Related papers: Skew Brownian motion with dry friction: joint dens…
In this article we study the distribution of the number of points of a simple random walk, visited a given number of times (the k-multiple point range). In a previous article we had developed a graph theoretical approach which is now…
In this paper the solutions $u_{\nu}=u_{\nu}(x,t)$ to fractional diffusion equations of order $0<\nu \leq 2$ are analyzed and interpreted as densities of the composition of various types of stochastic processes. For the fractional equations…
We study the statistical properties of the variation of the kinetic energy of a spherical Brownian particle that freely moves in an incompressible fluid at constant temperature. Based on the underdamped version of the generalized Langevin…
In active Brownian motion, an internal propulsion mechanism interacts with translational and rotational thermal noise and other internal fluctuations to produce directed motion. We derive the distribution of its extreme fluctuations and…
We consider three global characteristic times for a one-dimensional Brownian motion $x(\tau)$ in the interval $\tau\in [0,t]$: the occupation time $t_{\rm o}$ denoting the cumulative time where $x(\tau)>0$, the time $t_{\rm m}$ at which the…
The motion of a Brownian particle in the presence of Coulomb friction and an asymmetric spatial potential was evaluated in this study. The system exhibits a ratchet effect, i.e., an average directed motion even in the absence of an external…
The coupling between advection and diffusion in position space can often lead to enhanced mass transport compared to diffusion without flow. An important framework used to characterize the long-time diffusive transport in position space is…
We derive the distribution function of work performed by a harmonic force acting on a uniformly dragged Brownian particle subjected to a rotational torque. Following the Onsager and Machlup's functional integral approach, we obtain the…
In this paper, we discuss estimates of transition densities of subordinate Brownian motions in open subsets of Euclidean space. When $D$ is a $C^{1,1}$ domain, we establish sharp two-sided estimates for the transition densities of a large…
This paper considers the motion of an object subjected to dry friction and an external random force. The objective is to characterize the role of the correlation time of the external random force. We develop efficient stochastic simulation…
We calculate the probability distribution function (PDF) of an overdamped Brownian particle moving in a periodic potential energy landscape $U(x)$. The PDF is found by solving the corresponding Smoluchowski diffusion equation. We derive the…
We introduce numerical methods for simulating the diffusive motion of rigid bodies of arbitrary shape immersed in a viscous fluid. We parameterize the orientation of the bodies using normalized quaternions, which are numerically robust,…
We present an innovating sensitivity analysis for stochastic differential equations: We study the sensitivity, when the Hurst parameter~$H$ of the driving fractional Brownian motion tends to the pure Brownian value, of probability…
We consider the model of Brownian motion indexed by the Brownian tree, which has appeared in a variety of different contexts in probability, statistical physics and combinatorics. For this model, the total occupation measure is known to…
We perform extended numerical simulation of the dynamics of dry friction, based on a model derived from the phenomenological description proposed by T. Baumberger et al.. In the case of small deviation from the steady sliding motion, the…
One century after Einstein's work, Brownian Motion still remains both a fundamental open issue and a continous source of inspiration for many areas of natural sciences. We first present a discussion about stochastic and deterministic…
We have directly observed short-time stress propagation in viscoelastic fluids using two optically trapped particles and a fast interferometric particle-tracking technique. We have done this both by recording correlations in the thermal…
Using the Onsager-Machlup functional integral approach, we obtain the work distribution function and the distribution of the dissipated heat of a Brownian particle subjected to a confining harmonic potential and an oscillatory driving…
We calculate the effective long-term convective velocity and dispersive motion of an ellipsoidal Brownian particle in three dimensions when it is subjected to a constant external force. This long-term motion results as a "net" average…
This paper constructs and analyzes a model for the dynamic frictional contact between a viscoelastic body and a moving foundation. The contact involves wear of the contacting surface and the diffusion of the wear debris. The relationships…