Related papers: Brownian Motion after Einstein: Some new applicati…
The study of neutrino interactions has recently experienced a renaissance, motivated by the fact that neutrino oscillation experiments depend critically on an accurate models of neutrino interactions. These models have to predict not only…
A generalized Einstein relation is studied for Brownian motion in a tilted potential. The exact form of the diffusion constant of the Brownian motion is compared with the generalized Einstein relation. The generalized Einstein relation is a…
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…
We present new exact expressions for a class of moments for the geometric Brownian motion, in terms of determinants, obtained using a recurrence relation and combinatorial arguments for the case of a Ito's Wiener process. We then apply the…
We extend the ideas of (Barbour 1990) and use Stein's method to obtain a bound on the distance between a scaled time-changed random walk and a time-changed Brownian Motion. We then apply this result to bound the distance between a…
At the beginning of last century, Gerlach and Lehrer observed the rotational Brownian motion of a very fine wire immersed in an equilibrium environment, a gas. This simple experiment eventually permitted the full development of one of the…
Microgels are soft microparticles that often exhibit thermoresponsiveness and feature a transformation at a critical temperature, referred to as the volume phase transition temperature. The question of whether this transformation occurs as…
The invariance properties of Brownian motion are investigated and revisited within a recent Lie symmetry approach to stochastic differential equations. Some notable properties of the process can be recovered by a related integration by…
We investigated the quality of forecasting of fractional Brownian motion, and new method for estimating of Hurst exponent is validated. Stochastic model of the time series in the form of converted fractional Brownian motion is proposed. The…
To stimulate the intellectual curiosity of elementary school students, we conducted a workshop in distance education aimed at exploring the microscopic world inside a cell. In this workshop, elementary school students motivated to learn…
We study gravitational waves emitted by a binary system of non-spinning bodies in a quasi-circular inspiral within the framework of Einstein-aether theory. In particular, we compute explicitly and analytically the expressions for the…
This work advocates Eulerian motion representation learning over the current standard Lagrangian optical flow model. Eulerian motion is well captured by using phase, as obtained by decomposing the image through a complex-steerable pyramid.…
Motivated by subdiffusive motion of bio-molecules observed in living cells we study the stochastic properties of a non-Brownian particle whose motion is governed by either fractional Brownian motion or the fractional Langevin equation and…
As an extension of isotropic Gaussian random fields and Q-Wiener processes on d-dimensional spheres, isotropic Q-fractional Brownian motion is introduced and sample H\"older regularity in space-time is shown depending on the regularity of…
The system consists of a Brownian particle immersed in a heat bath trapped in optical tweezers with a time-dependent strength acting as an external protocol. In [Phys. Rev. Letts., 98:108301, 2007] the optimal mean work in the overdamped…
We discuss the relationships between some classical representations of the fractional Brownian motion, as a stochastic integral with respect to a standard Brownian motion, or as a series of functions with independent Gaussian coefficients.…
We present here a detailed study of the behaviour of a three dimensional Brownian motor based on cold atoms in a double optical lattice [P. Sjolund et al., Phys. Rev. Lett. 96, 190602 (2006)]. This includes both experiments and numerical…
In this paper we investigate a problem of large deviations for continuous Volterra processes under the influence of model disturbances. More precisely, we study the behavior, in the near future after $T$, of a Volterra process driven by a…
We report on the discovery of a unidirectional continuous orbital motion of a single pair of nanoparticles which occurs spontaneously in room-temperature air and can be manipulated by light. By varying the relative position of two…
Diffusion of small particles is omnipresent in a plentiful number of processes occurring in Nature. As such, it is widely studied and exerted in almost all branches of sciences. It constitutes such a broad and often rather complex subject…