Related papers: Brownian motion at short time scales
In this article we explore the phenomena of nonequilibrium stochastic process starting from the phenomenological Brownian motion. The essential points are described in terms of Einstein's theory of Brownian motion and then the theory…
Very recent experiments have discovered that localized light in strongly absorbing media displays intriguing diffusive phenomena. Here we develop a first-principles theory of light propagation in open media with arbitrary absorption…
We review several results related to the problem of a quantum particle in a random environment. In an introductory part, we recall how several functionals of the Brownian motion arise in the study of electronic transport in weakly…
Building on our previous work [Phys.Rev.D82,085016(2010)], we show in this paper how a Brownian motion on a short scale can originate a relativistic motion on scales that are larger than particle's Compton wavelength. This can be described…
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…
We consider the motion of a particle governed by a weakly random Hamiltonian flow. We identify temporal and spatial scales on which the particle trajectory converges to a spatial Brownian motion. The main technical issue in the proof is to…
We study the dynamics of a single active Brownian particle (ABP) in two spatial dimensions. The ABP has an intrinsic time scale $D_R^{-1}$ set by the rotational diffusion constant $D_R$. We show that, at short-times $t \ll D_R^{-1}$, the…
A theory of Brownian motion is presented for an assembly of vortices. The attempt is motivated by a realization of Dyson' Coulomb gas in the context of quantum condensates. By starting with the time-dependent Landau-Ginzburg (LG) theory,…
Viscoelastic materials containing bubbles or drops are encountered in numerous application fields, and are presently the object of much interest. The motion of bubbles and drops in these matrices can be significantly different than in…
A theoretical parallel between the classical Brownian motion and quantum mechanics is explored. It is shown that, in contrast to the classical Langevin force, quantum mechanics is driven by turbulent velocity fluctuations with diffusive…
A Brownian particle in an ideal quantum gas is considered. The mean square displacement (MSD) is derived. The Bose-Einstein or Fermi-Dirac distribution, other than the Maxwell-Boltzmann distribution, provides a different stochastic force…
Basic properties of Brownian motion are used to derive two results concerning birth-death chains. First, the probability of extinction is calculated. Second, sufficient conditions on the transition probabilities of a birth-death chain are…
According to a traditional point of view Boltzmann entropy is intimately related to linear Fokker-Planck equations (Smoluchowski, Klein-Kramers, and Rayleigh equations) that describe a well-known nonequilibrium phenomenon: (normal) Brownian…
We study the motion of an elastic object driven in a disordered environment in presence of both dissipation and inertia. We consider random forces with the statistics of random walks and reduce the problem to a single degree of freedom. It…
A particle subjected to a fluctuating force originated from its interaction with an external quantum system undergoes quantum Brownian motion. This phenomenon is investigated in detail for the case of a particle confined by a harmonic…
Consider a random walker on the nonnegative lattice, moving in continuous time, whose positive transition intensity is proportional to the time the walker spends at the origin. In this way, the walker is a jump process with a stochastic and…
Using extensive numerical studies we demonstrate that absolute negative mobility of a Brownian particle (i.e. the net motion into the direction opposite to a constant biasing force acting around zero bias) does coexist with anomalous…
We investigate Brownian motions of a particle coupled to vacuum fluctuations of a quantum field. The Unruh effect predicts that an observer in an accelerated motion sees the Minkowski vacuum as thermally excited. This addresses the problem…
Measurements of protein motion in living cells and membranes consistently report transient anomalous diffusion (subdiffusion) which converges back to a Brownian motion with reduced diffusion coefficient at long times, after the anomalous…
The paper addresses Brownian motion in the logarithmic potential with time-dependent strength, $U(x,t) = g(t) \log(x)$, subject to the absorbing boundary at the origin of coordinates. Such model can represent kinetics of…