相关论文: Winding of a Brownian particle around a point vort…
A particle diffusing around a point of stable mechanical equilibrium in a static but non-conservative force field enters into a steady state characterized by circulation in the probability flux. Circulation in such a Brownian vortex is not…
We consider a Brownian particle moving on a ring. We study the probability distributions of the total number of turns and the net number of counter-clockwise turns the particle makes till time t. Using a method based on the renewal…
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…
This article reports the modeling of inertial rotational Brownian motion as an Ornstein-Uhlenbeck process evolving on the cotangent bundle of the rotation group, SO(3). The benefit of this approach and the use of a different…
We consider a smooth, rotationally invariant, centered gaussian process in the plane, with arbitrary correlation matrix $C_{t t'}$. We study the winding angle $\phi_t$ around its center. We obtain a closed formula for the variance of the…
An exact formula is derived, as an integral, for the mean square winding angle of Brownian motion (that is, diffusion) after time t, around an infinitely long impenetrable cylinder of radius a, having started at radius R(>a) from the axis.…
We investigate the motion of an inert (massive) particle being impinged from below by a particle performing (reflected) Brownian motion. The velocity of the inert particle increases in proportion to the local time of collisions and…
We define and study the 3-dimensional windings along Brownian paths in the quaternionic Euclidean, projective and hyperbolic spaces. In particular, the asymptotic laws of these windings are shown to be Gaussian for the flat and spherical…
The stationary radial distribution, $P(\rho)$, of the random walk with the diffusion coefficient $D$, which winds with the tangential velocity $V$ around the impenetrable disc of radius $R$ for $R\gg 1$ converges to the distribution…
We study analytically and numerically the winding of directed polymers of length $t$ around each other or around a rod. Unconfined polymers in pure media have exponentially decaying winding angle distributions, the decay constant depending…
The kinetics of a granular planar rotator with a fixed center undergoing inelastic collisions with bath particles is analyzed both numerically and analytically by means of the Boltzmann equation. The angular velocity distribution evolves…
We consider Brownian particles immersed in the fluid which flow is turbulent. We study the limit where the particles' inertia is weak and their velocity relaxes fast to the velocity of the flow. The trajectories of the particles in this…
We study the diffusion of Brownian particles on the surface of a sphere and compute the distribution of solid angles enclosed by the diffusing particles. This function describes the distribution of geometric phases in two state quantum…
We obtain a formula for the density of the winding number of planar Brownian motion around the origin, and deduce from it asymptotic expansions in inverse powers of the logarithm of the squared time, explicit in the angular variable. In…
We consider the model of branching Brownian motion with a single catalytic point at the origin and binary branching. We establish some fine results for the asymptotic behaviour of the numbers of particles travelling at different speeds and…
We study analytically the asymptotic behaviour of the average probability P(n,t) for the trajectory of a 2D Brownian particle wandering in the presence of randomly distributed traps to wind n times around a given point after a time t. It is…
We analyze the frictionless motion of a point-like particle that slides under gravity on an inverted conical surface. This motion is studied for arbitrary initial conditions and a general relation, valid within 13%, between the periods of…
We analyze a system of stochastic differential equations describing the joint motion of a massive (inert) particle in a viscous fluid in the presence of a gravitational field and a Brownian particle impinging on it from below, which…
A general kind of Brownian vortexes are demonstrated by applying an external nonconservative force field to a colloidal particle bound by a conservative optical trapping force at a liquid-air interface. As the liquid medium is translated at…
The problem of a bouncing ball on a non-planar surface is investigated. We discovered that surface undulation adds a horizontal component to the impact force, which acquires a random character. Some aspects of Brownian motion are found in…