Related papers: Rectifying the thermal Brownian motion of three-di…
The invariance properties of Brownian motion are investigated and revisited within a recent Lie symmetry approach to stochastic differential equations. Some notable properties of the process can be recovered by a related integration by…
In systems possessing a spatial or dynamical symmetry breaking thermal Brownian motion combined with unbiased, non-equilibrium noise gives rise to a channelling of chance that can be used to exercise control over systems at the micro- and…
Using elliptic regularity results in weighted spaces, stochastic calculus and the theory of non-symmetric Dirichlet forms, we first show weak existence of non-symmetric distorted Brownian motion for any starting point in some domain $E$ of…
In a simple model of a continuous random walk a particle moves in one dimension with the velocity fluctuating between V and -V. If V is associated with the thermal velocity of a Brownian particle and allowed to be position dependent, the…
We study the motion of an elastic object driven in a disordered environment in presence of both dissipation and inertia. We consider random forces with the statistics of random walks and reduce the problem to a single degree of freedom. It…
We derive generalized Langevin equations for the translational and rotational motion of a heated Brownian particle from the fluctuating hydrodynamics of its non-isothermal solvent. The temperature gradient around the particle couples to the…
We examine the behavior of $n$ Brownian particles diffusing on the real line with bounded, measurable drift and bounded, piecewise continuous diffusion coefficients that depend on the current configuration of particles. Sufficient…
A diffusion process of a Brownian particle in a medium of temperature $T$ is re-considered. We assume that temperature of the medium fluctuates around its mean value. The velocity probability distribution is obtained. It is shown that the…
Brownian motion has served as a pilot of studies in diffusion and other transport phenomena for over a century. The foundation of Brownian motion, laid by Einstein, has generally been accepted to be far from being complete since the late…
It is known that a full description of Brownian motion in the entire course of time should incorporate both kinetic and hydrodynamic effects, but a formula accounts for both effects has been established only in three dimension and only for…
Turbulent Taylor-Couette flow displays traces of axisymmetric Taylor vortices even at high Reynolds numbers. With this motivation, Feldmann & Avila (2025) carry out long-time numerical simulations of axisymmetric high-Reynolds-number…
We characterize the high-temperature thermodynamics of rotating bosons and fermions in two- (2D) and three-dimensional (3D) isotropic harmonic trapping potentials. We begin by calculating analytically the conventional virial coefficients…
Herein we develop a dynamical foundation for fractional Brownian Motion. A clear relation is established between the asymptotic behaviour of the correlation function and diffusion in a dynamical system. Then, assuming that scaling is…
The rectification of unbiased fluctuations, also known as the ratchet effect, is normally obtained under statistical non-equilibrium conditions. Here we propose a new ratchet mechanism where a thermal bath solicits the random rotation of an…
We have realized real-time steering of the directed transport in a Brownian motor based on cold atoms in optical lattices, and demonstrate drifts along pre-designed paths. The transport is induced by spatiotemporal asymmetries in the…
We introduce a four-parameter extended family of distributions related to the wrapped Cauchy distribution on the circle. The proposed family can be derived by altering the settings of a problem in Brownian motion which generates the wrapped…
We consider the motion of an active Brownian particle with speed fluctuations in d-dimensions in the presence of both translational and orientational diffusion. We use an Ornstein-Uhlenbeck process for active speed generation. Using a…
We study the transport properties of an overdamped Brownian particle which is simultaneously in contact with two thermal baths. The first bath is modeled by an additive thermal noise at temperature $T_A$. The second bath is associated with…
We present a formalism to compute Brownian thermal noise in functional optical surfaces such as grating reflectors, photonic crystal slabs or complex metamaterials. Such computations are based on a specific readout variable, typically a…
Efficiency of a Brownian particle moving along the axis of a three-dimensional asymmetric periodic channel is investigated in the presence of a symmetric unbiased force and a load. Reduction of the spatial dimensionality from two or three…