Related papers: Brownian Motion after Einstein: Some new applicati…
The mathematical formulation of the model for molecular movement of single motor proteins driven by cyclic biochemical reactions in an aqueous environment leads to a drifted Brownian motion characterized by coupled diffusion equations. In…
This article introduces a novel construction of the two-dimensional fractional Brownian motion (2D fBm) with dependent components. Unlike similar models discussed in the literature, our approach uniquely accommodates the full range of model…
Brownian ratchet has emerged as a promising tool for understanding motion mechanism of molecules and proteins, and dynamically manipulating particles in non-equilibrium thermodynamics state. Here, we propose and experimentally demonstrate a…
We obtain the uniform convergence rate for the Gaussian fluctuation of the radial part of the Brownian motion on a hyperbolic space. We also show that this result is sharp if the dimension of the hyperbolic space is two or general odd. Our…
This paper presents a novel formula for the transition density of the Brownian motion on a sphere of any dimension and discusses an algorithm for the simulation of the increments of the spherical Brownian motion based on this formula. The…
We propose new equations of motion under the theory of the Brownian motion to connect the states of quantum, diffusion, soliton, and periodic localization. The new equations are nothing but the classical equations of motion with two…
Considering the paradigmatic driven Brownian motion, we perform extensive numerical analysis on the performance of optimal linear-response processes far from equilibrium. We focus on the overdamped regime where exact optimal processes are…
Brownian motors are devices which "rectify" Brownian motion, i.e. they can generate a current of particles out of unbiased fluctuations. Brownian motors are important for the understanding of molecular motors, and are also promising for the…
Stiff forces, which bind objects together or otherwise confine motion, are found widely in soft-matter systems - colloids with short range attractions, ligand-receptor contacts, particles in optical traps, fibres that resist stretching,…
We describe a two-dimensional model for active particles whose self-propulsion speed is not fixed, but varies in time, and whose motion is subject to both translational and rotational diffusion. In the conventional treatment of active…
It has been conjectured since the work of Lalley and Sellke (1987) that the branching Brownian motion seen from its tip (e.g. from its rightmost particle) converges to an invariant point process. Very recently, it emerged that this can be…
We study the problem of optimal approximation of a fractional Brownian motion by martingales. We prove that there exist a unique martingale closest to fractional Brownian motion in a specific sense. It shown that this martingale has a…
We provide a rigorous derivation of the brownian motion as the limit of a deterministic system of hard-spheres as the number of particles $N$ goes to infinity and their diameter $\varepsilon$ simultaneously goes to $0$, in the fast…
Stochastic integration w.r.t. fractional Brownian motion (fBm) has raised strong interest in recent years, motivated in particular by applications in finance and Internet traffic modelling. Since fBm is not a semi-martingale, stochastic…
In active Brownian motion, an internal propulsion mechanism interacts with translational and rotational thermal noise and other internal fluctuations to produce directed motion. We derive the distribution of its extreme fluctuations and…
We characterize throughout the spectral range of an optical trap the nature of the noise at play and the ergodic properties of the corresponding Brownian motion of an overdamped trapped single microsphere, comparing experimental, analytical…
We stress the relevance of the two features of translational invariance and atomic nature of the gas in the quantum description of the motion of a massive test particle in a gas, corresponding to the original picture of Einstein used in the…
A mechanical model was developed to describe the behaviour of a device able to transform vibrations into rotations, named Vibrot. The theoretical model, developed in the newtonian formulation of mechanics, was able to reproduce…
We survey existing results concerning the study in small times of the density of the solution of a rough differential equation driven by fractional Brownian motions. We also slightly improve existing results and discuss some possible…
We study the motion of an inertial particle in a fractional Gaussian random field. The motion of the particle is described by Newton's second law, where the force is proportional to the difference between a background fluid velocity and the…