相关论文: Physical Brownian motion in magnetic field as roug…

The theory of quantum Brownian motion describes the properties of a large class of open quantum systems. Nonetheless, its description in terms of a Born-Markov master equation, widely used in the literature, is known to violate the…

The motion of particles in random potentials occurs in several natural phenomena ranging from the mobility of organelles within a biological cell to the diffusion of stars within a galaxy. A Brownian particle moving in the random optical…

We construct a stochastic process, called the Liouville Brownian motion, which is the Brownian motion associated to the metric $e^{\gamma X(z)}\,dz^2$, $\gamma<\gamma_c=2$ and $X$ is a Gaussian Free Field. Such a process is conjectured to…

The effects of Brownian motion on particle interactions with heterogeneous collectors are evaluated by adding stochastic Brownian displacements to the particle trajectories and comparing those trajectories to those where Brownian motion is…

We derive explicit forms of Markovian transition probability densities for the velocity space, phase-space and the Smoluchowski configuration-space Brownian motion of a charged particle in a constant magnetic field. By invoking a…

We study the small mass limit of the equation describing planar motion of a charged particle of a small mass $\mu$ in a force field, containing a magnetic component, perturbed by a stochastic term. We regularize the problem by adding a…

Although nuclear fission can be understood qualitatively as an evolution of the nuclear shape, a quantitative description has proven to be very elusive. In particular, until now, there exists no model with demonstrated predictive power for…

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…

We consider a stochastic differential equation involving standard and fractional Brownian motion with unknown drift parameter to be estimated. We investigate the standard maximum likelihood estimate of the drift parameter, two non-standard…

The free multiplicative Brownian motion $b_{t}$ is the large-$N$ limit of the Brownian motion on $\mathsf{GL}(N;\mathbb{C}),$ in the sense of $\ast $-distributions. The natural candidate for the large-$N$ limit of the empirical distribution…

The dynamical evolution of a Brownian particle in an inhomogeneous medium with spatially varying friction and temperature field is important to understand conceptually. It requires to address the basic problem of relative stability of…

A theory of Brownian motion is presented for an assembly of vortices. The attempt is motivated by a realization of Dyson' Coulomb gas in the context of quantum condensates. By starting with the time-dependent Landau-Ginzburg (LG) theory,…

We present a modified Brownian motion model for random matrices where the eigenvalues (or levels) of a random matrix evolve in "time" in such a way that they never cross each other's path. Also, owing to the exact integrability of the level…

Let $D_N$ be the set of points around which a planar Brownian motion winds at least $N$ times. We prove that the random measure on the plane with density $2 \pi N 1_{D_N}$ with respect to the Lebesgue measure converges almost surely weakly,…

The interest in the concept of entropic forces has risen considerably since E. Verlinde proposed to interpret the force in Newton s second law and Gravity as entropic forces [1]. Brownian motion, the motion of a small particle (pollen)…

Brownian motion in confinement and at interfaces is a canonical situation, encountered from fundamental biophysics to nanoscale engineering. Using the Lorenz-Mie framework, we optically record the thermally-induced tridimensional…

Ornstein-Uhlenbeck process of bounded variation is introduced as a solution of an analogue of the Langevin equation with an integrated telegraph process replacing a Brownian motion. There is an interval $I$ such that the process starting…

We study the so-called multi-mixed fractional Brownian motions (mmfBm) and multi-mixed fractional Ornstein--Ulhenbeck (mmfOU) processes. These processes are constructed by mixing by superimposing (infinitely many) independent fractional…

We study normal diffusive and subdiffusive processes in a harmonic potential (Ornstein-Uhlenbeck process) on a uniformly growing/contracting domain. Our starting point is a recently derived fractional Fokker-Planck equation, which covers…

We consider a single Brownian particle in a spatially symmetric, periodic system far from thermal equilibrium. This setup can be readily realized experimentally. Upon application of an external static force F, the average particle velocity…