Related papers: Brownian motion exhibiting absolute negative mobil…
We investigate the Brownian motion of a charged particle in a magnetic field. We study this in the high temperature classical and low temperature quantum domains. In both domains, we observe a transition of the mean square displacement from…
Nonergodic Brownian motion is elucidated within the framework of the generalized Langevin equation. For thermal noise yielding either a vanishing or a divergent zero-frequency friction strength, the non-Markovian Browninan dynamics exhibits…
Tracking a real trajectory of a quantum particle still has been treated as the interpretation problem. It shall be expressed by a Brownian (stochastic) motion suggested by E. Nelson, however, the well-defined mechanism of field generation…
Brownian motion of an array of harmonically coupled particles subject to a periodic substrate potential and driven by an external bias is investigated. In the linear response limit (small bias), the coupling between particles may enhance…
We show that with probability 1, the trace B[0,1] of Brownian motion in space, has positive capacity with respect to exactly the same kernels as the unit square. More precisely, the energy of occupation measure on B[0,1] in the kernel…
The average current of an overdamped Brownian particle moving along the axis of a three-dimensional periodic tube is investigated in the presence of a symmetric potential and a temporally symmetric unbiased external force. Reduction of the…
We study a modification of the fractional analogue of the Brownian meander, which is Brownian motion conditioned to be positive on the time interval ${[0,1]}$. More precisely, we determine the weak limit of a fractional Brownian motion…
We present a perspective of simple models of nonequilibrium directed transport described in terms of a Langevin equation formalism. We consider a Brownian particle under various circumstances and driven by thermal (equilibrium) and…
We consider a bound system of charged particles moving in an external electromagnetic field, including leading relativistic corrections. The difference from the point particle with a magnetic moment comes from the presence of…
We study the effect of a power law drift on Brownian motion in the positive half-line, where the order of the drift at 0 and infinity is different.
We consider Brownian particles with the ability to take up energy from the environment, to store it in an internal depot, and to convert internal energy into kinetic energy of motion. Provided a supercritical supply of energy, these…
Rough volatility models are becoming increasingly popular in quantitative finance. In this framework, one considers that the behavior of the log-volatility process of a financial asset is close to that of a fractional Brownian motion with…
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…
The force acting on a test particle moving around a body that is gravitating and emitting electromagnetic radiation at the same time is computed up to the second order in $1/c$, and the shift of perihelion is found. The total shift is…
The binary branching Brownian motion in the boundary case is a particle system on the real line behaving as follows. It starts with a unique particle positioned at the origin at time $0$. The particle moves according to a Brownian motion…
We consider a two-dimensional model system of Brownian particles in which slow particles are accelerated while fast particles are damped. The motion of the individual particles are described by a Langevin equation with Rayleigh-Helmholtz…
Consider a system of Brownian particles on the real line where each pair of particles coalesces at a certain rate according to their intersection local time. Assume that there are infinitely many initial particles in the system. We give a…
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…
The Klein-Kramers equation, governing the Brownian motion of a classical particle in quantum environment under the action of an arbitrary external potential, is derived. Quantum temperature and friction operators are introduced and at large…
We show a completely analytical approach to the decoherence induced by a zero temperature environment on a Brownian test particle. We consider an Omhic environment bilinearly coupled to an oscillator and compute the master equation. From…