Related papers: Mean square winding angle of Brownian motion aroun…
We demonstrate experimentally that a Brownian particle is subject to inertial effects at long time scales. By using a blinking optical tweezers, we extend the range of previous experiments by several orders of magnitude up to a few seconds.…
We solve an optimal stopping problem where the underlying diffusion is Brownian motion on $\bf R$ with a positive drift changing at zero. It is assumed that the drift $\mu_1$ on the negative side is smaller than the drift $\mu_2$ on the…
Nonintersecting Brownian bridges on the unit circle form a determinantal stochastic process exhibiting random matrix statistics for large numbers of walkers. We investigate the effect of adding a drift term to walkers on the circle…
A parametric oscillator with damping driven by white noise is studied. The mean square displacement (MSD) in the long-time limit is derived analytically for the case that the static force vanishes, which was not treated in the past work…
We study a diffusion approximation for a model of stochastic motion of a particle in one spatial dimension. The velocity of the particle is constant but the direction of the motion undergoes random changes with a Poisson clock. Moreover,…
The distribution of radiation is investigated for the modeless laser having a multilobe mirror with the lobes (planes) inclined by small angles to optical axis. It is shown that change of the direction resulting from many passages of a ray…
The non-Newtonian behavior of a monodisperse concentrated dispersion of spherical particles was investigated using a direct numerical simulation method, that takes into account hydrodynamic interactions and thermal fluctuations accurately.…
For a mean curvature flow of complete graphical hypersurfaces $M_{t}=\operatorname{graph} u(\cdot,t)$ defined over domains $\Omega_{t}$, the enveloping cylinder is $\partial\Omega_{t}\times\mathbb{R}$. We prove the smooth convergence of…
Classical diffusion in a random medium involves an exponential functional of Brownian motion. This functional also appears in the study of Brownian diffusion on a Riemann surface of constant negative curvature. We analyse in detail this…
Self-shrinkers model singularities of the mean curvature flow; they are defined as the special solutions that contract homothetically under the flow. Colding-Ilmanen-Minicozzi showed that cylindrical self-shrinkers are rigid in a strong…
The diffusion of chiral active Brownian particles in three-dimensional space is studied analytically, by consideration of the corresponding Fokker-Planck equation for the probability density of finding a particle at position…
We study the surface diffusion flow acting on a class of general (non--axisymmetric) perturbations of cylinders $\mathcal{C}_r$ in ${\rm I \! R}^3$. Using tools from parabolic theory on uniformly regular manifolds, and maximal regularity,…
The problem of a bouncing ball on a non-planar surface is investigated. We discovered that surface undulation adds a horizontal component to the impact force, which acquires a random character. Some aspects of Brownian motion are found in…
Rectification of interacting Brownian particles is investigated in a two-dimensional asymmetric channel in the presence of an external periodic driving force. The periodic driving force can break the thermodynamic equilibrium and induces…
Consider non-intersecting Brownian motions on the line leaving from the origin and forced to two arbitrary points. Letting the number of Brownian particles tend to infinity, and upon rescaling, there is a point of bifurcation, where the…
It is well-known that the maximal particle in a branching Brownian motion sits near $\sqrt2 t - \frac{3}{2\sqrt2}\log t$ at time $t$. One may then ask about the paths of particles near the frontier: how close can they stay to this critical…
We elaborate on the theorem saying that as permeability coefficients of snapping-out Brownian motions tend to infinity in such a way that their ratio remains constant, these processes converge to a skew Brownian motion. In particular,…
We develop a theory of Brownian motion of a massive particle, including the effects of inertia (Kramers' problem), in spaces with curvature and torsion. This is done by invoking the recently discovered generalized equivalence principle,…
Electromagnetic wave scattering by many parallel infinite cylinders is studied asymptotically as $a\to 0$. Here $a$ is the radius of the cylinders. It is assumed that the points $\hat{x}_m$ are distributed so that…
We consider viscous steady streaming induced by oscillatory flow past a cylinder between two plates, where the cylinder's axis is normal to the plates. While this phenomenon was first studied in the 1930s, it has received renewed interest…