Related papers: Reflected Brownian motion in Weyl chambers
The dynamics of hard-core interacting Brownian particles in an external potential field is studied in one dimension. Using the Jepsen line we find a very general and simple formula relating the motion of the tagged center particle, with the…
We establish an integral test describing the exact cut-off between recurrence and transience for normally reflected Brownian motion in certain unbounded domains in a class of warped product manifolds. Besides extending a previous result by…
The governing equations of Brownian rigid bodies that both translate and rotate are of interest in fields such as self-assembly of proteins, anisotropic colloids, dielectric theory, and liquid crystals. In this paper, the partial…
The intakes of air-breathing high-speed flying vehicles produce a large share of the thrust propulsion. Furthermore, the propulsion performance of these engines increases when the single-ramp intake is replaced with a multiple-ramps intake.…
It is well known that upward conditioned Brownian motion is a three-dimensional Bessel process, and that a downward conditioned Bessel process is a Brownian motion. We give a simple proof for this result, which generalizes to any continuous…
Sticky Brownian motion is the simplest example of a diffusion process that can spend finite time both in the interior of a domain and on its boundary. It arises in various applications such as in biology, materials science, and finance.…
We consider a Brownian motion with drift in the quarter plane with orthogonal reflection on the axes. The Laplace transform of its stationary distribution satisfies a functional equation, which is reminiscent from equations arising in the…
We consider the cases of the self-adjoint and skew-self-adjoint discrete Dirac systems, obtain explicit expressions for reflection coefficients and show that rational reflection coefficients and Weyl functions coincide.
In this paper, we study reflected differential equations driven by continuous paths with finite $p$-variation ($1\le p<2$) and $p$-rough paths ($2\le p<3$) on domains in Euclidean spaces whose boundaries may not be smooth. We define…
We study two models consisting of reflecting one-dimensional Brownian "particles" of positive radius. We show that the stationary empirical distributions for the particle systems do not converge to the harmonic function for the generator of…
We study the linear response of interacting active Brownian particles in an external potential to simple shear flow. Using a path integral approach, we derive the linear response of any state observable to initiating shear in terms of…
To a crystallographic root system we associate a system of multivariate orthogonal polynomials diagonalizing an integrable system of discrete pseudo Laplacians on the Weyl chamber. We develop the time-dependent scattering theory for these…
We investigate the segregation pattern formations of strongly and weakly fluctuated Brownian particle mixtures, which are confined in spherical containers with finite volumes. We consider systems where the container restricts the motions of…
We present a renewed wave-packet analysis based on the following ideas: if a quantum one-particle scattering process and the corresponding state are described by an indivisible wave packet to move as a whole at all stages of scattering,…
Our object is to formulate and analyze a physically plausible and mathematically sound model to better understand the phenomenon of clumping in colloid dispersions. Our model is stochastic but rigorously derived from a deterministic setup…
Consider an n-fold integrated Brownian motion. We show that a simple change in time and scale transforms it into a stationary Gaussian process. The collection of stationary processes so constructed not only constitutes an interesting family…
We study a combination of the refracted and reflected L\'evy processes. Given a spectrally negative L\'evy process and two boundaries, it is reflected at the lower boundary while, whenever it is above the upper boundary, a linear drift at a…
A Brownian particle's random motions can be rectified by a periodic potential energy landscape that alternates between two states, even if both states are spatially symmetric. If the two states differ only by a discrete translation, the…
We study solutions of a class of one-dimensional continuous reflected backward stochastic Volterra integral equations driven by Brownian motion, where the reflection keeps the solution above a given stochastic process (lower obstacle). We…
We study the Brownian motion of a charged colloid, confined between two charged walls, for small separation between the colloid and the walls. The system is embedded in an ionic solution. The combined effect of electrostatic repulsion and…