Related papers: Reflecting a Langevin Process at an Absorbing Boun…
A particle subject to a white noise external forcing moves like a Langevin process. Consider now that the particle is reflected at a boundary which restores a portion c of the incoming speed at each bounce. For c strictly smaller than the…
It was shown recently that a Langevin process can be reflected at an energy absorbing boundary. Here, we establish that the law of this reflecting process can be characterized as the unique weak solution to a certain second order stochastic…
Consider a Langevin process, that is an integrated Brownian motion, constrained to stay on the nonnegative half-line by a partially elastic boundary at 0. If the elasticity coefficient of the boundary is greater than or equal to a critical…
We present a simple derivation of the stochastic equation obeyed by the density function for a system of Langevin processes interacting via a pairwise potential. The resulting equation is considerably different from the phenomenological…
Consider a particle which is randomly accelerated by Gaussian white noise on the line segment $0<x<1$ and is absorbed as soon as it reaches $x=0$ or $x=1$. The mean absorption time $T(x,v)$, where $x$ and $v$ denote the initial position and…
Black holes are presumed to have an ideal ability to absorb and keep matter. Whatever comes close to the event horizon, a boundary separating the inside region of a black hole from the outside world, inevitably goes in and remains inside…
The properties of the thermal force driving micron particles in incompressible fluids are studied within the hydrodynamic theory of the Brownian motion. It is shown that the assumption used for the hydrodynamic Langevin equation in its…
The phenomena of subdiffusion are widely observed in physical and biological systems. To investigate the effects of external potentials, say, harmonic potential, linear potential, and time dependent force, we study the subdiffusion…
We investigate anomalous diffusion processes governed by the fractional Langevin equation and confined to a finite or semi-infinite interval by reflecting potential barriers. As the random and damping forces in the fractional Langevin…
Reflection of a normal incident matter wave by a perfectly reflecting wall moving with a constant velocity is investigated. A surprising phenomenon is found-that if the the wall moves faster than the phase velocity of the incident wave,…
We solve the generalized Langevin equation driven by a stochastic force with power-law autocorrelation function. A stationary Markov process has been applied as a model of the noise. However, the resulting velocity variance does not…
We discuss how to derive a Langevin equation (LE) in non standard systems, i.e. when the kinetic part of the Hamiltonian is not the usual quadratic function. This generalization allows to consider also cases with negative absolute…
Black holes are capable of reflection: there is a finite probability for any particle that approaches the event horizon to bounce back. The albedo of the black hole depends on its temperature and the energy of the incoming particle. The…
A random multiplicative process with additive noise is described by a Langevin equation. We show that the fluctuation-dissipation relation is satisfied in the Langevin model, if the noise strength is not so strong.
We consider a particle which is randomly accelerated by Gaussian white noise on the line 0<x<1, with absorbing boundaries at x=0,1. Denoting the initial position and velocity of the particle by x_0 and v_0 and solving a Fokker-Planck type…
A perfectly reflecting accelerating boundary produces thermal emission to an observer at $\mathscr{I}_L^+$ and a finite amount of energy to an observer at $\mathscr{I}_R^+$ by asymptotically traveling to the speed of light without an…
We ascertain the diffusively scaled limit of a periodic Lorentz process in a strip with an almost reflecting wall at the origin. Here, almost reflecting means that the wall contains a small hole waning in time. The limiting process is a…
Reflection and refraction of light can be used to trap small dielectric particles in the geometrical optics regime. Absorption of light is usually neglected in theoretical calculations, but it is known that it occurs in the optical trapping…
We present a comparison of three different types of Langevin equation exhibiting absorbing states: the Langevin equation defining the Reggeon field theory, one with multiplicative noise, and a third type in which the noise is complex. Each…
Colloidal particles that experience perfectly elastic collisions can be modelled using Langevin processes with specular reflection conditions. The article presents a discretisation scheme and offers a conjecture for the rate of convergence…