相关论文: Trap behaviors for Brownian motions
In the context of time-subordinated Brownian motion models, Fourier theory and methodology are proposed to modelling the stochastic distribution of time increments. Gaussian Variance-Mean mixtures and time-subordinated models are reviewed…
The dynamics of two Brownian particles trapped by two neighboring harmonic potentials in a linear shear flow is investigated. The positional correlation functions in this system are calculated analytically and analyzed as a function of the…
We show that the Brownian motion on the complex full flag manifold can be represented by a matrix-valued diffusion obtained from the unitary Brownian motion. This representation actually leads to an explicit formula for the characteristic…
We briefly go through the problem of the quantum description of Brownian motion, concentrating on recent results about the connection between dynamics of the particle and dynamic structure factor of the medium.
This is a guide to the mathematical theory of Brownian motion and related stochastic processes, with indications of how this theory is related to other branches of mathematics, most notably the classical theory of partial differential…
In this paper we provide a comprehensive analysis of a structural model for the dynamics of prices of assets traded in a market originally proposed in [1]. The model takes the form of an interacting generalization of the geometric Brownian…
Consider a large system of $N$ Brownian motions in $\R ^d$ fixed on a time interval $[0,\beta]$ with symmetrized initial and terminal conditions, under the influence of a trap potential. Such systems describe systems of bosons at positive…
In this Letter we study the interactions of the dissipative domain walls with dielectric particles. It is shown that particles can be steadily trapped by the moving domain walls. The influence of the ratchet effect on particle trapping is…
The diffusive transport of biased Brownian particles in a two-dimensional symmetric channel is investigated numerically considering both the no-flow and the reflection boundary conditions at the channel boundaries. Here, the geometrical…
Stochasticity is a defining feature of the pairwise forces governing interactions in biological systems-from molecular motors to cell-cell adhesion-yet its consequences on large-scale dynamics remain poorly understood. Here, we show that…
In this paper, it is presented the well known aspect of non linearity of internal human body structures. Similarity on the basis of the Fractional Brownian Motion from the static ones, as the geometrical fractals like the Intestine and…
We study numerically the motion of a one dimensional array of Brownian particles in a washboard potential, driven by an external stochastic force and interacting via short range repulsive forces. In particular, we investigate the role of…
We investigate the stochastic dynamics of one sedimenting active Brownian particle in three dimensions under the influence of gravity and passive fluctuations in the translational and rotational motion. We present an analytical solution of…
The statistics of the diffusive motion of particles often serve as an experimental proxy for their interaction with the environment. However, inferring the physical properties from the observed trajectories is challenging. Inspired by a…
We present several models to describe the stochastic evolution of stocks that show some strong resistance at some level and generalize to this situation the evolution based upon geometric Brownian motion. If volatility and drift are related…
We discuss the two-dimensional motion of a Brownian particle that is confined to a harmonic trap and driven by a shear flow. The surrounding medium induces memory effects modelled by a linear, typically nonreciprocal coupling of the…
In this paper we consider the Brownian motion with jump boundary and present a new proof of a recent result of Li, Leung and Rakesh concerning the exact convergence rate in the one-dimensional case. Our methods are different and mainly…
Brownian motion is the erratic motion of an object due to collisions with the fluid in which it is immersed. In this work, we detail a tabletop laboratory demonstration of underdamped Brownian motion wherein a macroscopic particle resting…
The flashing Brownian ratchet is a stochastic process that alternates between two regimes, a one-dimensional Brownian motion and a Brownian ratchet, the latter being a one-dimensional diffusion process that drifts towards a minimum of a…
We study a diffusion approximation for a model of stochastic motion of a particle in one spatial dimension. The velocity of the particle is constant but the direction of the motion undergoes random changes with a Poisson clock. Moreover,…