Related papers: Comments on Controllable Three-Dimensional Brownia…
(i) Uncountably many synchronized reflected Brownian motions can hit the boundary of a $C^2$ domain at the same time. (ii) Measures associated to local times of two synchronized reflected Brownian motions are mutually singular until the…
We consider the quantum dynamics of a single particle in the plane under the influence of a constant perpendicular magnetic and a crossed electric potential field. For a class of smooth and small potentials we construct a non-trivial…
Structures of quantum Fokker-Planck equations are characterized with respect to the properties of complete positivity, covariance under symmetry transformations and satisfaction of equipartition, referring to recent mathematical work on…
An asymmetric Brownian particle subjected to an external time-dependent force may acquire a net drift velocity, and thus operate as a motor or ratchet, even if the external force is represented by an unbiased time-periodic function or by a…
In this paper we study the stochastic control problem of partially observed (multi-dimensional) stochastic system driven by both Brownian motions and fractional Brownian motions. In the absence of the powerful tool of Girsanov…
We prove an equality-in-law relating the maximum of GUE Dyson's Brownian motion and the non-colliding systems with a wall. This generalizes the well known relation between the maximum of a Brownian motion and a reflected Brownian motion.
A novel approach to account for hard-body interactions in (overdamped) Brownian dynamics simulations is proposed for systems with non-vanishing force fields. The scheme exploits the analytically known transition probability for a Brownian…
We derive a quantum master equation from first principles to describe friction in one dimensional, collisional Brownian motion. We are the first to avoid an ill-defined square of the Dirac delta function by using localized wave packets…
We study transport properties of an inertial Brownian particle moving in viscous symmetric periodic structures and driven by an oscillating signal of two harmonic components. We analyze the influence of symmetric, antisymmetric and…
The average current of an overdamped Brownian particle moving along the axis of a three-dimensional periodic tube is investigated in the presence of a symmetric potential and a temporally symmetric unbiased external force. Reduction of the…
Two-dimensional superintegrable systems with one third order and one lower order integral of motion are reviewed. The fact that Hamiltonian systems with higher order integrals of motion are not the same in classical and quantum mechanics is…
We consider an optimal control problem, where a Brownian motion with drift is sequentially observed, and the sign of the drift coefficient changes at jump times of a symmetric two-state Markov process. The Markov process itself is not…
Circular Dyson Brownian motion describes the Brownian dynamics of particles on a circle (periodic boundary conditions), interacting through a logarithmic, long-range two-body potential. Within the log-gas picture of random matrix theory, it…
We present a modified Brownian motion model for random matrices where the eigenvalues (or levels) of a random matrix evolve in "time" in such a way that they never cross each other's path. Also, owing to the exact integrability of the level…
In this article we explore the phenomena of nonequilibrium stochastic process starting from the phenomenological Brownian motion. The essential points are described in terms of Einstein's theory of Brownian motion and then the theory…
We study impact of inertia on directed transport of a Brownian particle under non-equilibrium conditions: the particle moves in a one-dimensional periodic and symmetric potential, is driven by both an unbiased time-periodic force and a…
Integrable quantum mechanical systems with magnetic fields are constructed in two-dimensional Euclidean space. The integral of motion is assumed to be a first or second order Hermitian operator. Contrary to the case of purely scalar…
The first half of this chapter describes the development in mathematical models of Brownian motion after Einstein's seminal papers and current applications to optical tweezers. This instrument of choice among single-molecule biophysicists…
We prove that the random empirical measure of appropriately rescaled particle trajectories of the interchange process on path graphs converges weakly to the deterministic measure of stationary Brownian motion on the unit interval. This is a…
Transport of a Brownian particle moving in a periodic potential is investigated in the presence of symmetric unbiased external force. The viscous medium is alternately in contact with the two heat reservoirs. We present the analytical…