Related papers: Mean square winding angle of Brownian motion aroun…
A Brownian loop is a random walk circuit of infinitely many, suitably infinitesimal, steps. In a plane such a loop may or may not enclose a marked point, the origin, say. If it does so it may wind arbitrarily many times, positive or…
We derive the asymptotic winding law of a Brownian particle in the plane subjected to a tangential drift due to a point vortex. For winding around a point, the normalized winding angle converges to an inverse Gamma distribution. For winding…
We give a probabilistic representation of a one-dimensional diffusion equation where the solution is discontinuous at $0$ with a jump proportional to its flux. This kind of interface condition is usually seen as a semi-permeable barrier.…
The random motion of a Brownian particle confined in some finite domain is considered. Quite generally, the relevant statistical properties involve infinite series, whose coefficients are related to the eigenvalues of the diffusion…
We compute exactly the mean perimeter and the mean area of the convex hull of a $2$-d Brownian motion of duration $t$ and diffusion constant $D$, in the presence of resetting to the origin at a constant rate $r$. We show that for any $t$,…
Brownian motion is a foundational physical process characterized by a mean squared displacement that scales linearly in time in thermal equilibrium, known as diffusion. At short times, the mean squared displacement becomes ballistic,…
The short-time motion of Brownian particles in an incompressible Newtonian fluid under shear, in which the fluid inertia becomes important, was investigated by direct numerical simulation of particulate flows. Three-dimensional simulations…
We study the Brownian motion of a rigid rod threading through a small fixed ring while the ring can freely rotate. We derive the distribution function for the sliding displacement and the unit vector along the rod both at equilibrium and…
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…
Anomalous diffusion is frequently described by scaled Brownian motion (SBM), a Gaussian process with a power-law time dependent diffusion coefficient. Its mean squared displacement is $\langle x^2(t)\rangle\simeq\mathscr{K}(t)t$ with…
We derive a general quantum formula giving the mean-square displacement of a diffusing particle as a function of time. Near {\bf 0 K} we find a universal logarithmic behavior (valid for times longer than the relaxation time), and deviations…
We study a generalized mean curvature flow involving a positive power of the mean curvature and a driving force. In this paper, we first construct all kinds of radially symmetric translating solutions, and then select one of them to satisfy…
We consider an ensemble of $n$ nonintersecting Brownian particles on the unit circle with diffusion parameter $n^{-1/2}$, which are conditioned to begin at the same point and to return to that point after time $T$, but otherwise not to…
We analyze the mean squared displacement of a Brownian particle in a medium with a spatially varying local diffusivity which is assumed to be periodic. When the system is asymptotically diffusive the mean squared displacement,…
The stationary radial distribution, $P(\rho)$, of the random walk with the diffusion coefficient $D$, which winds with the tangential velocity $V$ around the impenetrable disc of radius $R$ for $R\gg 1$ converges to the distribution…
A Langevin process diffusing in a periodic potential landscape has a time dependent diffusion constant which means that its average mean squared displacement (MSD) only becomes linear at late times. The long time, or effective diffusion…
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.…
We obtain bounds for the expected loss of torsional rigidity of a cylinder $\Omega_L=(-L/2,L/2) \times \Omega\subset \R^3$ of length $L$ due to a Brownian fracture that starts at a random point in $\Omega_L,$ and runs until the first time…
The distribution of the first hitting time of a disc for the standard two dimensional Brownian motion is computed. By investigating the inversion integral of its Laplace transform we give fairy detailed asymptotic estimates of its density…
In this paper we consider a mean curvature flow $V=H+A$ in a high dimensional cylinder $\Omega\times \R$, where, $A$ is a constant, $\Omega$ is a bounded domain in $\R^n$, and, for a hypersurface $y=u(x,t)$ over $\Omega$, $V$ and $H$ denote…