Related papers: Brownian Motion in Gravitationally-Interacting Sys…
We consider interacting systems particle driven by i.i.d. fractional Brownian motions, subject to irregular, possibly distributional, pairwise interactions. We show propagation of chaos and mean field convergence to the law of the…
We have considered the underdamped motion of a Brownian particle in the presence of a correlated external random force. The force is modeled by an Ornstein-Uhlenbeck process. We investigate the fluctuations of the work done by the external…
Using Brownian vibrators, we conducted a study on the structures and dynamics of quasi-2d granular materials with packing fractions ($\phi$) ranging from 0.111 to 0.832. Our observations revealed a remarkable large-scale collective motion…
The Brownian motion of a charged test particle caused by quantum electromagnetic vacuum fluctuations between two perfectly conducting plates is examined and the mean squared fluctuations in the velocity and position of the test particle are…
Several physical models have recently been proposed to obtain unidirectional motion of an overdamped Brownian particle in a periodic potential system. The asymmetric ratchetlike form of the periodic potential and the presence of correlated…
We investigate Brownian motions of a particle coupled to vacuum fluctuations of a quantum field. The Unruh effect predicts that an observer in an accelerated motion sees the Minkowski vacuum as thermally excited. This addresses the problem…
Active and diffusive motion in Brownian particles are regularly observed in fluidic environments, albeit at different time scales. Here, we experimentally study the dynamics of highly asymmetric microclusters trapped in air employing…
We derive the distribution of particle currents for a system of interacting active Brownian particles in the long time limit using large deviation theory and a weighted many body expansion. We find the distribution is non-Gaussian, except…
Spectral formation in steady state, spherical accretion onto neutron stars and black holes is examined by solving numerically and analytically the equation of radiative transfer. The photons escape diffusively and their energy gains come…
The condition of thermal equilibrium simplifies the theoretical treatment of fluctuations as found in the celebrated Einstein's relation between mobility and diffusivity for Brownian motion. Several recent theories relax the hypothesis of…
Statistical properties of Brownian motion that arise by analyzing, separately, trajectories over which the system energy increases (upside) or decreases (downside) with respect to a threshold energy level, are derived. This selective…
A diffusion equation for a black hole is derived from the Bunster-Carlip equations. Its solution has the standard form of a Gaussian distribution. The second moment of the distribution determines the quantum of black hole area. The entropy…
This work provides, at lower order, general analytical solutions for the orbital separation, merging time, and orbital frequency of binary systems emitting gravitational waves while being submitted to mass variations. Specific features,…
Fractional Brownian motion, a stochastic process with long-time correlations between its increments, is a prototypical model for anomalous diffusion. We analyze fractional Brownian motion in the presence of a reflecting wall by means of…
Using Brownian vibrators, where single particles can undergo Brownian motion under vibration, we experimentally investigated self-organized structures and dynamics of quasi-two-dimensional (quasi-2d) granular materials with volume fractions…
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 present a detailed study of a simple quantum stochastic process, the quantum phase space Brownian motion, which we obtain as the Markovian limit of a simple model of open quantum system. We show that this physical description of the…
We present a numerical method that consistently implements thermal fluctuations and hydrodynamic interactions to the motion of Brownian particles dispersed in incompressible host fluids. In this method, the thermal fluctuations are…
Consider an multidimensional obliquely reflected Brownian motion in the positive orthant, or, more generally, in a convex polyhedral cone. We find sufficient conditions for existence of a stationary distribution and convergence to this…
We consider Brownian motions with one-sided collisions, meaning that each particle is reflected at its right neighbour. For a finite number of particles a Sch\"{u}tz-type formula is derived for the transition probability. We investigate an…