Related papers: Reflected Brownian motion in Weyl chambers
The conventional Brownian motion in harmonic systems has provided a deep understanding of a great diversity of dissipative phenomena. We address a rather fundamental microscopic description for the (linear) dissipative dynamics of…
We numerically investigate the transport of a suspended overdamped Brownian particle which is driven through a two-dimensional rectangular array of circular obstacles with finite radius. Two limiting cases are considered in detail, namely,…
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…
Fractional Brownian motion, a stochastic process with long-time correlations between its increments, is a prototypical model for anomalous diffusion. We analyze fractional Brownian motion in the presence of a reflecting wall by means of…
It is shown that in the case of the one-particle one-dimensional scattering problem for a given time-independent potential, for each state of the whole quantum ensemble of identically prepared particles, there is an unique pair of…
Consider a path of the reflected Brownian motion in the half-plane $\{y \ge 0\}$, and erase its part contained in the interior $\{y > 0\}$. What is left is, in an appropriate sense, a path of a jump-type stochastic process on the line $\{y…
We investigate the unique stationary measure of a positive recurrent reflecting Brownian motion in the upper half-plane, where the direction of reflection is constant on each half-axis. The Laplace transform of the stationary distribution…
Consider the first exit time of one-dimensional Brownian motion $\{B_s\}_{s\geq 0}$ from a random passageway. We discuss a Brownian motion with two time-dependent random boundaries in quenched sense. Let $\{W_s\}_{s\geq 0}$ be an other…
Brownian motion of an array of harmonically coupled particles subject to a periodic substrate potential and driven by an external bias is investigated. In the linear response limit (small bias), the coupling between particles may enhance…
We study a random walk (Markov chain) in an unbounded planar domain whose boundary is described by two curves of the form $x_2 = a^+ x_1^{\beta^+}$ and $x_2 = -a^- x_1^{\beta^-}$, with $x_1 \geq 0$. In the interior of the domain, the random…
We show that the spine of the Fleming-Viot process driven by Brownian motion in a bounded Lipschitz domain with Lipschitz constant less than 1 converges to Brownian motion conditioned to stay in the domain forever.
A detailed analysis of the wave-mode structure in a bend and its incorporation into a stable algorithm for calculation of the scattering matrix of the bend is presented. The calculations are based on the modal approach. The stability and…
We present decompositions of various positive kernels as integrals or sums of positive kernels. Within this framework we study the reproducing kernel Hilbert spaces associated with the fractional and bi-fractional Brownian motions. As a…
We show that the dimension of the exit distribution of planar partially reflected Brownian motion can be arbitrarily close to 2.
A particle subject to a white noise external forcing moves like a Langevin process. Consider now that the particle is reflected at a boundary which restores a portion c of the incoming speed at each bounce. For c strictly smaller than the…
Motility is a basic feature of living microorganisms, and how it works is often determined by environmental cues. Recent efforts have focused on develop- ing artificial systems that can mimic microorganisms, and in particular their…
The non-equilibrium structural and dynamical properties of a flexible polymer tethered to a reflecting wall and subject to oscillatory linear flow are studied by numerical simulations. Polymer is confined in two dimensions and is modeled as…
Let B(t), X(t) and Y(t) be independent standard 1d Borwnian motions. Define X^+(t) and Y^-(t) as the trajectories of the processes X(t) and Y(t) pushed upwards and, respectively, downwards by B(t), according to Skorohod-reflection. In a…
The Brownian motion of a particle in a harmonic potential, which is simultaneously exposed either to a linear shear flow or to a plane Poiseuille flow is investigated. In the shear plane of both flows the probability distribution of the…
We present microwave experiments on the symmetry reduced 5-disk billiard studying the transition from a closed to an open system. The measured microwave reflection signal is analyzed by means of the harmonic inversion and the counting…