Related papers: The snapping out Brownian motion
The diffusive transport of biased Brownian particles in a two-dimensional symmetric channel is investigated numerically considering both the no-flow and the reflection boundary conditions at the channel boundaries. Here, the geometrical…
The propagation of light in a scattering medium is described as the motion of a special kind of a Brownian particle on which the fluctuating forces act only perpendicular to its velocity. This enforces strictly and dynamically the…
The aim of this paper is to discuss the appropriate modelling of in- and outflow boundary conditions for nonlinear drift-diffusion models for the transport of particles including size exclusion and their effect on the behaviour of…
The diffusion coefficient--a measure of dissipation, and the entropy--a measure of fluctuation are found to be intimately correlated in many physical systems. Unlike the fluctuation dissipation theorem in linear response theory, the…
We study a one-dimensional diffusion process in a drifted Brownian potential. We characterize the upper functions of its hitting times in the sense of Paul L\'evy, and determine the lower limits in terms of an iterated logarithm law.
Slender bodies capable of spontaneous motion in the absence of external actuation in an otherwise quiescent fluid are common in biological, physical and technological contexts. The interplay between the spontaneous fluid flow, Brownian…
We derive asymptotics for the quenched probability that a critical branching Brownian motion killed at a small rate in Poissonian obstacles exits a large domain. Results are formulated in terms of the solution to a semilinear partial…
The paper presents a theoretical model that allows the dynamic description of osmotic flows through a semi-permeable interface. To depict the out-of-equilibrium transfer, the interface is represented by an energy barrier that colloids have…
Geometrical optics provides an instructive insight into Brownian motion, ``pushed" into a large-deviations regime by imposed constraints. Here we extend geometrical optics of Brownian motion by accounting for diffusion inhomogeneity in…
The diffusion of a fractional Brownian particle passing over the saddle point is studied in the field of the metastable potential. The barrier escaping probability is found to be greatly related to the fractional exponent $\alpha$.…
Motivated by contemporary and rich applications of anomalous diffusion processes we propose a new statistical test for fractional Brownian motion, which is one of the most popular models for anomalous diffusion systems. The test is based on…
Brownian diffusion of rod-like polymers in the presence of randomly distributed spherical obstacles is studied using molecular dynamics (MD) simulations. It is observed that dependence of the reduced diffusion coefficient of these…
We consider active Brownian particles that intermittently switch between active and inactive states. Such behavior is ubiquitous at all scales, from bacteria to animals and in artificial active systems. We derive exact expressions for key…
Brownian motion is the erratic motion of an object due to collisions with the fluid in which it is immersed. In this work, we detail a tabletop laboratory demonstration of underdamped Brownian motion wherein a macroscopic particle resting…
In systems possessing a spatial or dynamical symmetry breaking thermal Brownian motion combined with unbiased, non-equilibrium noise gives rise to a channelling of chance that can be used to exercise control over systems at the micro- and…
We introduce numerical methods for simulating the diffusive motion of rigid bodies of arbitrary shape immersed in a viscous fluid. We parameterize the orientation of the bodies using normalized quaternions, which are numerically robust,…
We analyze quantal Brownian motion in $d$ dimensions using the unified model for diffusion localization and dissipation, and Feynman-Vernon formalism. At high temperatures the propagator possess a Markovian property and we can write down an…
In the present paper, we consider that $N$ diffusion processes $X^1,\dots,X^N$ are observed on $[0,T]$, where $T$ is fixed and $N$ grows to infinity. Contrary to most of the recent works, we no longer assume that the processes are…
Abstract. The present work considers a change in the momentum under the transfer of a solution through the interface. It is shown that pressure related to the partial volumes of components arises in a solution under diffusion. As a result,…
We investigate fractional Brownian motion with a microscopic random-matrix model and introduce a fractional Langevin equation. We use the latter to study both sub- and superdiffusion of a free particle coupled to a fractal heat bath. We…