Related papers: Mean square winding angle of Brownian motion aroun…
The coupled motion is investigated for a mechanical system consisting of water and a body freely floating in it. Water occupies either a half-space or a layer of constant depth into which an infinitely long surface-piercing cylinder is…
For hypersurfaces moving by standard mean curvature flow with boundary, we show that if a tangent flow at a boundary singularity is given by a smoothly embedded shrinker, then the shrinker must be non-orientable. We also show that there is…
We construct a class of one-dimensional diffusion processes on the particles of branching Brownian motion that are symmetric with respect to the limits of random martingale measures. These measures are associated with the extended extremal…
We analyze the frictionless motion of a point-like particle that slides under gravity on an inverted conical surface. This motion is studied for arbitrary initial conditions and a general relation, valid within 13%, between the periods of…
The infinite Brownian loop on a Riemannian manifold is the limit in distribution of the Brownian bridge of length $T$ around a fixed origin when $T \rightarrow +\infty$. The aim of this note is to study its long-time asymptotics on…
We investigate the relation between mobility and diffusivity for Brownian particles under steady shear near the glass transition, using mode coupling approximations. For the two directions perpendicular to the shear direction, the particle…
The three-dimensional cylindrical regression problem is a problem of finding a cylinder best fitting a group of points in three-dimensional Euclidean space. The words best fitting are usually understood in the sense of the minimum root mean…
Let $B=(B_t)_{t\geq 0}$ be a standard Brownian motion. The main objective is to find a uniform (in time) control of the modulus of continuity of $B$ in the spirit of what appears in (Kurtz, 1978). More precisely, it involves the control of…
In many biological and small scale technological applications particles may transiently bind to a cylindrical surface. In between two binding events the particles diffuse in the bulk, thus producing an effective translation on the cylinder…
A geometric Brownian motion with delay is the solution of a stochastic differential equation where the drift and diffusion coefficient depend linearly on the past of the solution, i.e. a linear stochastic functional differential equation.…
We consider the equilibrium surface of the Random Average Process started from an inclined plane, as seen from the height of the origin, obtained in [Ferrari & Fontes, 1998], where its fluctuations were shown to be of order of the square…
We extend the estimate obtained in [1] for the mean curvature of a cylindrically bounded proper submanifold in a product manifold with an Euclidean space as one factor to a general product ambient space endowed with a warped product…
We investigate the ensemble and time averaged mean squared displacements for particle diffusion in a simple model for disordered media by assuming that the local diffusivity is both fluctuating in time and has a deterministic average growth…
A general scattering problem of a plane electromagnetic wave on an infinite cylindrical rod is formulated and solved in a form of Bessel functions series expansion. The conductivity account via Ohm law directly in Maxwell equation leads to…
We revisit the classic problem of the effective diffusion constant of a Brownian particle in a square lattice of reflecting impenetrable hard disks. This diffusion constant is also related to the effective conductivity of non-conducting and…
We consider a Brownian particle with diffusion coefficient $D$ in a $d$-dimensional ball of radius $R$ with reflecting boundaries. We study the maximum $M_x(t)$ of the trajectory of the particle along the $x$-direction at time $t$. In the…
In this study, a partially submerged vertical cylinder is moved at constant velocity through water, which is initially at rest. During the motion, the wake behind the cylinder induces free-surface deformation. Eleven cylinders, with…
The d-inverse is a generalized notion of inverse of a stochastic process having a certain tendency of increasing expectations. Scaling limit of the d-inverse of Brownian motion with functional drift is studied. Except for degenerate case,…
Consider the motion of a Brownian particle in three dimensions, whose two spatial coordinates are standard Brownian motions with zero drift, and the remaining (unknown) spatial coordinate is a standard Brownian motion with a non-zero drift.…
In this paper we study the curvature flow of a curve in a plane endowed with a minkowskian norm whose unit ball is smooth. We show that many of the properties known in the euclidean case can be extended (with due adaptations) to this new…