相关论文: Trap behaviors for Brownian motions
We consider passive Brownian particles trapped in an "imperfect" harmonic trap. The trap is imperfect because it is randomly turned off and on, and as a result, particles fail to equilibrate. Another way to think about this is to say that a…
We develop a theory of thermal fluctuations of spin density emerging in a two-dimensional electron gas. The spin fluctuations probed at spatially separated spots of the sample are correlated due to Brownian motion of electrons and spin-obit…
We define and study stochastic areas processes associated with Brownian motions on the complex symmetric spaces $\mathbb{CP}^n$ and $\mathbb{CH}^n$. The characteristic functions of those processes are computed and limit theorems are…
The tribology of a sliding elastic continuum in contact with a disordered substrate is investigated analytically and numerically via a bead-spring model. The deterministic dynamics of this system exhibits a depinning transition at a finite…
Fractional Brownian motion, a Gaussian non-Markovian self-similar process with stationary long-correlated increments, has been identified to give rise to the anomalous diffusion behavior in a great variety of physical systems. The…
A new extension of the sub-fractional Brownian motion, and thus of the Brownian motion, is introduced. It is a linear combination of a finite number of sub-fractional Brownian motions, that we have chosen to call the mixed sub-fractional…
In this short article, we will focus on the different links between some stochastic processes resulting from Brownian motion and two notions of probability theory (proportional increments and last hitting times).
A uniform dimensional result for normally reflected Brownian motion (RBM) in a large class of non-smooth domains is established. Exact Hausdorff dimensions for the boundary occupation time and the boundary trace of RBM are given. Extensions…
Nonlinear dynamics of a trapped Bose-Einstein condensate, subject to the action of a resonant external field, is studied. This field produces a spatio-temporal modulation of the trapping potential with the frequency close to the transition…
We analyze the rectified motion of a Brownian particle in a confined environment. We show the emergence of strong cooperativity between the inherent rectification of the ratchet mechanism and the entropic bias of the fluctuations caused by…
We investigate the influence of external forces on the collective dynamics of interacting active Brownian particles in two as well as three spatial dimensions. Via explicit coarse graining, we derive predictive models that are applicable…
Brownian motion of a particle with an arbitrary shape is investigated theoretically. Analytical expressions for the time-dependent cross-correlations of the Brownian translational and rotational displacements are derived from the…
We study a model of $ N $ mutually repellent Brownian motions under confinement to stay in some bounded region of space. Our model is defined in terms of a transformed path measure under a trap Hamiltonian, which prevents the motions from…
Dynamics near the grazing manifold and basins of attraction for a motion of a material point in a gravitational field, colliding with a moving motion-limiting stop, are investigated. The Poincare map, describing evolution from an impact to…
We present a study on the dynamics of a system consisting of a pair of hardcore particles diffusing with different rates. We solved the drift-diffusion equation for this model in the case when one particle, labeled F, drifts and diffuses…
A stochastic Langevin equation is derived, describing the thermal motion of a molecule immersed in a rested fluid of identical molecules. The fluctuation-dissipation theorem is proved and a number of correlation characteristics of the…
In this article integro-differential Volterra equations whose convolution kernel depends on the vector variable are considered and a connection of these equations with a class of semi-Markov processes is established. The variable order…
The random motion of a Brownian particle confined in some finite domain is considered. Quite generally, the relevant statistical properties involve infinite series, whose coefficients are related to the eigenvalues of the diffusion…
Spatiotemporal disorder has been recently associated to the occurrence of anomalous nonergodic diffusion of molecular components in biological systems, but the underlying microscopic mechanism is still unclear. We introduce a model in which…
A considerable number of systems have recently been reported in which Brownian yet non-Gaussian dynamics was observed. These are processes characterised by a linear growth in time of the mean squared displacement, yet the probability…