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Related Articles from SNS
Quantitative measurement of fluid inertial effects in confined Brownian motion
Announce Type: cross Abstract: The hydrodynamic response of Brownian particles in liquids is fundamentally altered by inertial forces arising from unsteady momentum transport in the surrounding fluid. These forces are of two distinct types\,: the added mass and the history effect. While both are well understood in bulk and weakly-confined geometries, under deterministic driving, their respective behaviours under strong confinement and thermal fluctuations remain scarcely addressed, unclear...
Euler Scheme for Stochastic Functional Differential Equations Driven by Fractional Brownian Motion via Fractional Calculus Techniques
Announce Type: new Abstract: We study a stochastic functional differential equation (SFDE) with memory driven by a fractional Brownian motion (fBm) with Hurst parameter H>1/2. An Euler-type numerical scheme is proposed and analyzed under suitable regularity conditions on the drift and diffusion coefficients using tools from fractional calculus. We prove the convergence of the scheme and derive the corresponding rate in terms of the discretization step.
Coordination without communication: beyond optimisation and geometric Brownian motion
Announce Type: cross Abstract: We introduce a physically grounded framework for coordination in a population based on information constrained feedback in a partially observed stochastic dynamical system. Population size evolves as a continuous time birth death Markov process whose transition rates respond to a shared stochastic measurement signal correlated with the underlying population state. Individuals neither communicate directly nor optimise strategies; instead, coordination emerges...
Convergence Rates of Continuous-Time Random Walks to Time-Fractional Diffusions with Unbounded Coefficients
arXiv:2605.31471v1 Announce Type: cross Abstract: We investigate uniform weak convergence rates for probabilistic numerical methods applied to backward time-fractional diffusion equations whose dynamics are driven by diffusions with possibly unbounded coefficients, such as the Geometric Brownian Motion. The fractional structure is represented through a random time-change by the inverse of a stable subordinator. To approximate the underlying fractional dynamics, we combine discrete Markov...
Optimal transition in underdamped systems with memory
arXiv:2605.30897v1 Announce Type: new Abstract: Optimal finite-time control is essential for energy-efficient operation of nanoscale devices. While existing work has largely focused on transitions between equilibrium states in overdamped systems, many settings of practical interest -- including nanomechanical resonators, biomolecular conformational dynamics, and quantum Brownian motion -- are governed by underdamped dynamics where both particle inertia and frequency-dependent friction...
The Privacy Subsidy in Continuous-Time Kyle: Cumulative Welfare under Noise-Perturbed Order-Flow Observation
Announce Type: replace Abstract: We extend the closed-form privacy-subsidy result of Nakamura~(2026, arXiv:2605.15746) from the single-period Kyle model to continuous-time. A committed Bayesian automated market maker observes the aggregate order flow perturbed by an independent Brownian privacy channel of diffusion intensity $\sigma_\varepsilon$. Under the Markovian linear equilibrium, the price-impact coefficient is $\lambda = \sigma_v / \sqrt{\sigma_u^2 + \sigma_\varepsilon^2}$ -- constant...
Realizing microrheological response of configurable viscoelastic media with a dynamic optical trap
arXiv:2603.07100v2 Announce Type: replace-cross Abstract: The local viscoelastic (VE) environment governs the motion of an embedded microsphere and consequently, pertinent dynamical phenomena. However, studying such phenomena with varying VE properties remains challenging for various reasons, including the strong coupling among the VE parameters and their dependence on experimental conditions, such as temperature. Here, we demonstrate the experimental realization of configurable VE media...
Finite-inertia effects in Langevin dynamics of a lopsided elastic dumbbell using exponential-time differencing schemes
arXiv:2605.31078v1 Announce Type: cross Abstract: Inertia effects in the Langevin dynamics of a lopsided elastic dumbbell are investigated using exponential-time-differencing (ETD) integrators for the corresponding stiff stochastic equations at small mass limit. Starting from the bead-level underdamped Langevin model, we formulate the dynamics in modal coordinates, highlighting two distinct friction scales: an additive friction $\zeta_{\rm trans}=\zeta_1+\zeta_2$ controlling translation...
Sharp lower error bounds for strong approximation of SDEs with a drift coefficient of H\"older or Sobolev regularity using a Weierstra{\ss} scale
arXiv:2504.20728v2 Announce Type: replace-cross Abstract: We study strong approximation of solutions of SDEs with bounded $\alpha$-H\"older continuous drift coefficient and constant diffusion coefficient at time point $1$. Recently, it was shown in [arXiv:1909.07961v4 (2021)] that for such SDEs the equidistant Euler scheme achieves an $L^p$-error rate of at least $(1+\alpha)/2$, up to an arbitrary small $\varepsilon$, for all $p\geq 1$ and $\alpha\in (0,1]$, in terms of the number of...
Wave Resistance for Stochastic Motion at Interfaces
Announce Type: cross Abstract: Wave resistance is the drag generated by the wave radiation that a source moving at a fluid interface sustains. Under stochastic trajectories, the mean drag is controlled by the ensemble-averaged surface profile built from the trajectory history.