Related papers: The snapping out Brownian motion
Fractional Brownian motion, a Gaussian non-Markovian self-similar process with stationary long-correlated increments, has been identified to give rise to the anomalous diffusion behavior in a great variety of physical systems. The…
The Arcsine laws of Brownian motion are a collection of results describing three different statistical quantities of one-dimensional Brownian motion: the time at which the process reaches its maximum position, the total time the process…
We study transport properties of isotropic Brownian flows. Under a transience condition for the two-point motion, we show asymptotic normality of the image of a finite measure under the flow and -- under slightly stronger assumptions --…
We present a numerical scheme for simulating the dynamics of Brownian particles suspended in a fluid. The motion of the particles is tracked by the Langevin equation, whereas the host fluid flow is analyzed by using the lattice Boltzmann…
The properties of semiflexible polymers tethered by one end to an impenetrable wall and exposed to oscillatory shear flow are investigated by mesoscale simulations. A polymer, confined in two dimensions, is described by a linear bead-spring…
Rolling of a small sphere on a solid support is governed by a non-linear friction that is akin to the Coulombic dry fiction. No motion occurs when the external field is weaker than the frictional resistance. However, with the intervention…
Typically, in the description of active Brownian particles, a constant effective propulsion force is assumed, which is then subjected to fluctuations in orientation and translation leading to a persistent random walk with an enlarged…
We present a study of the distance between a Brownian motion and a submanifold of a complete Riemannian manifold. We include a variety of results, including an inequality for the Laplacian of the distance function derived from a Jacobian…
We consider a fractional Brownian motion with unknown linear drift such that the drift coefficient has a prior normal distribution and construct a sequential test for the hypothesis that the drift is positive versus the alternative that it…
We compute the joint distribution of the first times a linear diffusion makes an excursion longer than some given duration above (resp. below) some fixed level. In the literature, such stopping times have been introduced and studied in the…
We establish diffusion and fractional Brownian motion approximations for motions in a Markovian Gaussian random field with a nonzero mean.
The motion of weakly inertial Brownian particles, transported by steady two-dimensional fluid flows, is investigated by means of asymptotic methods. We focus on the phenomenon of noise-induced separatrix crossing, which can force particles…
We investigate the Brownian diffusion of particles in one spatial dimension and in the presence of finite regions within which particles can either evaporate or be reset to a given location. For open boundary conditions, we highlight the…
A Markov process fluctuating away from its typical behavior can be represented in the long-time limit by another Markov process, called the effective or driven process, having the same stationary states as the original process conditioned…
Throughout physics Brownian dynamics are used to describe the behaviour of molecular systems. When the Brownian particle is confined to a bounded domain, a particularly important question arises around determining how long it takes the…
In order to approximate the exit time of a one-dimensional diffusion process, we propose an algorithm based on a random walk. Such an algorithm so-called Walk on Moving Spheres was already introduced in the Brownian context. The aim is…
A system of interacting Brownian particles subject to short-range repulsive potentials is considered. A continuum description in the form of a nonlinear diffusion equation is derived systematically in the dilute limit using the method of…
Stochastically gated interfaces play an important role in a variety of cellular diffusion processes. Examples include intracellular transport via stochastically gated ion channels and pores in the plasma membrane of a cell, intercellular…
We can view Brownian sheet as a sequence of interacting Brownian motions or slices. Here we present a number of results about the slices of the sheet. A common feature of our results is that they exhibit phase transition. In addition, a…
We consider a diffusion process with coefficients that are periodic outside of an "interface region" of finite thickness. The question investigated in this article is the limiting long time/large scale behavior of such a process under…