相关论文: Brownian motion meets Riemann curvature

We show that the pointed measured Gromov convergence of the underlying spaces implies (or under some condition, is equivalent to) the weak convergence of Brownian motions under Riemannian Curvature-Dimension (RCD) conditions.

We prove large deviations for $g(t)$-Brownian motion in a complete, evolving Riemannian manifold $M$ with respect to a collection $\{g(t)\}_{t\in [0,1]}$ of Riemannian metrics, smoothly depending on $t$. We show how the large deviations are…

We study a spatial branching model, where the underlying motion is $d$-dimensional ($d\ge1$) Brownian motion and the branching rate is affected by a random collection of reproduction suppressing sets dubbed mild obstacles. The main result…

In recent years it was shown both theoretically and experimentally that in certain systems exhibiting anomalous diffusion the time and ensemble average mean squared displacement are remarkably different. The ensemble average diffusivity is…

Diffusion and rectification of Brownian particles powered by a rotating wheel are numerically investigated in a two-dimensional channel. The nonequilibrium driving comes from the rotating wheel, which can break thermodynamical equilibrium…

We calculate the effective long-term convective velocity and dispersive motion of an ellipsoidal Brownian particle in three dimensions when it is subjected to a constant external force. This long-term motion results as a "net" average…

Learning the distribution of data on Riemannian manifolds is crucial for modeling data from non-Euclidean space, which is required by many applications in diverse scientific fields. Yet, existing generative models on manifolds suffer from…

We compute exactly the mean perimeter and the mean area of the convex hull of a $2$-d Brownian motion of duration $t$ and diffusion constant $D$, in the presence of resetting to the origin at a constant rate $r$. We show that for any $t$,…

The higher dimensional Quantum General Relativity of a Riemannian manifold being an embedded space in a space-time being a Lorentzian manifold is investigated. The model of quantum geometrodynamics, based on the Wheeler-DeWitt equation…

Here we implement microfabricated boomerang particles with unequal arm lengths as a model for non-symmetry particles and study their Brownian motion in a quasi-two dimensional geometry by using high precision single particle motion…

Brownian motion is the perpetual irregular motion exhibited by small particles immersed in a fluid. Such random motion of the particles is produced by statistical fluctuations in the collisions they suffer with the molecules of the…

It is known that the so-called rotation minimizing (RM) frames allow for a simple and elegant characterization of geodesic spherical curves in Euclidean, hyperbolic, and spherical spaces through a certain linear equation involving the…

The purpose of this paper is to provide equations to model the evolution of effective diffusion over a Riemannian fiber bundle (under the hypothesis of infinite diffusion rate along compact fibers). These equations are obtained by…

Zabrodin recently proposed a generalization of Dyson Brownian motion to a setting where the particles are confined to a smooth Jordan curve in the plane. In this paper, we discuss a rigorous construction of such a process on a rectifiable…

The motion of a Brownian particle in the presence of Coulomb friction and an asymmetric spatial potential was evaluated in this study. The system exhibits a ratchet effect, i.e., an average directed motion even in the absence of an external…

In two prior papers of this series, it was proposed that a wavefunction model of a heavy particle and a collection of light particles might generate ``Brownian-Motion-Like" trajectories as well as diffusive motion (displacement proportional…

Some examples of three-dimensional metrics of constant curvature defined by solutions of nonlinear integrable differential equations and their generalizations are constructed. The properties of Riemann extensions of the metrics of constant…

The skew mean curvature flow is an evolution equation for $d$ dimensional ma\-nifolds embedded in $\mathbb{R}^{d+2}$ (or more generally, in a Riemannian manifold). It can be viewed as a Schr\"odinger analogue of the mean curvature flow, or…

We consider scaled Brownian motion (sBm), a random process described by a diffusion equation with explicitly time-dependent diffusion coefficient $D(t) = D_0 t^{\alpha - 1}$ (Batchelor's equation) which, for $\alpha < 1$, is often used for…

A parametric oscillator with damping driven by white noise is studied. The mean square displacement (MSD) in the long-time limit is derived analytically for the case that the static force vanishes, which was not treated in the past work…