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We construct a stochastic process whose drift is a function of the process's local time at a reflecting barrier. The process arose as a model of the interactions of a Brownian particle and an inert particle in (Knight, 2001). Interesting…

Probability · Mathematics 2007-05-23 David White

Relativistic blast waves can be described by a mechanical model. In this model, the "blast" -- the compressed gas between the forward and reverse shocks -- is viewed as one hot body. Equations governing its dynamics are derived from…

Astrophysics · Physics 2011-02-11 A. M. Beloborodov , Z. L. Uhm

Living cells are known to generate non-Gaussian active fluctuations significantly larger than thermal fluctuations owing to various active processes. Understanding the effect of these active fluctuations on various physicochemical…

Soft Condensed Matter · Physics 2022-07-26 Govind Paneru , Jin Tae Park , Hyuk Kyu Pak

Elastic confinements are an important component of many biological systems and dictate the transport properties of suspended particles under flow. In this chapter, we review the Brownian motion of a particle moving in the vicinity of a…

Soft Condensed Matter · Physics 2022-10-28 Abdallah Daddi-Moussa-Ider , Stephan Gekle

We consider a random model of diffusion and coagulation. A large number of small particles are randomly scattered at an initial time. Each particle has some integer mass and moves in a Brownian motion whose diffusion rate is determined by…

Probability · Mathematics 2012-08-21 Alan Hammond , Fraydoun Rezakhanlou

A classical model of Brownian motion consists of a heavy molecule submerged into a gas of light atoms in a closed container. In this work we study a 2D version of this model, where the molecule is a heavy disk of mass M and the gas is…

Dynamical Systems · Mathematics 2008-12-02 N. Chernov , D. Dolgopyat

We consider Brownian particles immersed in the fluid which flow is turbulent. We study the limit where the particles' inertia is weak and their velocity relaxes fast to the velocity of the flow. The trajectories of the particles in this…

Chaotic Dynamics · Physics 2011-10-25 Itzhak Fouxon , Eugene Mednikov

Brownian motion of a particle with an arbitrary shape is investigated theoretically. Analytical expressions for the time-dependent cross-correlations of the Brownian translational and rotational displacements are derived from the…

Statistical Mechanics · Physics 2015-02-13 Bodan Cichocki , Maria L. Ekiel-Jezewska , Eligiusz Wajnryb

The approach to the theory of a relativistic random process is considered by the path integral method as Brownian motion taking into account the boundedness of speed. An attempt was made to build a relativistic analogue of the Wiener…

General Relativity and Quantum Cosmology · Physics 2024-05-30 E. A. Kurianovich , A. I. Mikhailov , I. V. Volovich

The study of Brownian ratchets has taught how time-periodic driving supports a time-periodic steady state that generates nonequilibrium transport. When a single particle is transported in one dimension, it is possible to rationalize the…

Statistical Mechanics · Physics 2022-06-22 Nils E. Strand , Hadrien Vroylandt , Todd R. Gingrich

We consider a stochastic differential equation involving standard and fractional Brownian motion with unknown drift parameter to be estimated. We investigate the standard maximum likelihood estimate of the drift parameter, two non-standard…

Probability · Mathematics 2011-12-13 Yuriy Kozachenko , Alexander Melnikov , Yuliya Mishura

Consider the initial-boundary value problem for the 2-speed Carleman model of the Boltzmann equation of the kinetic theory of gases set in some bounded interval with boundary conditions prescribing the density of particles entering the…

Analysis of PDEs · Mathematics 2012-07-27 François Golse , Francesco Salvarani

The transport of interacting Brownian particles in a periodic asymmetric (ratchet) substrate is studied numerically. In a zero-temperature regime, the system behaves as a reversible step motor, undergoing multiple sign reversals of the…

Statistical Mechanics · Physics 2008-12-31 Rogério M. da Silva , Clécio C. de Souza Silva , Sérgio Coutinho

The relativistic generalization of a free Brownian motion theory is presented. The global characteristics of the relaxation are {\it explicitly} found for the velocity and momentum (stochastic) kinetics. It is shown that the thermal…

Condensed Matter · Physics 2016-08-15 Ryszard Zygadło

We study the transport properties for a walker on a ratchet potential. The walker consists of two particles coupled by a bistable potential that allow the interchange of the order of the particles while moving through a one-dimensional…

Adaptation and Self-Organizing Systems · Physics 2012-01-24 José L. Mateos , Fernando R. Alatriste

Autonomous active Brownian ratchets rectify active Brownian particle motion solely by means of a spatially modulated but stationary activity, without external forces. We argue that such ratcheting requires at least a two-dimensional…

Soft Condensed Matter · Physics 2023-05-24 Constantin Rein , Martin Kolář , Klaus Kroy , Viktor Holubec

The micropolar fluid mechanics and its transport coefficients are derived from the linearized Boltzmann equation of rotating particles. In the dilute limit, as expected, transport coefficients relating to microrotation are not important,…

Statistical Mechanics · Physics 2007-05-23 Hisao Hayakawa

We consider a linear Boltzmann equation that arises in a model for quantum friction. It describes a particle that is slowed down by the emission of bosons. We study the stochastic process generated by this Boltzmann equation and we show…

Mathematical Physics · Physics 2024-04-25 Roland Bauerschmidt , Wojciech de Roeck , Jürg Fröhlich

We consider an infinite system of non overlapping globules undergoing Brownian motions in R^3. The term globules means that the objects we are dealing with are spherical, but with a radius which is random and time-dependent. The dynamics is…

Probability · Mathematics 2010-01-20 Myriam Fradon , Sylvie Roelly

We study a model for the entanglement of a two-dimensional reflecting Brownian motion in a bounded region divided into two halves by a wall with three or more small windows. We map the Brownian motion into a Markov Chain on the fundamental…

Probability · Mathematics 2020-10-19 Gage Bonner , Jean-Luc Thiffeault , Benedek Valko
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