Related papers: Rectifying the thermal Brownian motion of three-di…
In this paper we consider the drift estimation problem for a general differential equation driven by an additive multidimensional fractional Brownian motion, under ergodic assumptions on the drift coefficient. Our estimation procedure is…
The motion of a Brownian particle in the presence of Coulomb friction and an asymmetric spatial potential was evaluated in this study. The system exhibits a ratchet effect, i.e., an average directed motion even in the absence of an external…
The random motion of a Brownian particle confined in some finite domain is considered. Quite generally, the relevant statistical properties involve infinite series, whose coefficients are related to the eigenvalues of the diffusion…
The rectification of noise into directed movement or useful energy is utilized by many different systems. The peculiar nature of the energy source and conceptual differences between such Brownian motor systems makes a characterization of…
Fractional Brownian motion is a non-Markovian Gaussian process indexed by the Hurst exponent $H\in [0,1]$, generalising standard Brownian motion to account for anomalous diffusion. Functionals of this process are important for practical…
We study the influence of the lattice topography and the coupling between motion in different directions, for a three-dimensional Brownian motor based on cold atoms in a double optical lattice. Due to controllable relative spatial phases…
We find the exact winding number distribution of Riemann-Liouville fractional Brownian motion for large times in two dimensions using the propagator of a free particle. The distribution is similar to the Brownian motion case and it is of…
In this note, we demonstrated for the first time that one can derive an expression for the effective diffusion coefficient, equal to the Lifson-Jackson formula, using a subsequent homogenization of the 1D reaction-diffusion-advection…
We outline a reduction scheme for a class of Brownian dynamics which leads to meaningful corrections to the Smoluchowski equation in the overdamped regime. The mobility coefficient of the reduced dynamics is obtained by exploiting the…
We study the geometrical influence on the Brownian motion over curved manifolds. We focus on the following intriguing question: what observables are appropriated to measure Brownian motion in curved manifolds? In particular, for those…
In this work, a thermal energy transfer problem in a one-dimensional multilayer body is theoretically analyzed, considering diffusion, advection, internal heat generation or loss linearly dependent on temperature in each layer, as well as…
We study a Brownian motor, based on cold atoms in optical lattices, where atomic motion can be induced in a controlled manner in an arbitrary direction, by rectification of isotropic random fluctuations. In contrast with ratchet mechanisms,…
Future developments of lighter, more compact and powerful motors-driven by environmental and sustainability considerations in the transportation industry-involve higher stresses, currents and electromagnetic fields. Strong couplings between…
Dynamic friction force, diffusion tensor, flux density in velocity space, and Coulomb collision term are expressed in curvilinear coordinates via Trubnikov potential functions corresponding to each species of background plasma. For…
Starting from the Caldeira-Leggett (CL) model, we derive the equation describing the Quantum Brownian motion, which has been originally proposed by Dekker purely from phenomenological basis containing extra anomalous diffusion terms.…
A microscopic theory of molecular motion in classical monatomic liquids, proposed by Glass and Rice [Phy. Rev. 176, 239 (1968)], is revisited and extended to incorporate the dynamic friction in the Brownian description of the atomic…
Starting from the construction of a geometric rough path associated with a fractional Brownian motion with Hurst parameter $H\in]{1/4}, {1/2}[$ given by Coutin and Qian (2002), we prove a large deviation principle in the space of geometric…
The paper deals with exponential functionals of the linear Brownian motion which arise in different contexts such as continuous time finance models and one-dimensional disordered models. We study some properties of these exponential…
Circular Brownian motion models of random matrices were introduced by Dyson and describe the parametric eigenparameter correlations of unitary random matrices. For symmetric unitary, self-dual quaternion unitary and an analogue of…
The celebrated Sutherland-Einstein relation for systems at thermal equilibrium states that spread of trajectories of Brownian particles is an increasing function of temperature. Here, we scrutinize diffusion of underdamped Brownian motion…