Related papers: An H-theorem for the Brownian motion on the hyperb…
In this paper, the first microscopic approach to the Brownian motion is developed in the case where the mass density of the suspending bath is of the same order of magnitude as that of the Brownian (B) particle. Starting from an extended…
We use reflecting Brownian motion (RBM) to prove the well known Gauss-Bonnet-Chern theorem for a compact Riemannian manifold with boundary. The boundary integrand is obtained by carefully analyzing the asymptotic behavior of the boundary…
In this paper we present some theorems for a class of non--hyperbolic fixed points on ${\bf R}^N$ and then analyze a family of functions $f_{\theta}$ on the plane which have a non--hyperbolic fixed point in the origin. The dynamical…
We give more precision on the regularity of the domain that is needed to have the monotonicity and symmetry results recently proved by Damascelli and Pacella, result concerning p-Laplace equations. For this purpose, we study the continuity…
When two active Brownian particles collide, they slide along each other until they can continue their free motion. For persistence lengths much larger than the particle diameter, the directors do not change, but the collision can be modeled…
A novel approach to account for hard-body interactions in (overdamped) Brownian dynamics simulations is proposed for systems with non-vanishing force fields. The scheme exploits the analytically known transition probability for a Brownian…
In this contribution we study the asymptotics of \begin{eqnarray*} P(\exists t\ge 0 : B_H(L(t))-cL(t)>u), \quad u \to \infty, \end{eqnarray*} where $B_H, H\in (0,1)$ is a fractional Brownian motion, $L(t)$ is a non-negative pure jumps…
We show that almost any one-dimensional projection of a suitably scaled random walk on a hypercube, inscribed in a hypersphere, converges weakly to an Ornstein-Uhlenbeck process as the dimension of the sphere tends to infinity. We also…
We derive the generalized Markovian description for the non-equilibrium Brownian motion of a heated particle in a simple solvent with a temperature-dependent viscosity. Our analytical results for the generalized fluctuation-dissipation and…
Brownian motions in the infinite-dimensional group of all unitary operators are studied under strong continuity assumption rather than norm continuity. Every such motion can be described in terms of a countable collection of independent…
In this paper, Doi-Peliti field theory is used to describe the motion of free Run and Tumble particles in arbitrary dimensions. After deriving action and propagators, the mean square displacement and the corresponding entropy production at…
We study the dynamics of unipotent flows on frame bundles of hyperbolic manifolds of infinite volume. We prove that they are topologi-cally transitive, and that the natural invariant measure, the so-called " Burger-Roblin measure ", is…
This paper studies Brownian motion subject to the occurrence of a minimal length excursion below a given excursion level. The law of this process is determined. The characterization is explicit and shows by a layer construction how the law…
Explicit formulae for the densities of the first hitting times to the sphere of Brownian motions with drifts are given. We need to consider the joint distributions of the first hitting times to the sphere and the hitting positions of the…
We consider the motion of an active Brownian particle with speed fluctuations in d-dimensions in the presence of both translational and orientational diffusion. We use an Ornstein-Uhlenbeck process for active speed generation. Using a…
The paper is concerned with the problem on rolling of a homogeneous ball on an arbitrary surface. New cases when the problem is solved by quadratures are presented. The paper also indicates a special case when an additional integral and…
The fractional Brownian motion can be considered as a Gaussian field indexed by $(t,H)\in {\mathbb{R}_{+}\times (0,1)}$, where $H$ is the Hurst parameter. On compact time intervals, it is known to be almost surely jointly H\"older…
In the first paper of this series, I investigated whether a wavefunction model of a heavy particle and a collection of light particles might generate "Brownian-Motion-Like" trajectories of the heavy particle. I concluded that it was…
We study transport properties of isotropic Brownian flows. Under a transience condition for the two-point motion, we show asymptotic normality of the image of a finite measure under the flow and -- under slightly stronger assumptions --…
We presented a methodology to approximate the entropy production for Brownian motion in a tilted periodic potential. The approximation stems from the well known thermodynamic uncertainty relation. By applying a virial-like expansion, we…