Related papers: Functionals of the Brownian motion, localization a…
We consider a one-dimensional model of localization based on the Witten Hamiltonian of supersymmetric quantum mechanics. The low energy spectral properties are reviewed and compared with those of other models with off-diagonal disorder.…
Classical diffusion in a random medium involves an exponential functional of Brownian motion. This functional also appears in the study of Brownian diffusion on a Riemann surface of constant negative curvature. We analyse in detail this…
Functionals of Brownian motion have diverse applications in physics, mathematics, and other fields. The probability density function (PDF) of Brownian functionals satisfies the Feynman-Kac formula, which is a Schrodinger equation in…
Fractional Brownian motion is a Gaussian stochastic process with stationary, long-time correlated increments and is frequently used to model anomalous diffusion processes. We study numerically fractional Brownian motion confined to a finite…
The Brownian motion of a test particle interacting with a quantum scalar field in the presence of a perfectly reflecting boundary is studied in (1 + 1)-dimensional flat spacetime. Particularly, the expressions for dispersions in velocity…
The motion of particles in random potentials occurs in several natural phenomena ranging from the mobility of organelles within a biological cell to the diffusion of stars within a galaxy. A Brownian particle moving in the random optical…
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…
We consider overdamped Brownian dynamics in a periodic potential with temporally oscillating amplitude. We analyze the transport which shows effective diffusion enhanced by the oscillations and derive approximate expressions for the…
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…
We consider Brownian particles immersed in the fluid which flow is turbulent. We study the limit where the particles' inertia is weak and their velocity relaxes fast to the velocity of the flow. The trajectories of the particles in this…
We consider the motion of a particle governed by a weakly random Hamiltonian flow. We identify temporal and spatial scales on which the particle trajectory converges to a spatial Brownian motion. The main technical issue in the proof is to…
We derive backward and forward fractional Schr\"odinger type of equations for the distribution of functionals of the path of a particle undergoing anomalous diffusion. Fractional substantial derivatives introduced by Friedrich and…
We investigate the bounds between normal or anomalous effective diffusion for inertial particles transported by parallel flows. The infrared behavior of the fluid kinetic-energy spectrum, i.e. the possible presence of long-range…
This is a brief review on Brownian functionals in one dimension and their various applications, a contribution to the special issue ``The Legacy of Albert Einstein" of Current Science. After a brief description of Einstein's original…
We present a formalism for obtaining the statistical properties of functionals and inverse functionals of the paths of a particle diffusing in a one-dimensional quenched random potential. We demonstrate the implementation of the formalism…
We discuss a family of time-inhomogeneous two-dimensional diffusions, defined over a finite time interval $[0,T]$, having transition density functions that are expressible in terms of the integral kernels for negative exponentials of the…
We investigate the transport of Brownian particles in a two-dimensional potential under the action of a uniform external force. The potential is periodic in one direction and confines the particle to a narrow channel of varying…
Motivated by subdiffusive motion of bio-molecules observed in living cells we study the stochastic properties of a non-Brownian particle whose motion is governed by either fractional Brownian motion or the fractional Langevin equation and…
We consider the motion of an underdamped Brownian particle in a tilted periodic potential in a wide temperature range. Based on the previous data [1] and the new simulation results we show that the underdamped motion of particles in…
Properties of transport of molecular motors are investigated. A simplified model based on the concept of Brownian ratchets is applied. We analyze a stochastic equation of motion by means of numerical methods. The transport is systematically…