Related papers: Functionals of the Brownian motion, localization a…
Brownian motions on a metric graph are defined, their Feller property is proved, and their generators are characterized. This yields a version of Feller's theorem for metric graphs.
We study interacting systems of linear Brownian motions whose drift vector at every time point is determined by the relative ranks of the coordinate processes at that time. Our main objective has been to study the long range behavior of the…
Stochastic process exhibiting power-law slopes in the frequency domain are frequently well modeled by fractional Brownian motion (fBm). In particular, the spectral slope at high frequencies is associated with the degree of small-scale…
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…
Contraction properties of transport maps between probability measures play an important role in the theory of functional inequalities. The actual construction of such maps, however, is a non-trivial task and, so far, relies mostly on the…
The motion of a quantum particle hopping on a simple cubic lattice under the influence of thermal noise and of a static random potential is expected to be diffusive, i.e., the particle is expected to exhibit `quantum Brownian motion', no…
In this paper we investigate the Quantum Brownian motion of a point particle induced by quantum vacuum fluctuations of a massless scalar field in (3 + 1)-dimensional Minkowski spacetime with distinct conditions (Dirichlet, Neumann, mixed…
We construct a Brownian motion on complex partial flag manifolds with blocks of equal size as a matrix-valued diffusion from a Brownian motion on the unitary group. This construction leads to an explicit expression for the characteristic…
Quantum Brownian motion in the strong friction limit is studied based on the exact path integral formulation of dissipative systems. In this limit the time-nonlocal reduced dynamics can be cast into an effective equation of motion, the…
The diffusive motion of overdamped Brownian particles in tilted piecewise linear pontentials is considered. It is shown that the enhancement of diffusion coefficient by an external static force is quite sensitive to the symmetry of periodic…
Branching flow -- a phenomenon known for steady wave propagation in two-dimensional weak correlated random potential is also present in the time-dependent Schr\"odinger equation for a single particle in one dimension, moving in a…
The problem of Brownian motion in a periodic potential, under the influence of external forcing, which is either random or periodic in time, is studied in this paper. Multiscale techniques are used to derive general formulae for the steady…
We report a theoretical study of an overdamped Brownian particle dynamics in the presence of both a spatially modulated one-dimensional periodic potential and a periodic alternating force (AF). As the periodic potential has a low symmetry…
Brownian motion in confinement and at interfaces is a canonical situation, encountered from fundamental biophysics to nanoscale engineering. Using the Lorenz-Mie framework, we optically record the thermally-induced tridimensional…
We investigate the Brownian diffusion of particles in one spatial dimension and in the presence of finite regions within which particles can either evaporate or be reset to a given location. For open boundary conditions, we highlight the…
The transport properties of a spherical active Brownian particle in a periodic potential under heavy damping are considered. The self-propelled particle is subjected to the asymmetric potential, detailed balance is lost and the particles…
We investigate the effect of inertia on barrierless electronic reactions in solution by suggesting and examining different probability distribution functions (PDF) of relevant Brownian functionals associated with the lifetime and reactivity…
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…
We briefly go through the problem of the quantum description of Brownian motion, concentrating on recent results about the connection between dynamics of the particle and dynamic structure factor of the medium.
We consider the dynamics of a quantum particle in a one-dimensional periodic potential (lattice) under the action of a static and time-periodic field. The analysis is based on a nearest-neighbor tight-binding model which allows a convenient…