Related papers: Brownian Motion in Dire Straits
We consider a branching Brownian motion with linear drift in which particles are killed on exiting the interval (0,K) and study the evolution of the process on the event of survival as the width of the interval shrinks to the critical value…
In this work, we focus on the behavior of a single passive Brownian particle in a suspension of passive particles with short-range repulsive interactions and a larger self-diffusion coefficient. While the forces affecting the…
We consider the stochastic continuity equation perturbed by a fractional Brownian motion and the drift is allowed to be discontinuous. We show that for almost all paths of the fractional Brownian motion there exists a solution to the…
Nonintersecting Brownian bridges on the unit circle form a determinantal stochastic process exhibiting random matrix statistics for large numbers of walkers. We investigate the effect of adding a drift term to walkers on the circle…
The phenomenon of bursting, in which streaks in turbulent boundary layers oscillate and then eject low speed fluid away from the wall, has been studied experimentally, theoretically, and computationally for more than 50 years because of its…
We study the dynamics of an active Brownian particle with a nonlinear friction function located in a spatial cubic potential. For strong but finite damping, the escape rate of the particle over the spatial potential barrier shows a…
We numerically investigate the mean exit time of an inertial active Brownian particle from a circular cavity with single or multiple exit windows. Our simulation results witness distinct escape mechanisms depending upon the relative…
Brownian motion has played important roles in many different fields of science since its origin was first explained by Albert Einstein in 1905. Einstein's theory of Brownian motion, however, is only applicable at long time scales. At short…
The approach to the theory of a relativistic random process is considered by the path integral method as Brownian motion taking into account the boundedness of speed. An attempt was made to build a relativistic analogue of the Wiener…
We show that a Brownian motion on $\mathbb{R}_{\ge 0}$ which is allowed to spend a total of $s > 0$ time units outside a bounded interval does not leave the interval at all. This can be seen as an extreme example of entropic repulsion.…
The stochastic motion of a particle with long-range correlated increments (the moving phase) which is intermittently interrupted by immobilizations (the traping phase) in a disordered medium is considered in the presence of an external…
Quantum Brownian motion in the strong friction limit is studied based on the exact path integral formulation of dissipative systems. In this limit the time-nonlocal reduced dynamics can be cast into an effective equation of motion, the…
We ask if it is possible to find some particular continuous paths of unit length in linear Brownian motion. Beginning with a discrete version of the problem, we derive the asymptotics of the expected waiting time for several interesting…
In this paper we investigate three discrete or semi-discrete approximation schemes for reflected Brownian motion on bounded Euclidean domains. For a class of bounded domains $D$ in $\mathbb{R}^n$ that includes all bounded Lipschitz domains…
In this paper we study the asymptotic behavior of Brownian motion in both comb-shaped planar domains, and comb-shaped graphs. We show convergence to a limiting process when both the spacing between the teeth \emph{and} the width of the…
Brownian motion is the perpetual irregular motion exhibited by small particles immersed in a fluid. Such random motion of the particles is produced by statistical fluctuations in the collisions they suffer with the molecules of the…
Algorithm is constructed which models single-file motion of particles interacting with each other and with the surroundings. As an example, we present the results of Brownian Dynamics simulations of the motion of cations moving through a…
We review some representative results for first-passage problems involving so-called mortal or evanescent walkers, i.e., walkers with a finite lifetime. The mortality constraint plays a key role in the modeling of many real scenarios, as it…
It is shown that the fast scrambling of information in a black hole can be viewed as Brownian motion of information in a fluid with negative viscosity (and negative temperature). It is argued that a non-local character of the fast…
We investigate the laminar-turbulent boundary in plane Poiseuille flow by the method of edge tracking. In short and narrow computational domains we find for a wide range in Reynolds number that all states in the boundary converge to a…