Related papers: O'Connell's process as a vicious Brownian motion
Brownian and fractional processes are useful computational tools for the modelling of physical phenomena. Here, modelling linear homopolymers in solution as Brownian or fractional processes, we develop a formalism to take into account both…
Restrictions to molecular motion by barriers (membranes) are ubiquitous in biological tissues, porous media and composite materials. A major challenge is to characterize the microstructure of a material or an organism nondestructively using…
Levy walks define a fundamental concept in random walk theory which allows one to model diffusive spreading that is faster than Brownian motion. They have many applications across different disciplines. However, so far the derivation of a…
We give a probabilistic representation of a one-dimensional diffusion equation where the solution is discontinuous at $0$ with a jump proportional to its flux. This kind of interface condition is usually seen as a semi-permeable barrier.…
Active Brownian motion is the complex motion of active Brownian particles. They are active in the sense that they can transform their internal energy into energy of motion and thus create complex motion patterns. Theories of active Brownian…
Fractional Brownian motion is a generalised Gaussian diffusive process that is found to describe numerous stochastic phenomena in physics and biology. Here we introduce a multi-dimensional fractional Brownian motion (FBM) defined as a…
Many studies on microscopic systems deal with Brownian particles embedded in media whose densities are different from that of the particles, causing them either to sink or float. The proximity to a wall modifies the friction force the…
It is shown that in systems with time-dependent and/or spatially nonuniform temperature $T(t,x)$, (i) most of the transport processes is weakly non-ergodic, and (ii) the diffusion (Brownian motion, BM) is anomalous. A few examples of simple…
We study the mixing properties of a Brownian motion whose movements are hindered by semipermeable barriers. Our setting assumes that the process takes values in a smooth planar domain and that the barriers are one-dimensional closed curves.…
We measured the overall motion of Brownian particles suspended in water by a self-mixing thin-slice solid-state laser with extreme optical sensitivity. From the demodulated signal of laser intensity fluctuations through self-mixing…
Active Brownian Particles are self-propelled particles that move in a dissipative medium subject to random forces, or noise . Additionally, they can be confined by an external field and/or they can interact with one another. The external…
Brownian motion occurs in a variety of fluids, from rare gases to liquids. The Langevin equation, describing friction and agitation forces in statistical balance, is one of the most successful ways to treat the phenomenon. In rare gases, it…
According to the classical theory of Brownian motion, the mean squared displacement of diffusing particles evolves linearly with time whereas the distribution of their displacements is Gaussian. However, recent experiments on mesoscopic…
Density-dependent diffusion is a widespread phenomenon in nature. We have examined the density-dependent diffusion behavior of some biological processes such as tumor growth and invasion [23]. Here, we extend our previous work by developing…
The non-thermal nature of self-propelling colloids offers new insights into non-equilibrium physics. The central mathematical model to describe their trajectories is active Brownian motion, where a particle moves with a constant speed,…
A new model that generalizes the study of quantum Brownian motion (BM) is constructed. We consider disordered environment that may be either static (quenched), noisy or dynamical. The Zwanzig-Caldeira-Leggett BM-model constitutes formally a…
We introduce an extension of the frog model to Euclidean space and prove properties for the spread of active particles. Fix $r>0$ and place a particle at each point $x$ of a unit intensity Poisson point process $\mathcal P \subseteq \mathbb…
We consider quantum Hamiltonian systems composed of mutually interacting "dynamical subsystem" with one or several degrees of freedom and "thermostat" with arbitrary many degrees of freedom, under assumptions that the interaction ensures…
It is known that a full description of Brownian motion in the entire course of time should incorporate both kinetic and hydrodynamic effects, but a formula accounts for both effects has been established only in three dimension and only for…
We calculate the effective long-term convective velocity and dispersive motion of an ellipsoidal Brownian particle in three dimensions when it is subjected to a constant external force. This long-term motion results as a "net" average…