Related papers: Large-deviation theory for a Brownian particle on …
The approach to the theory of a relativistic random process is considered by the path integral method as Brownian motion taking into account the boundedness of speed. An attempt was made to build a relativistic analogue of the Wiener…
We study an inertial Brownian particle moving in a symmetric periodic substrate, driven by a zero-mean biharmonic force and correlated thermal noise. The Brownian motion is described in terms of a Generalized Langevin Equation with an…
Based on analytical and numerical calculations we study the dynamics of an overdamped colloidal particle moving in two dimensions under time-delayed, non-linear feedback control. Specifically, the particle is subject to a force derived from…
Brownian vortexes are stochastic machines that use static non-conservative force fields to bias random thermal fluctuations into steadily circulating currents. The archetype for this class of systems is a colloidal sphere in an optical…
We consider a collection of weakly interacting diffusion processes moving in a two-scale locally periodic environment. We study the large deviations principle of the empirical distribution of the particles' positions in the combined limit…
A short review of the classical theory of Brownian motion is presented. A new method is proposed for derivation of the Fokker-Planck equations, describing the probability density evolution, from stochastic differential equations. It is also…
We prove large deviations for $g(t)$-Brownian motion in a complete, evolving Riemannian manifold $M$ with respect to a collection $\{g(t)\}_{t\in [0,1]}$ of Riemannian metrics, smoothly depending on $t$. We show how the large deviations are…
We study a system of hard rods of finite size in one space dimension, which move by Brownian noise while avoiding overlap. We consider a scaling in which the number of particles tends to infinity while the volume fraction of the rods…
The Klein-Gordon equation is used to calculate the Zitterbewegung (ZB, trembling motion) of spin-zero particles in absence of fields and in the presence of an external magnetic field. Both Hamiltonian and wave formalisms are employed to…
We study the Brownian dynamics of a solid particle on a vibrating solid surface. Phenomenologically, the interaction between the two solid surfaces is modeled by solid friction, and the Gaussian white noise models the vibration of the solid…
We establish the large deviation principle (LDP) for stochastic flows of interacting Brownian motions. In particular, we consider smoothly correlated flows, coalescing flows and Brownian motion stopped at a hitting moment.
Wigner's jellium is a model for a gas of electrons. The model consists of $N$ unit negatively charged particles lying in a sea of neutralizing homogeneous positive charge spread out according to Lebesgue measure, and interactions are…
This work focuses on a slow-fast system perturbed by mixed fractional Brownian motion with Hurst parameter $H\in(1/2,1)$. The integral with respect to fractional Brownian motion is the generalized Riemann-Stieltjes integral and the integral…
Depinning transitions occur when a threshold force must be applied to drive an otherwise immobile system. For the depinning of colloidal particles from a corrugated landscape, we show how active noise due to self-propulsion impacts the…
Let $W^H=\{W^H(t), t \in \rr\}$ be a fractional Brownian motion of Hurst index $H \in (0, 1)$ with values in $\rr$, and let $L = \{L_t, t \ge 0\}$ be the local time process at zero of a strictly stable L\'evy process $X=\{X_t, t \ge 0\}$ of…
We discuss the random motion of charged test particles driven by quantum electromagnetic fluctuations at finite temperature in both the unbounded flat space and flat spacetime with a reflecting boundary and calculate the mean squared…
The Wigner rotation angle for a particle in a circular motion in the Schwarzschild spacetime is obtained via the Fermi-Walker transport of spinors. Then, by applying the WKB approximation, a possible application of the Fermi-Walker…
We study the large deviation rate functional for the empirical distribution of independent Brownian particles with drift. In one dimension, it has been shown by Adams, Dirr, Peletier and Zimmer that this functional is asymptotically…
In this paper, we study the weak gravitational deflection of relativistic massive particles for a receiver and source at finite distance from the lens in stationary, axisymmetric and asymptotically flat spacetimes. For this purpose, we…
We have developed a new in situ method to calibrate optical tweezers experiments and simultaneously measure the size of the trapped particle or the viscosity of the surrounding fluid. The positional fluctuations of the trapped particle are…