Related papers: Diffusivity bounds for 1D Brownian polymers
The movement of a particle described by Brownian motion is quantified by a single parameter, $D$, the diffusion constant. The estimation of $D$ from a discrete sequence of noisy observations is a fundamental problem in biological single…
We construct a two-dimensional diffusion process with rank-dependent local drift and dispersion coefficients, and with a full range of patterns of behavior upon collision that range from totally frictionless interaction, to elastic…
We consider a countable system of interacting (possibly non-Markovian) stochastic differential equations driven by independent Brownian motions and indexed by the vertices of a locally finite graph $G = (V,E)$. The drift of the process at…
Let us consider a solution of the time-inhomogeneous stochastic differential equation driven by a Brownian motion with drift coefficient $b(t,x)=\rho\,{\rm sgn}(x)|x|^\alpha/t^\beta$. This process can be viewed as a distorted Brownian…
We analyse a diffusion process whose invariant measure is the fractional polymer or Edwards measure for fractional Brownian motion in dimension $d\in\mathbb{N}$ with Hurst parameter $H\in(0,1)$ fulfilling $dH < 1$. We make use of a…
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…
We investigate the construction of diffusions consisting of infinitely numerous Brownian particles moving in $\mathbb{R}^d$ and interacting via logarithmic functions (two-dimensional Coulomb potentials). These potentials are very strong and…
We introduce and analyze a broad class of continuous directed polymers in $\mathbb{R}^d$ driven by Gaussian environments that are white in time and spatially correlated, under Dalang's condition. Using an It\^o-renormalized…
A considerable number of systems have recently been reported in which Brownian yet non-Gaussian dynamics was observed. These are processes characterised by a linear growth in time of the mean squared displacement, yet the probability…
This paper is concerned with two related types of directed polymers in a random medium. The first one is a d-dimensional Brownian motion living in a random environment which is Brownian in time and homogeneous in space. The second is a…
We study the one-dimensional motion of a Brownian particle inside a confinement described by two reactive boundaries which can partially reflect or absorb the particle. Understanding the effects of such boundaries is important in physics,…
Brownian diffusion of rod-like polymers in the presence of randomly distributed spherical obstacles is studied using molecular dynamics (MD) simulations. It is observed that dependence of the reduced diffusion coefficient of these…
Recent theoretical modeling offers a unified picture for the description of stochastic processes characterized by a crossover from anomalous to normal behavior. This is particularly welcome, as a growing number of experiments suggest the…
We study a one-dimensional diffusion process in a drifted Brownian potential. We characterize the upper functions of its hitting times in the sense of Paul L\'evy, and determine the lower limits in terms of an iterated logarithm law.
We investigate the Brownian diffusion of particles in one spatial dimension and in the presence of finite regions within which particles can either evaporate or be reset to a given location. For open boundary conditions, we highlight the…
A possible mechanism leading to anomalous diffusion is the presence of long-range correlations in time between the displacements of the particles. Fractional Brownian motion, a non-Markovian self-similar Gaussian process with stationary…
Consider a collection of particles whose state evolution is described through a system of interacting diffusions in which each particle is driven by an independent individual source of noise and also by a small amount of noise that is…
Dynamic density functionals (DDFs) are popular tools for studying the dynamical evolution of inhomogeneous polymer systems. Here, we present a systematic evaluation of a set of diffusive DDF theories by comparing their predictions with data…
We investigate the existence of invariant measures for self-stabilizing diffusions. These stochastic processes represent roughly the behavior of some Brownian particle moving in a double-well landscape and attracted by its own law. This…
Over a century ago, Einstein formulated a precise mathematical model for describing Brownian motion. While this model adequately explains the diffusion of micron-sized particles in fluids, its limitations become apparent when applied to…