Related papers: Brownian motion and thermal capacity
We consider the degenerate Einsteins Brownian motion model when the time interval of the moving particles before the collisions, is reciprocal to the number of particles per unit volume u(x,t), at the point of observation x at time t. The…
We calculate the probability distribution function (PDF) of an overdamped Brownian particle moving in a periodic potential energy landscape $U(x)$. The PDF is found by solving the corresponding Smoluchowski diffusion equation. We derive the…
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 show exact dimensionality of harmonic measures associated with random walks on groups acting on a hyperbolic space under finite first moment condition, and establish the dimension formula by the entropy over the drift. We also treat the…
We derive integral formulas, involving the Airy function, for moments of the time a two-sided Brownian motion with parabolic drift attains its maximum.
We consider classical particles coupled to the quantized electromagnetic field in the background of a spatially flat Robertson-Walker universe. We find that these particles typically undergo Brownian motion and acquire a non-zero mean…
Brownian motion is the only random process which is Gaussian, stationary and Markovian. Dropping the Markovian property, i.e. allowing for memory, one obtains a class of processes called fractional Brownian motion, indexed by the Hurst…
Brownian motion is a foundational physical process characterized by a mean squared displacement that scales linearly in time in thermal equilibrium, known as diffusion. At short times, the mean squared displacement becomes ballistic,…
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…
We give general sufficient conditions which imply upper and lower bounds for the probability that a multiparameter process hits a given set E in terms of a capacity of E related to the process. This extends a result of Khoshnevisan and Shi…
By controlling in real-time the variance of the radiation pressure exerted on an optically trapped microsphere, we engineer temperature protocols that shortcut thermal relaxation when transferring the microsphere from one thermal…
The dynamics of Brownian motion has widespread applications extending from transport in designed micro-channels up to its prominent role for inducing transport in molecular motors and Brownian motors. Here, Brownian transport is studied in…
We present a systematic expansion of Kramers equation in the high friction limit. The latter is expanded within an operator continued fraction scheme. The relevant operators include both temporal and spatial derivatives and a covariant…
We construct a model of Brownian Motion on a pseudo-Riemannian manifold associated with general relativity. There are two aspects of the problem: The first is to define a sequence of stopping times associated with the Brownian "kicks" or…
We give an elementary self-contained proof of the fact that the walk dimension of the Brownian motion on an arbitrary generalized Sierpi\'{n}ski carpet is greater than two, no proof of which in this generality had been available in the…
We extend to the vector-valued situation some earlier work of Ciesielski and Roynette on the Besov regularity of the paths of the classical Brownian motion. We also consider a Brownian motion as a Besov space valued random variable. It…
Let B_1,B_2, ... be independent one-dimensional Brownian motions defined over the whole real line such that B_i(0)=0. We consider the nth iterated Brownian motion W_n(t)= B_n(B_{n-1}(...(B_2(B_1(t)))...)). Although the sequences of…
We propose to study the Brownian motion of a classical microsphere submerged in superfluid $^4$He using the recent laser technology as a direct investigation of the thermal fluctuations of quasiparticles in the quantum fluid. By calculating…
We study the quantum motion of an impurity atom immersed in a Bose Einstein condensate in arbitrary dimension. The Bogoliubov excitations of the Bose Einstein condensate act as a bosonic bath for the impurity. We present a detailed…
Brownian motion in confinement and at interfaces is a canonical situation, encountered from fundamental biophysics to nanoscale engineering. Using the Lorenz-Mie framework, we optically record the thermally-induced tridimensional…