Related papers: Rectifying the thermal Brownian motion of three-di…
Rectification of interacting Brownian particles is investigated in a two-dimensional asymmetric channel in the presence of an external periodic driving force. The periodic driving force can break the thermodynamic equilibrium and induces…
This work proposes a method for the two-dimensional simulation of Brownian particles in a fluid with restrictions. The method is based on simple numerical rules between two matrices. One of the matrix represent the identification of all…
The study of microsystems and the development of nanotechnologies require new techniques to measure piconewton and femtonewton forces at microscopic and nanoscopic scales. Amongst the challenges, there is the need to deal with the…
We present a microscopic open quantum systems theory of thermally-damped vortex motion in oblate atomic superfluids that includes previously neglected energy-damping interactions between superfluid and thermal atoms. This mechanism couples…
We prove limit theorems for the weighted quadratic variation of trifractional Brownian motion and $n$-th order fractional Brownian motion. Furthermore, a sufficient condition for the $L^P$-convergence of the weighted quadratic variation for…
Generalizations of tempered fractional Brownian from single index to two indices and variable index or tempered multifractional Brownian motion are studied. Tempered fractional Brownian motion and tempered multifractional Brownian motion…
Thermal noise is expected to be one of the noise sources limiting the astrophysical reach of Advanced LIGO (once commissioning is complete) and third-generation detectors. Adopting crystalline materials for thin, reflecting mirror coatings,…
We introduce fractional Brownian motion processes (fBm) as an alternative model for the turbulent index of refraction. These processes allow to reconstruct most of the refractive index properties, but they are not differentiable. We…
The noise-assisted, directed transport in a one-dimensional dissipative, inertial Brownian motor of the rocking type that is exposed to an external bias is investigated. We demonstrate that the velocity-load characteristics is distinctly…
In a recent work, Fleischmann and Mueller (2004) showed the existence of a super-Brownian motion in R^d, d=2,3, with extra birth at the origin. Their construction made use of an analytical approach based on the fundamental solution of the…
We develop a practical method of computing the stationary drift velocity V and the diffusion coefficient D of a particle (or a few particles) in a periodic system with arbitrary transition rates. We solve this problem both in a physically…
The movement of a Brownian particle in a fluctuating two-state periodic potential is investigated. At high transition rate, we use a perturbation method to obtain the analytical solution of the model. It is found that the net current is a…
This paper reviews and extends some recent results on the multivariate fractional Brownian motion (mfBm) and its increment process. A characterization of the mfBm through its covariance function is obtained. Similarly, the correlation and…
We present a position Langevin equation for overdamped particle motion on rough two-dimensional surfaces. A Brownian Dynamics algorithm is suggested to evolve this equation numerically, allowing for the prediction of effective (projected)…
The model of Brownian Percolation has been introduced as an approximation of discrete last-passage percolation models close to the axis. It allowed to compute some explicit limits and prove fluctuation theorems for these, based on the…
We develop the kinetic theory of the flux-carrying Brownian motion recently introduced in the context of open quantum systems. This model constitutes an effective description of two-dimensional dissipative particles violating both…
We propose to study the Brownian motion of a classical microsphere submerged in superfluid $^4$He using the recent laser technology as a direct investigation of the thermal fluctuations of quasiparticles in the quantum fluid. By calculating…
We synthesize colloidal particles with various anisotropic shapes and track their orientationally resolved Brownian trajectories using confocal microscopy. An analysis of appropriate short-time correlation functions provides direct access…
We study Brownian motion on Hermitian symmetric spaces of non-compact type in their bounded-domain realization. Using Jordan triple systems, we identify the spectral values after an appropriate change of variables as a Heckman-Opdam…
We construct the "expected signature matching" estimator for differential equations driven by rough paths and we prove its consistency and asymptotic normality. We use it to estimate parameters of a diffusion and a fractional diffusions,…