相关论文: Mean square winding angle of Brownian motion aroun…

We study the random metric space called the Brownian plane, which is closely related to the Brownian map and is conjectured to be the universal scaling limit of many discrete random lattices such as the uniform infinite planar…

We study the Brownian motion of a classical particle in one-dimensional inhomogeneous environments where the transition probabilities follow quasiperiodic or aperiodic distributions. Exploiting an exact correspondence with the…

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…

In this article we study the shape of a compact surface of constant mean curvature of Euclidean space whose boundary is contained in a round sphere. We consider the case that the boundary is prescribed or that the surface meets the sphere…

In this paper, we investigate the motion of a neutrally buoyant cylinder of circular or elliptic shape in two dimensional shear flow of a Newtonian fluid by direct numerical simulation. The numerical results are validated by comparisons…

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…

Two-dimensional problem of evanescent wave scattering by dielectric or metallic cylinders near the interface between two dielectric media is solved numerically by boundary integral equations method. A special Green function was proposed to…

Consider a generic triangle in the upper half of the complex plane with one side on the real line. This paper presents a tailored construction of a discrete random walk whose continuum limit is a Brownian motion in the triangle, reflected…

We show in detail some results, outlined in a previous paper regarding the case of Brownian motion (BM), about the distribution of the $n$th-passage time of a one-dimensional diffusion obtained by a space or time transformation of BM,…

In this paper we establish a general form of the isoperimetric inequality for immersed closed curves (possibly non-convex) in the plane under rotational symmetry. As an application we obtain a global existence result for the surface…

We calculate the mean end-to-end distance ($R$) of a self-avoiding polymer encapsulated in an infinitely long cylinder with radius $D$. A self-consistent perturbation theory is used to calculate $R$ as a function of $D$ for impenetrable…

The area swept out under a one-dimensional Brownian motion till its first-passage time is analysed using a backward Fokker-Planck technique. We obtain an exact expression of the area distribution for the zero drift case, and provide various…

Fractional Brownian motion is a Gaussian stochastic process with stationary, long-time correlated increments and is frequently used to model anomalous diffusion processes. We study numerically fractional Brownian motion confined to a finite…

Strong nonlinear effects are known to contribute to the wave run-up caused when a progressive wave impinges on a vertical surface piercing cylinder. The magnitude of the wave run-up is largely dependent on the coupling of the cylinder…

Brownian motion of free particles on curved surfaces is studied by means of the Langevin equation written in Riemann normal coordinates. In the diffusive regime we find the same physical behavior as the one described by the diffusion…

Simultaneous diffusive and inertial motion of Brownian particles in laminar Couette flow is investigated via Lagrangian and Eulerian descriptions to determine the effect of particle inertia on diffusive transport in the long-time. The…

We consider a planar Brownian motion starting from $O$ at time $t=0$ and stopped at $t=1$ and a set $F= \{OI_i ; i=1,2,..., n\}$ of $n$ semi-infinite straight lines emanating from $O$. Denoting by $g$ the last time when $F$ is reached by…

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…

We consider a random walker on a ring, subjected to resetting at Poisson-distributed times to the initial position (the walker takes the shortest path along the ring to the initial position at resetting times). In the case of a Brownian…

We compute the joint distribution of the site and the time at which a $d$-dimensional standard Brownian motion $B_t$ hits the surface of the ball $ U(a) =\{|{\bf x}|<a\}$ for the first time. The asymptotic form of its density is obtained…