaos Theory Evolution EquationBrownian Motion
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      Brownian MotionDiffusion Coefficient
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      Long MemoryBrownian MotionFractional Brownian MotionStochastic differential equation
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      MathematicsApplied MathematicsMathematical PhysicsStatistics
This article contains both a point process and a sequential description of the greatest convex minorant of Brownian motion on a finite interval. We use these descriptions to provide new analysis of various features of the convex minorant... more
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      StatisticsBrownian MotionMarkov chain
.  A presentation of It’s excursion theory for general Markov processes is given, with several applications to Brownian motion and related processes.
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      Pure MathematicsBrownian MotionLevy ProcessMarkov Process
An amalgamation of base fluid (usually oil, water, ethylene, glycol, glycerol, etc.) and metallic tiny particles (usually Cu, SiO2, Al2O3, etc.) having diameter less than 100 nm is designated as nanofluid. In last few decades, nanofluids... more
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      Thermal EngineeringNanofluidicsHeat and Mass TransferBrownian Motion
Permeation of ions from one electrolytic solution to another, through a protein channel, is a biological process of considerable importance. Permeation occurs on a time scale of micro- to milliseconds, far longer than the femtosecond time... more
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      Applied MathematicsBrownian MotionMathematical and Computer ModellingNumerical Analysis and Computational Mathematics
Schrödinger's equation and the heat equation are connected to one another by analytic continuation, as are the Feynman integral and the Wiener integral. We extend this form of correspondence to the relativistic domain by... more
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      Quantum MechanicsPhysical sciencesBrownian MotionDirac equation