Related papers: On Lundh's percolation difussion
The motion of particles in random potentials occurs in several natural phenomena ranging from the mobility of organelles within a biological cell to the diffusion of stars within a galaxy. A Brownian particle moving in the random optical…
The state space of our model is the Euclidean space in dimension d = 2. Simultaneously, from all points of a homogeneous Poisson point process, we let grow independent and identically distributed random continuum paths. Each path stops…
We numerically investigate the transport of a suspended overdamped Brownian particle which is driven through a two-dimensional rectangular array of circular obstacles with finite radius. Two limiting cases are considered in detail, namely,…
Einstein's kinetic theory of the Brownian motion, based upon light water molecules continuously bombarding a heavy pollen, provided an explanation of diffusion from the Newtonian mechanics. Since the discovery of quantum mechanics it has…
We derive asymptotics for the quenched probability that a critical branching Brownian motion killed at a small rate in Poissonian obstacles exits a large domain. Results are formulated in terms of the solution to a semilinear partial…
Diffusion processes are fundamental in modelling stochastic dynamics in natural sciences. Recently, simulating such processes on complicated geometries has found applications for example in biology, where toroidal data arises naturally when…
We consider the motion of a particle along the geodesic lines of the Poincar\`e half-plane. The particle is specularly reflected when it hits randomly-distributed obstacles that are assumed to be motionless. This is the hyperbolic version…
A family of reflected Brownian motions is used to construct Dyson's process of non-colliding Brownian motions. A number of explicit formulae are given, including one for the distribution of a family of coalescing Brownian motions.
We present a numerical method that consistently implements thermal fluctuations and hydrodynamic interactions to the motion of Brownian particles dispersed in incompressible host fluids. In this method, the thermal fluctuations are…
The horizontal dynamics of a bouncing ball interacting with an irregular surface is investigated and is found to demonstrate behavior analogous to a random walk. Its stochastic character is substantiated by the calculation of a permutation…
We introduce a system of Brownian particles, each absorbed upon hitting an associated moving boundary. The boundaries are determined by the conditional probabilities of the particles being absorbed before some final time horizon, given the…
It is generally believed that collisions of particles reduce the self-diffusion coefficient. Here we show that in odd-diffusive systems, which are characterized by diffusion tensors with antisymmetric elements, collisions surprisingly can…
Diffusion and rectification of Brownian particles powered by a rotating wheel are numerically investigated in a two-dimensional channel. The nonequilibrium driving comes from the rotating wheel, which can break thermodynamical equilibrium…
Place an obstacle with probability $1-p$ independently at each vertex of $\mathbb Z^d$, and run a simple random walk until hitting one of the obstacles. For $d\geq 2$ and $p$ strictly above the critical threshold for site percolation, we…
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…
Stochastic motion of particles in a highly unstable potential generates a number of diverging trajectories leading to undefined statistical moments of the particle position. This makes experiments challenging and breaks down a standard…
Using the explicit representations of the Brownian motions on the hyperbolic spaces, we show that their almost sure convergence and the central limit theorems for the radial components as time tends to infinity are easily obtained. We also…
Consider the model where nodes are initially distributed as a Poisson point process with intensity $\lambda$ over $\mathbb{R}^d$ and are moving in continuous time according to independent Brownian motions. We assume that nodes are capable…
We consider an infinite system of particles on the positive real line, initiated from a Poisson point process, which move according to Brownian motion up until the hitting time of a barrier. The barrier increases when it is hit, allowing…
We investigate the dynamics of a single tracer particle performing Brownian motion in a two-dimensional course of randomly distributed hard obstacles. At a certain critical obstacle density, the motion of the tracer becomes anomalous over…