English
Related papers

Related papers: Uniform shrinking and expansion under isotropic Br…

200 papers

We consider a model of Brownian motion on a bounded open interval with instantaneous jumps. The jumps occur at a spatially dependent rate given by a positive parameter times a continuous function positive on the interval and vanishing on…

Probability · Mathematics 2012-10-04 Iddo Ben-Ari

Overdamped motion of Brownian particles in tilted piecewise linear periodic potentials is considered. Explicit algebraic expressions for the diffusion coefficient, current, and coherence level of Brownian transport are derived. Their…

Soft Condensed Matter · Physics 2009-11-10 Els Heinsalu , Risto Tammelo , Teet Ord

This paper studies, in dimensions greater than two, stationary diffusion processes in random environment which are small, isotropic perturbations of Brownian motion satisfying a finite range dependence. Such processes were first considered…

Analysis of PDEs · Mathematics 2016-01-26 Benjamin J. Fehrman

We consider inverse curvature flows in the $(n+1)$-dimensional Euclidean space, $n\geq 2,$ expanding by arbitrary negative powers of a 1-homogeneous, monotone curvature function $F$ with some concavity properties. We obtain asymptotical…

Differential Geometry · Mathematics 2016-06-21 Julian Scheuer

We study the behaviour of a natural measure defined on the leaves of the genealogical tree of some branching processes, namely self-similar growth-fragmentation processes. Each particle, or cell, is attributed a positive mass that evolves…

Probability · Mathematics 2019-08-13 François Gaston Ged

We give general conditions for the central limit theorem and weak convergence to Brownian motion (the weak invariance principle / functional central limit theorem) to hold for observables of compact group extensions of nonuniformly…

Dynamical Systems · Mathematics 2016-08-25 Georg A. Gottwald , Ian Melbourne

The question on expansion of moving volume inside of a smooth flow of the compressible liquid is under consideration. We find a condition on initial data such that if it holds, then within a finite time either the boundary of the moving…

Mathematical Physics · Physics 2007-10-21 Olga Rozanova

This note corrects a mistake in the original book in the evolution equations of total curvature for the curve-shrinking flow in an ambient Ricci Flow. The resulting upper bound for the evolution of total curvature is an exponential bound in…

Differential Geometry · Mathematics 2015-12-03 John Morgan , Gang Tian

In this work we consider a one-dimensional Brownian motion with constant drift moving among a Poissonian cloud of obstacles. Our main result proves convergence of the law of processes conditional on survival up to time $t$ as $t$ converges…

Probability · Mathematics 2015-03-10 Martin Kolb , Mladen Savov

This paper studies the dynamics of mean curvature flow as it approaches a cylindrical singularity. We proved that the rescaled mean curvature flow converging to a smooth generalized cylinder can be written as a graph over the cylinder in a…

Differential Geometry · Mathematics 2025-08-27 Ao Sun , Jinxin Xue

Let B_1,B_2, ... be independent one-dimensional Brownian motions defined over the whole real line such that B_i(0)=0. We consider the nth iterated Brownian motion W_n(t)= B_n(B_{n-1}(...(B_2(B_1(t)))...)). Although the sequences of…

Probability · Mathematics 2011-12-19 Nicolas Curien , Takis Konstantopoulos

We consider a Brownian motion with linear drift that splits at fixed time points into a fixed number of branches, which may depend on the branching point. For this process, which we shall refer to as the Brownian decision tree, we…

Probability · Mathematics 2025-12-08 Krzysztof Dȩbicki , Pavel Ievlev , Nikolai Kriukov

We determine the long time behavior and the exact order of the tail probability for the maximal displacement of a branching Brownian motion in Euclidean space in terms of the principal eigenvalue of the associated Schr\"odinger type…

Probability · Mathematics 2020-07-14 Yasuhito Nishimori , Yuichi Shiozawa

We derive the first-passage-time statistics of a Brownian motion driven by an exponential time-dependent drift up to a threshold. This process corresponds to the signal integration in a simple neuronal model supplemented with an…

Statistical Mechanics · Physics 2012-04-30 Eugenio Urdapilleta

We define and study in detail \emph{utraslow scaled Brownian motion (USBM)\/} characterised by a time dependent diffusion coefficient of the form $D(t)\simeq 1/t$. For unconfined motion the mean squared displacement (MSD) of USBM exhibits…

Statistical Mechanics · Physics 2015-03-30 Anna Bodrova , Aleksei V. Chechkin , Andrey G. Cherstvy , Ralf Metzler

We study a system of branching Brownian motions on $\mathbb R$ with annihilation: at each branching time a new particle is created and the leftmost one is deleted. In [7] it has been studied the case of strictly local creations (the new…

Probability · Mathematics 2017-11-27 A. De Masi , P. A. Ferrari , E. Presutti , N. Soprano-Loto

We study a dyadic branching Brownian motion on the real line with absorption at 0, drift $\mu \in \mathbb{R}$ and started from a single particle at position $x>0.$ When $\mu$ is large enough so that the process has a positive probability of…

Probability · Mathematics 2016-03-11 Julien Berestycki , Éric Brunet , Simon C. Harris , Piotr Miłoś

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…

Statistical Mechanics · Physics 2021-03-25 Aleksandra Słapik , Jerzy Łuczka , Jakub Spiechowicz

An asymptotic solution is derived for the motion of inertial particles exposed to Stokes drag in an unsteady random flow. This solution provides the finite-time Lyapunov exponents as a function of Stokes number and Lagrangian strain- and…

Fluid Dynamics · Physics 2016-12-28 Mahdi Esmaily-Moghadam , Ali Mani

In this paper we study the drifted Brownian meander, that is a Brownian motion starting from $ u $ and subject to the condition that $ \min_{ 0\leq z \leq t} B(z)> v $ with $ u > v $. The limiting process for $ u \downarrow v $ is analyzed…

Probability · Mathematics 2019-03-05 Francesco Iafrate , Enzo Orsingher