Related papers: Self attracting diffusions on a sphere and applica…
We study the dynamics of a Brownian particle in a strongly correlated quenched random potential defined as a periodically-extended (with period $L$) finite trajectory of a fractional Brownian motion with arbitrary Hurst exponent $H \in…
Let X be the solution of the multidimensional stochastic differential equationdX(t) = b(t, X(t)) dt + sigma(t, X(t)) dW(t)\, with X(0)=x where W is a standard Brownian motion. We show that when b is measurable and sigma is in an appropriate…
Using molecular dynamics simulations, we study the motion of a closely fitting nanometer-size solid sphere in a fluid-filled cylindrical nanochannel at low Reynolds numbers and for a wide range of fluid-solid interactions corresponding to…
We consider a general one-dimensional overdamped diffusion model described by the It\^{o} stochastic differential equation (SDE) ${dX_t=\mu(X_t,t)dt+\sigma(X_t,t)dW_t}$, where $W_t$ is the standard Wiener process. We obtain a specific…
We solve exactly the dielectric response of a non-insulating sphere of radius $a$ suspended in symmetric, univalent electrolyte solution, with ideally-polarizable interface but without significant $\zeta$-potential. We then use this…
Inferring a diffusion equation from discretely-observed measurements is a statistical challenge of significant importance in a variety of fields, from single-molecule tracking in biophysical systems to modeling financial instruments.…
We report on measurements of self-diffusion coefficients in discrete numerical simulations of steady, homogeneous, collisional shearing flows of nearly identical, frictional, inelastic spheres. We focus on a range of relatively high solid…
We study a simple model of a random walker in d dimensions moving in the presence of a local heterogeneous attracting factor expressed in terms of an assigned space-dependent "attractiveness function", a situation frequently encountered in…
A study of the diffusion of a passive Brownian particle on the surface of a sphere and subject to the effects of an external potential, coupled linearly to the probability density of the particle's position, is presented through a numerical…
In this paper we study the existence and uniqueness of the strong solution of following d dimensional stochastic differential equation (SDE) driven by Brownian motion: dX(t)=b(t,X(t))dt+a(t,X(t))dB(t), X(0)= x, where B is a d-dimensional…
We study the diffusion of Brownian particles on the surface of a sphere and compute the distribution of solid angles enclosed by the diffusing particles. This function describes the distribution of geometric phases in two state quantum…
Under some regularity conditions on $b$, $\sigma$ and $\alpha$, we prove that the following perturbed stochastic differential equation \begin{equation} X_t=x+\int_0^t b(X_s)ds+\int_0^t \sigma(X_s) dB_s+\alpha \sup_{0 \le s \le t} X_s, \ \ \…
The penetrable-sphere model has been introduced in the literature to describe the peculiar thermodynamic behavior of some colloidal systems. In this model the interaction potential is $\phi(r)=\epsilon>0$ if the two spheres are overlapped…
In this paper, we prove some convergence theorems for the mean curvature flow of closed submanifolds in the unit sphere $\mathbb{S}^{n+d}$ under integral curvature conditions. As a consequence, we obtain several differentiable sphere…
We discuss a family of time-inhomogeneous two-dimensional diffusions, defined over a finite time interval $[0,T]$, having transition density functions that are expressible in terms of the integral kernels for negative exponentials of the…
In the case of diffusions on $\mathbb R^d$ with constant diffusion matrix, without assuming reversibility nor hypoellipticity, we prove that the contractivity of the deterministic drift is equivalent to the constant rate contraction of…
Colloidal spheres with a partial platinum surface coating perform auto-phoretic motion when suspended in hydrogen peroxide solution. We present a theoretical analysis of the self-propulsion velocity of these particles using a continuum…
We describe direct imaging measurements of the collective and relative diffusion of two colloidal spheres near a flat plate. The bounding surface modifies the spheres' dynamics, even at separations of tens of radii. This behavior is…
We introduce exact methods for the simulation of sample paths of one-dimensional diffusions with a discontinuity in the drift function. Our procedures require the simulation of finite-dimensional candidate draws from probability laws…
In this paper, we study the unitary Dyson Brownian motion through a partial differential equation approach recently introduced for the real Dyson case. The main difference with the real Dyson case is that the spectrum is now on the circle…