Related papers: Self attracting diffusions on a sphere and applica…
Let us consider a solution of the time-inhomogeneous stochastic differential equation driven by a Brownian motion with drift coefficient $b(t,x)=\rho\,{\rm sgn}(x)|x|^\alpha/t^\beta$. This process can be viewed as a distorted Brownian…
We study the motion of N=2 overdamped Brownian particles in gravitational interaction in a space of dimension d=2. This is equivalent to the simplified motion of two biological entities interacting via chemotaxis when time delay and…
We study spherical, charged and self--similar distributions of matter in the diffusion approximation. We propose a simple, dynamic but physically meaningful solution. For such a solution we obtain a model in which the distribution becomes…
We derive the exact expression of the diffusion coefficient of a self-gravitating Brownian gas in two dimensions. Our formula generalizes the usual Einstein relation for a free Brownian motion to the context of two-dimensional gravity. We…
This paper studies the weak and strong solutions to the stochastic differential equation $ dX(t)=-\frac12 \dot W(X(t))dt+d\mathcal{B}(t)$, where $(\mathcal{B}(t), t\ge 0)$ is a standard Brownian motion and $W(x)$ is a two sided Brownian…
Self-diffusion in a two-dimensional simple fluid is investigated by both analytical and numerical means. We investigate the anomalous aspects of self-diffusion in two-dimensional fluids with regards to the mean square displacement, 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…
In our recent work on concentrated suspensions of uniformly porous colloidal spheres with excluded volume interactions, a variety of short-time dynamic properties were calculated, except for the rotational self-diffusion coefficient. This…
Self-interacting diffusions are solutions to SDEs with a drift term depending on the process and its normalized occupation measure $\mu_t$ (via an interaction potential and a confinement potential). We establish a relation between the…
We consider a random diffusion dynamics for an infinite system of hard spheres of two different sizes evolving in $\mathbb{R}^d$, its reversible probability measure, and its projection on the subset of the large spheres. The main feature is…
Sticky Brownian motion is the simplest example of a diffusion process that can spend finite time both in the interior of a domain and on its boundary. It arises in various applications such as in biology, materials science, and finance.…
Experimental methods based on single particle tracking (SPT) are being increasingly employed in the physical and biological sciences, where nanoscale objects are visualized with high temporal and spatial resolution. SPT can probe…
We prove that the weak version of the SPDE problem \begin{align*} dV_{t}(x) & = [-\mu V_{t}'(x) + \frac{1}{2} (\sigma_{M}^{2} + \sigma_{I}^{2})V_{t}"(x)]dt - \sigma_{M} V_{t}'(x)dW^{M}_{t}, \quad x > 0, \\ V_{t}(0) &= 0 \end{align*} with a…
The general covariance of the diffusion equation is exploited in order to explore the curvature effects appearing on brownian motion over a d-dimensional curved manifold. We use the local frame defined by the so called Riemann normal…
Brownian motion in confinement and at interfaces is a canonical situation, encountered from fundamental biophysics to nanoscale engineering. Using the Lorenz-Mie framework, we optically record the thermally-induced tridimensional…
We consider the drift-diffusion equation $$ u_t-\varepsilon \Delta u+\nabla\cdot(u\nabla K\star u)=0 $$ in the whole space with global-in-time bounded solutions. Mass concentration phenomena for radially symmetric solutions of this equation…
Eigenvalues and eigenfunctions of Mathieu's equation are found in the short wavelength limit using a uniform approximation (method of comparison with a `known' equation having the same classical turning point structure) applied in Fourier…
Reversible diffusion limited cluster aggregation of hard spheres with rigid bonds was simulated and the self diffusion coefficient was determined for equilibrated systems. The effect of increasing attraction strength was determined for…
A new approach to Brownian motion of atomic clusters on solid surfaces is developed. The main topic discussed is the dependence of the diffusion coefficient on the fit between the surface static potential and the internal cluster…
While the theory of diffusion of a single Brownian particle in confined geometries is well-established by now, we discuss here the theoretical framework necessary to generalize the theory of diffusion to dense suspensions of strongly…