Related papers: Analytic solution for Brownian motion in three dim…
Numerical solutions of a non-Fickian diffusion equation belonging to a hyperbolic type are presented in one space dimension. The Brownian particle modelled by this diffusion equation is subjected to a symmetric periodic potential whose…
We discuss the escape rate of the Brownian motion on a hyperbolic space. We point out that the escape rate is determined by using the Brownian expression of the radial part and a generalized Kolmogorov's test for the one dimensional…
Motion of a classical particle in 3-dimensional Lobachevsky and Riemann spaces is studied in the presence of an external magnetic field which is analogous to a constant uniform magnetic field in Euclidean space. In both cases three…
In this paper, we study the defocusing cubic Schr\"{o}dinger equation on three dimensional hyperbolic space $\mathbb{H}^3$ with radial initial data in the Sobolev Space $H^s(0<s<1)$. Our main result is that the initial value problem is…
Brownian motion of free particles on curved surfaces is studied by means of the Langevin equation written in Riemann normal coordinates. In the diffusive regime we find the same physical behavior as the one described by the diffusion…
We extend the analysis of a thermal Brownian motor reported in Phys. Rev. Lett. 93, 090601 (2004) by C. Van den Broeck, R. Kawai, and P. Meurs to a three-dimensional configuration. We calculate the friction coefficient, diffusion…
This study handles spatial three-dimensional solution of the nonlinear diffusion equation without particular initial conditions. The functional behavior of the equation and the concentration have been studied in new ways. An auxiliary…
We study motion of a relativistic particle in the 3-dimensional Lobachevsky space in the presence of an external magnetic field which is analogous to a constant uniform magnetic field in the Euclidean space. Three integrals of motion are…
This paper investigates solutions of hyperbolic diffusion equations in $\mathbb{R}^3$ with random initial conditions. The solutions are given as spatial-temporal random fields. Their restrictions to the unit sphere $S^2$ are studied. All…
For Brownian motion in a (two-dimensional) wedge with negative drift and oblique reflection on the axes, we derive an explicit formula for the Laplace transform of its stationary distribution (when it exists), in terms of Cauchy integrals…
Stimulated by experimental progress in high energy physics and astrophysics, the unification of relativistic and stochastic concepts has re-attracted considerable interest during the past decade. Focusing on the framework of special…
We study one-dimensional linear hyperbolic systems with $L^{\infty}$-coefficients subjected to periodic conditions in time and reflection boundary conditions in space. We derive a priori estimates and give an operator representation of…
There are constructed exact solutions of the quantum-mechanical Dirac equation for a spin S=1/2 particle in Riemannian space of constant negative curvature, hyperbolic Lobachevsky space, in presence of an external magnetic field, analogue…
To describe large momentum distributions of charged particles observed at RHIC, a diffusion equation in the three dimensional hyperbolic space is introduced.
Brownian dynamics is a popular fine-grained method for simulating systems of interacting particles, such as chemical reactions. Though the method is simple to simulate, it is generally assumed that the dynamics is impossible to solve…
Overdamped Brownian motion of a self-propelled particle is studied by solving the Langevin equation analytically. On top of translational and rotational diffusion, in the context of the presented model, the "active" particle is driven along…
The dynamical evolution of a Brownian particle in an inhomogeneous medium with spatially varying friction and temperature field is important to understand conceptually. It requires to address the basic problem of relative stability of…
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…
Consider the motion of a Brownian particle in three dimensions, whose two spatial coordinates are standard Brownian motions with zero drift, and the remaining (unknown) spatial coordinate is a standard Brownian motion with a non-zero drift.…
The diffusion equation is the primary tool to study the movement dynamics of a free Brownian particle, but when spatial heterogeneities in the form of permeable interfaces are present, no fundamental equation has been derived. Here we…