Related papers: On divergence of expectations of the Feynman-Kac t…
Consider a d-dimensional Brownian motion in a random potential defined by attaching a nonnegative and polynomially decaying potential around Poisson points. We introduce a repulsive interaction between the Brownian path and the Poisson…
We study a model of $ N $ mutually repellent Brownian motions under confinement to stay in some bounded region of space. Our model is defined in terms of a transformed path measure under a trap Hamiltonian, which prevents the motions from…
We consider the motion of an underdamped Brownian particle in a tilted periodic potential in a wide temperature range. Based on the previous data [1] and the new simulation results we show that the underdamped motion of particles in…
A Feynman-Kac type formula of relativistic Schr\"odinger operators with unbounded vector potential and spin 1/2 is given in terms of a three-component process consisting of Brownian motion, a Poisson process and a subordinator. This formula…
This paper provides a theoretical framework of deriving the forward and backward Feynman-Kac equations for the distribution of functionals of the path of a particle undergoing both diffusion and chemical reaction. Very general forms of the…
We have considered the underdamped motion of a Brownian particle in the presence of a correlated external random force. The force is modeled by an Ornstein-Uhlenbeck process. We investigate the fluctuations of the work done by the external…
The celebrated Sutherland-Einstein relation for systems at thermal equilibrium states that spread of trajectories of Brownian particles is an increasing function of temperature. Here, we scrutinize diffusion of underdamped Brownian motion…
Several physical models have recently been proposed to obtain unidirectional motion of an overdamped Brownian particle in a periodic potential system. The asymmetric ratchetlike form of the periodic potential and the presence of correlated…
We study the statistical properties of the variation of the kinetic energy of a spherical Brownian particle that freely moves in an incompressible fluid at constant temperature. Based on the underdamped version of the generalized Langevin…
We investigate a system of Brownian particles weakly bound by attractive parity-symmetric potentials that grow at large distances as $V(x) \sim |x|^\alpha$, with $0 < \alpha < 1$. The probability density function $P(x,t)$ at long times…
Closed-system quantum annealing is expected to sometimes fail spectacularly in solving simple problems for which the gap becomes exponentially small in the problem size. Much less is known about whether this gap scaling also impedes…
The Brownian motion of a charged test particle caused by quantum electromagnetic vacuum fluctuations between two perfectly conducting plates is examined and the mean squared fluctuations in the velocity and position of the test particle are…
The theory of constructing instantaneous equilibrium (ieq) transition under arbitrary time-dependent temperature and potential variation for a Brownian particle is developed. It is shown that it is essential to consider the underdamped…
We study a (relativistic) Wiener process on a complexified (pseudo-)Riemannian manifold. Using Nelson's stochastic quantization procedure, we derive three equivalent descriptions for this problem. If the process has a purely real quadratic…
A generical formalism for the discussion of Brownian processes with non-constant particle number is developed, based on the observation that the phase space of heat possesses a product structure that can be encoded in a commutative unit…
A particle that is immersed in a uniform temperature bath performs Brownian diffusion, as discussed by Einstein. But Sinai has realized that in a "random environment" the diffusion is suppressed. Follow-up works have pointed out that in the…
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…
Brownian motion near soft surfaces is a situation widely encountered in nanoscale and biological physics. However, a complete theoretical description is lacking to date. Here, we theoretically investigate the dynamics of a two-dimensional…
We prove the convergence of the extremal processes for variable speed branching Brownian motions where the "speed functions", that describe the time-inhomogeneous variance, lie strictly below their concave hull and satisfy a certain weak…
Formulae are given for $dP_t \phi$, $d^*P_t\phi$ and $\Delta P_t\phi$ for $P_t$ the heat semigroup acting on a q-form $\phi$. The formulae are Brownian motion expectations of $\phi$ composed with random translations determined by…