Related papers: Partially Reflected Brownian Motion: A Stochastic …
We prove that a stochastic flow of reflected Brownian motions in a smooth multidimensional domain is differentiable with respect to its initial position. The derivative is a linear map represented by a multiplicative functional for…
Very recent experiments have discovered that localized light in strongly absorbing media displays intriguing diffusive phenomena. Here we develop a first-principles theory of light propagation in open media with arbitrary absorption…
It is discussed the limitations of the widely used markovian approximation applied to model the turbulent refractive index in lightwave propagation. It is well-known the index is a passive scalar field. Thus, the actual knowledge about…
This paper investigates the relationship between the geometric properties of a domain and the diffusion dynamics of Brownian motion, with a specific focus on the phenomenon of "trapping" in terms of the behavior of stochastic processes.
The stationary reflected Brownian motion in a three-quarter plane has been rarely analyzed in the probabilistic literature, in comparison with the quarter plane analogue model. In this context, our main result is to prove that the…
In this paper we deal with high-order corrections for the Fractional Derivative approach to anomalous diffusion, in super-diffusive regime, which become relevand whenever one attempts to describe the behavior of particles close to normal…
We briefly review the problem of Brownian motion and describe some intriguing facets. The problem is first treated in its original form as enunciated by Einstein, Langevin, and others. Then, utilizing the problem of Brownian motion as a…
In systems possessing spatial or dynamical symmetry breaking, Brownian motion combined with symmetric external input signals, deterministic or random, alike, can assist directed motion of particles at the submicron scales. In such cases,…
A new fourth partial derivative is introduced for the study of transport dynamics. It is a Lagrangian partial derivative following the path of diffusion, not the path of convection. Use of this derivative decouples the effect of diffusion…
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…
Modeling turbulent flows by a random Fourier decomposition is a classical procedure in order to use simplified models of turbulence in heat transport and other applications. We carefully investigate the Fourier time series of…
In an earlier paper, a randomized load balancing model was studied in a heavy traffic asymptotic regime where the load balancing stream is thin compared to the total arrival stream. It was shown that the limit is given by a system of…
Encounter-based models of diffusion provide a probabilistic framework for analyzing the effects of a partially absorbing reactive surface, in which the probability of absorption depends upon the amount of surface-particle contact time.…
We consider anomalous non-Markovian transport of Brownian particles in viscoelastic fluid-like media with very large but finite macroscopic viscosity under the influence of a constant force field F. The viscoelastic properties of the medium…
We study the Brownian motion of a classical particle in one-dimensional inhomogeneous environments where the transition probabilities follow quasiperiodic or aperiodic distributions. Exploiting an exact correspondence with the…
We establish Talagrand's $T_1$ and $T_2$ inequalities for the law of the solution of a stochastic differential equation driven by a fractional Brownian motion with Hurst parameter $H>1/2$. We use the $L^2$ metric and the uniform metric on…
Noise-assisted transport phenomena highlight the nontrivial interplay between environmental effects and quantum coherence in achieving maximal efficiency. Due to the complexity of biochemical systems and their environments, effective open…
A model for anomalous transport of tracer particles diffusing in complex media in two dimensions is proposed. The model takes into account the characteristics of persistent motion that active bath transfer to the tracer, thus the model…
We consider a problem of statistical estimation of an unknown drift parameter for a stochastic differential equation driven by fractional Brownian motion. Two estimators based on discrete observations of solution to the stochastic…
We introduce numerical methods for simulating the diffusive motion of rigid bodies of arbitrary shape immersed in a viscous fluid. We parameterize the orientation of the bodies using normalized quaternions, which are numerically robust,…