Related papers: Laplace, Fourier, and stochastic diffusion
Stochastic parametrisations of the interactions among disparate scales of motion in fluid convection are often used for estimating prediction uncertainty, which can arise due to inadequate model resolution, or incomplete observations,…
We discuss a relativistic diffusion in the proper time in an approach of Schay and Dudley. We derive (Langevin) stochastic differential equations in various coordinates.We show that in some coordinates the stochastic differential equations…
We study a relativistic diffusion equation on the Riemannian phase space defined by Franchi and Le Jan. We discuss stochastic Ito (Langevin) differential equations (defining the diffusion) as a perturbation by noise of the geodesic…
The present form of quantum mechanics is based on the Copenhagen school of interpretation. Einstein did not belong to the Copenhagen school, because he did not believe in probabilistic interpretation of fundamental physical laws. This is…
We propose a unifying theoretical framework for the analysis of first-passage time distributions in two important classes of stochastic processes in which the diffusivity of a particle evolves randomly in time. In the first class of…
A historical overview is given on the basic results which appeared by the year 1926 concerning Einstein's fluctuation formula of black-body radiation, in the context of light-quanta and wave-particle duality. On the basis of the original…
This paper is about the surprising connection between the Fourier heat equation and the Schr\"odinger wave equation. In fact, if the independent "time" variable in the heat equation is replaced by the time variable multiplied by…
In this paper we revisit the Brownian motion on the basis of {the fractional Langevin equation which turns out to be a particular case of the generalized Langevin equation introduced by Kubo in 1966. The importance of our approach is to…
Herein, we derive the fractional Laplacian operator as a means to represent the mean friction force arising in a turbulent flow: $ \rho \frac{D\bar{\bf u}}{Dt} = -\nabla p + \mu_\alpha \nabla^2\bar{\bf u} + \rho C_\alpha…
Section 7 of Einstein's 1905 electrodynamics paper gives frequency-shift and aberration formulae that together describe an elongated ellipsoidal wavefront. A Lorentz contraction of this ellipsoid solves most (but not all) of the associated…
In this paper we provide a new (probabilistic) proof of a classical result in partial differential equations, viz. if $\phi$ is a tempered distribution, then the solution of the heat equation for the Laplacian, with initial condition…
We summarize the papers published by Einstein in the Annalen der Physik in the years 1902-04 on the derivation of the properties of thermal equilibrium on the basis of the mechanical equations of motion and of the calculus of probabilities.…
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…
We study a generalization of the Brownian bridge as a stochastic process that models the position and velocity of inertial particles between the two end-points of a time interval. The particles experience random acceleration and are assumed…
Building on mathematical similarities between quantum mechanics and theories of diffusion-influenced reactions, we discuss how the propagator of a reacting molecule pair can be represented as a product of three factors in the Laplace…
Heat fluctuations are studied in a dissipative system with both mechanical and stochastic components for a simple model: a Brownian particle dragged through water by a moving potential. An extended stationary state fluctuation theorem is…
In 1926, Erwin Schrodinger wrote a series of papers that invented wave mechanics and set the foundation for much of the single-particle quantum mechanics that we teach today. In his first paper, he solved the Schrodinger equation using the…
The interest in the concept of entropic forces has risen considerably since E. Verlinde proposed to interpret the force in Newton s second law and Gravity as entropic forces [1]. Brownian motion, the motion of a small particle (pollen)…
Cyclic structure and dynamics are of great interest in both the fields of stochastic processes and nonequilibrium statistical physics. In this paper, we find a new symmetry of the Brownian motion named as the quasi-time-reversal invariance.…
We derive the hydrodynamic limit of a kinetic equation where the interactions in velocity are modelled by a linear operator (Fokker-Planck or Linear Boltzmann) and the force in the Vlasov term is a stochastic process with high amplitude and…