相关论文: Brownian Motion, "Diverse and Undulating"
We outline a reduction scheme for a class of Brownian dynamics which leads to meaningful corrections to the Smoluchowski equation in the overdamped regime. The mobility coefficient of the reduced dynamics is obtained by exploiting the…
Newtonian and Scrodinger dynamics can be formulated in a physically meaningful way within the same Hilbert space framework. This fact was recently used to discover an unexpected relation between classical and quantum motions that goes…
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…
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 propose new copulae to model the dependence between two Brownian motions and to control the distribution of their difference. Our approach is based on the copula between the Brownian motion and its reflection. We show that the class of…
Ornstein and Shields (Advances in Math., 10:143-146, 1973) proved that Brownian motion reflected on a bounded region is an infinite entropy Bernoulli flow and thus Ornstein theory yielded the existence of a measure-preserving isomorphism…
We establish an invariance principle connecting boundary random walks on $\mathbb N$ with Feller's Brownian motions on $[0,\infty)$. A Feller's Brownian motion is a Feller process on $[0,\infty)$ whose excursions away from the boundary $0$…
Based upon the Smoluchowski equation on curved manifolds three physical observables are considered for the Brownian displacement, namely, geodesic displacement, $s$, Euclidean displacement, $\delta{\bf R}$, and projected displacement…
We present results from a series of experiments on a granular medium sheared in a Couette geometry and show that their statistical properties can be computed in a quantitative way from the assumption that the resultant from the set of…
Using extensive numerical studies we demonstrate that absolute negative mobility of a Brownian particle (i.e. the net motion into the direction opposite to a constant biasing force acting around zero bias) does coexist with anomalous…
We give an exact solution to the generalized Langevin equation of motion of a charged Brownian particle in a uniform magnetic field that is driven internally by an exponentially-correlated stochastic force. A strong dissipation regime is…
Fractional Brownian motion, a stochastic process with long-time correlations between its increments, is a prototypical model for anomalous diffusion. We analyze fractional Brownian motion in the presence of a reflecting wall by means of…
The purpose of this note is to collect in one place a few results about simple random walk and Brownian motion which are often useful. These include standard results such as Beurling estimates, large deviation estimates, and a method for…
It has long been recognized that the dynamics of linear quantum systems is classical in the Wigner representation. Yet many conceptually important linear problems are typically analyzed using such generally applicable techniques as…
Elastic confinements are an important component of many biological systems and dictate the transport properties of suspended particles under flow. In this chapter, we review the Brownian motion of a particle moving in the vicinity of a…
The signature of Brownian motion in $\mathbb{R}^{d}$ over a running time interval $[0,T]$ is the collection of all iterated Stratonovich path integrals along the Brownian motion. We show that, in dimension $d\geq 2$, almost all Brownian…
We consider classical particles coupled to the quantized electromagnetic field in the background of a spatially flat Robertson-Walker universe. We find that these particles typically undergo Brownian motion and acquire a non-zero mean…
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 present a study of the distance between a Brownian motion and a submanifold of a complete Riemannian manifold. We include a variety of results, including an inequality for the Laplacian of the distance function derived from a Jacobian…
Brownian motion is a universal characteristic of colloidal particles embedded in a host medium, and it is the fingerprint of molecular transport or diffusion, a generic feature of relevance not only in Physics but also in several branches…