相关论文: Mean square winding angle of Brownian motion aroun…
The paper is concerned with the problem on rolling of a homogeneous ball on an arbitrary surface. New cases when the problem is solved by quadratures are presented. The paper also indicates a special case when an additional integral and…
We study the convex hull of planar Brownian motion run until the exit time from the unit disk. Our primary objective is to compute the expected perimeter of this convex hull, thereby complementing recent results on the convex hull of…
We study some finite time transport properties of isotropic Brownian flows. Under a certain nondegeneracy condition on the potential spectral measure, we prove that uniform shrinking or expansion of balls under the flow over some bounded…
We study the second-order asymptotics around the superdiffusive strong law~\cite{MMW} of a multidimensional driftless diffusion with oblique reflection from the boundary in a generalised parabolic domain. In the unbounded direction we prove…
Starting from a simple animal-biology example, a general, somewhat counter-intuitive property of diffusion random walks is presented. It is shown that for any (non-homogeneous) purely diffusing system, under any isotropic uniform incidence,…
The scaling invariance for chaotic orbits near a transition from unlimited to limited diffusion in a dissipative standard mapping is explained via the analytical solution of the diffusion equation. It gives the probability of observing a…
We study the problem of when a Brownian motion in the unit ball has a positive probability of avoiding a countable collection of spherical obstacles. We give a necessary and sufficient integral condition for such a collection to be…
Diffusion through semipermeable interfaces has a wide range of applications, ranging from molecular transport through biological membranes to reverse osmosis for water purification using artificial membranes. At the single-particle level,…
Turbulent flow around a swept back circular cylinder was investigated experimentally using one or two small sweeping jets emanating tangentially to the surface and orthogonal to the axis of the cylinder creating a yawing moment that…
Mortality introduces an intrinsic time scale into the scale-invariant Brownian motion. This fact has important consequences for different statistics of Brownian motion. Here we are telling three short stories, where spontaneous death, such…
We consider the effective surface motion of a particle that freely diffuses in the bulk and intermittently binds to that surface. From an exact approach we derive various regimes of the effective surface motion characterized by physical…
We consider critical branching Brownian motion with absorption, in which there is initially a single particle at $x > 0$, particles move according to independent one-dimensional Brownian motions with the critical drift of $-\sqrt{2}$, and…
An embedding of the group $\Diff(S^{1})$ of orientation preserving diffeomorphims of the unit circle $S^1$ into an infinite-dimensional symplectic group, $\Sp(\infty)$, is studied. The authors prove that this embedding is not surjective. A…
This paper presents a novel formula for the transition density of the Brownian motion on a sphere of any dimension and discusses an algorithm for the simulation of the increments of the spherical Brownian motion based on this formula. The…
Starting with a Brownian motion, we define and study a novel diffusion process by combining stickiness and oscillation properties. The associated stochastic differential equation, resolvent and semigroup are provided. Also the trivariate…
We study exclusion processes on the integer lattice in which particles change their velocities due to stickiness. Specifically, whenever two or more particles occupy adjacent sites, they stick together for an extended period of time, and…
It has long been conjectured that starting at a generic smooth closed embedded surface in R^3, the mean curvature flow remains smooth until it arrives at a singularity in a neighborhood of which the flow looks like concentric spheres or…
It has been recently suggested that a totally asymmetric exclusion process with two species on an open chain could exhibit spontaneous symmetry breaking in some range of the parameters defining its dynamics. The symmetry breaking is…
In this paper, we consider the area-preserving mean curvature flow with free Neumann boundaries. We show that for a rotationally symmetric $n$-dimensional hypersurface in $\R^{n+1}$ between two parallel hyperplanes will converge to a…
A nonlinear theory of quantum Brownian motion in classical environment is developed based on a thermodynamically enhanced nonlinear Schrodinger equation. The latter is transformed via the Madelung transformation into a nonlinear quantum…