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We present an interesting connection between Brownian motion and magnetism. We use this to determine the distribution of areas enclosed by the path of a particle diffusing on a sphere. In addition, we find a bound on the free energy of an…

Statistical Mechanics · Physics 2007-05-23 Supurna Sinha , Joseph Samuel

Partial duality generalizes the fundamental concept of the geometric dual of an embedded graph. A partial dual is obtained by forming the geometric dual with respect to only a subset of edges. While geometric duality preserves the genus of…

Combinatorics · Mathematics 2013-11-18 Iain Moffatt

We show that plane parabolic flow in a microfluidic channel causes nonmotile helically-shaped bacteria to drift perpendicular to the shear plane. Net drift results from the preferential alignment of helices with streamlines, with a…

Mesoscale and Nanoscale Physics · Physics 2010-04-07 Marcos , Henry C. Fu , Thomas R. Powers , Roman Stocker

We can view Brownian sheet as a sequence of interacting Brownian motions or slices. Here we present a number of results about the slices of the sheet. A common feature of our results is that they exhibit phase transition. In addition, a…

Probability · Mathematics 2007-05-23 Davar Khoshnevisan

The statistics of the diffusive motion of particles often serve as an experimental proxy for their interaction with the environment. However, inferring the physical properties from the observed trajectories is challenging. Inspired by a…

Soft Condensed Matter · Physics 2024-05-29 Amit Federbush , Amit Moscovich , Yohai Bar-Sinai

In this paper, we are interested in the self-similar growth-fragmentation process that shows up when slicing half-space excursions of a $d$-dimensional Brownian motion from hyperplanes. Such a family of processes turns out to be a spatial…

Probability · Mathematics 2023-09-18 William Da Silva , Juan Carlos Pardo

We construct a two-dimensional diffusion process with rank-dependent local drift and dispersion coefficients, and with a full range of patterns of behavior upon collision that range from totally frictionless interaction, to elastic…

Probability · Mathematics 2012-08-24 E. Robert Fernholz , Tomoyuki Ichiba , Ioannis Karatzas

We revise the Levy's construction of Brownian motion as a simple though still rigorous approach to operate with various Gaussian processes. A Brownian path is explicitly constructed as a linear combination of wavelet-based "geometrical…

Statistical Mechanics · Physics 2020-01-03 Denis S. Grebenkov , Dmitry Beliaev , Peter W. Jones

In this article, results have been presented for the two-time correlation functions for a free and a harmonically confined Brownian particle in a simple shear flow. For a free Brownian particle, the motion along the direction of shear…

Soft Condensed Matter · Physics 2018-05-17 D. Chakraborty

We present a new multi-layer peeling technique to cluster points in a metric space. A well-known non-parametric objective is to embed the metric space into a simpler structured metric space such as a line (i.e., Linear Arrangement) or a…

Data Structures and Algorithms · Computer Science 2023-05-03 Yossi Azar , Danny Vainstein

Fractional Brownian motion is a Gaussian process x(t) with zero mean and two-time correlations <x(t)x(s)> ~ t^{2H} + s^{2H} - |t-s|^{2H}, where H, with 0<H<1 is called the Hurst exponent. For H = 1/2, x(t) is a Brownian motion, while for H…

Statistical Mechanics · Physics 2013-05-29 Kay Jörg Wiese , Satya N. Majumdar , Alberto Rosso

We give an explicit construction of the Brownian sphere biased by the distance between two distinguished points, which is based on the Miermont bijection for quadrangulations. We then describe various conditionings of this object, which are…

Probability · Mathematics 2025-11-12 Mathieu Mourichoux

The escape of a Brownian particle over a dichotomously fluctuating barrier is investigated for various shapes of the barrier. The problem of resonant activation is revisited with the attention on the effect of the barrier shape on optimal…

Statistical Mechanics · Physics 2009-11-07 Bartlomiej Dybiec , Ewa Gudowska-Nowak

We study geodesics in the random metric space called the Brownian map, which appears as the scaling limit of large planar maps. In particular, we completely describe geodesics starting from the distinguished point called the root, and we…

Probability · Mathematics 2008-05-30 Jean-Francois Le Gall

Seismogenic plate boundaries are presumed to behave in a similar manner to a densely packed granular medium, where fault and blocks systems rapidly rearrange the distribution of forces within themselves, as particles do in slowly sheared…

A flat membrane with given shape is displayed; two points in the membrane are randomly selected; the probability that the separation between the points have a specified value is sought. A simple method to evaluate the probability density is…

Biological Physics · Physics 2007-05-23 A. F. F. Teixeira

We consider a random planar map $M_n$ which is uniformly distributed over the class of all rooted q-angulations with n faces. We let $\mathbf{m}_n$ be the vertex set of $M_n$, which is equipped with the graph distance $d_\mathrm{gr}$. Both…

Probability · Mathematics 2013-07-26 Jean-François Le Gall

We consider a Brownian motion on the plane with semipermeable membranes on n rays that have a common endpoint in the origin. We obtain the necessary and sufficient conditions for the process to reach the origin and we show that the…

Probability · Mathematics 2009-09-18 Olga V. Aryasova , Andrey Yu. Pilipenko

We discuss the dynamics of a Brownian particle under the influence of a spatially periodic noise strength in one dimension using analytical theory and computer simulations. In the absence of a deterministic force, the Langevin equation can…

Statistical Mechanics · Physics 2022-01-28 Davide Breoni , Ralf Blossey , Hartmut Löwen

A novel approach to account for hard-body interactions in (overdamped) Brownian dynamics simulations is proposed for systems with non-vanishing force fields. The scheme exploits the analytically known transition probability for a Brownian…

Computational Physics · Physics 2012-11-07 Hans Behringer , Ralf Eichhorn