相关论文: Trap behaviors for Brownian motions

Brownian dynamics play a key role in understanding the diffusive transport of micro particles in a bounded environment. In geometries containing confining walls, physical laws determine the behavior of the random trajectories at the…

Elastic confinements are an important component of many biological systems and dictate the transport properties of suspended particles under flow. In this chapter, we review the Brownian motion of a particle moving in the vicinity of a…

The Brownian motion of a particle in a harmonic potential, which is simultaneously exposed either to a linear shear flow or to a plane Poiseuille flow is investigated. In the shear plane of both flows the probability distribution of the…

Motivated by subdiffusive motion of bio-molecules observed in living cells we study the stochastic properties of a non-Brownian particle whose motion is governed by either fractional Brownian motion or the fractional Langevin equation and…

The horizontal dynamics of a bouncing ball interacting with an irregular surface is investigated and is found to demonstrate behavior analogous to a random walk. Its stochastic character is substantiated by the calculation of a permutation…

Test modes on turbulent magnetized plasmas are studied taking into account the ion trapping that characterizes the E x B drift in the background turbulence. We show that trappyng provides the physical mechanism for the formation of large…

We investigate piecewise-linear stochastic models as with regards to the probability distribution of functionals of the stochastic processes, a question which occurs frequently in large deviation theory. The functionals that we are looking…

We consider the problem of strong existence and uniqueness of a Brownian motion forced to stay in the quadrant by an electrostatic repulsion from the sides that works obliquely. The results are reminiscent of the study of a Brownian motion…

Diffusive transport of particles or, more generally, small objects is a ubiquitous feature of physical and chemical reaction systems. In configurations containing confining walls or constrictions transport is controlled both by the…

We give a probabilistic representation of a one-dimensional diffusion equation where the solution is discontinuous at $0$ with a jump proportional to its flux. This kind of interface condition is usually seen as a semi-permeable barrier.…

We present an interesting connection between Brownian motion and magnetism. We use this to determine the distribution of areas enclosed by the path of a particle diffusing on a sphere. In addition, we find a bound on the free energy of an…

Statistical properties of Brownian motion that arise by analyzing, separately, trajectories over which the system energy increases (upside) or decreases (downside) with respect to a threshold energy level, are derived. This selective…

We analyze a trapping reaction with a single penetrable trap, in a one dimensional lattice, where both species (particles and trap) are mobile and have a drift velocity. We obtain the density as seen from a reference system attached to the…

One century after Einstein's work, Brownian Motion still remains both a fundamental open issue and a continous source of inspiration for many areas of natural sciences. We first present a discussion about stochastic and deterministic…

The invariance properties of Brownian motion are investigated and revisited within a recent Lie symmetry approach to stochastic differential equations. Some notable properties of the process can be recovered by a related integration by…

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…

A regime-switching geometric Brownian motion is used to model a geometric Brownian motion with its coefficients changing randomly according to a Markov chain. In this work, we give a complete characterization of the recurrent property of…

We construct a Brownian motion on complex partial flag manifolds with blocks of equal size as a matrix-valued diffusion from a Brownian motion on the unitary group. This construction leads to an explicit expression for the characteristic…

We study the stochastic motion of an intruder in a dilute driven granular gas. All particles are coupled to a thermostat, representing the external energy source, which is the sum of random forces and a viscous drag. The dynamics of the…

We study the evolution of a collection of individuals subject to Brownian diffusion, reproduction and disappearance. In particular, we focus on the case where the individuals are initially prepared at equilibrium within a confined geometry.…