相关论文: Trap behaviors for Brownian motions
We address diffusion processes in a bounded domain, while focusing on somewhat unexplored affinities between the presence of absorbing and/or inaccessible boundaries. For the Brownian motion (L\'{e}vy-stable cases are briefly mentioned)…
Distribution of a Brownian motion conditioned to start from the boundary of an open set $G$ and to stay in $G$ for a finite period of time is studied. Characterizations of such distributions in terms of certain singular stochastic…
We outline a reduction scheme for a class of Brownian dynamics which leads to meaningful corrections to the Smoluchowski equation in the overdamped regime. The mobility coefficient of the reduced dynamics is obtained by exploiting the…
Active Brownian motion is the complex motion of active Brownian particles. They are active in the sense that they can transform their internal energy into energy of motion and thus create complex motion patterns. Theories of active Brownian…
We continue our study of chaotic mixing and transport of passive particles in a simple model of a meandering jet flow [Prants, et al, Chaos {\bf 16}, 033117 (2006)]. In the present paper we study and explain phenomenologically a connection…
In this work the dynamics of a freely jointed random chain which fluctuates at constant temperature in some viscous medium is studied. The chain is regarded as a system of small particles which perform a brownian motion and are subjected to…
Brownian motion of particle interacting with atoms of ideal gas is discussed as a key problem of kinetics lying at the border between ``dead'' systems like the Lorentz gas or formal constructs of conceptual Boltzmannian kinetics and actual…
This manuscript provides an in-depth exploration of Brownian Motion, a fundamental stochastic process in probability theory for Biostatisticians. It begins with foundational definitions and properties, including the construction of Brownian…
We review some recent results on connections between Brownian motion, Whittaker functions, random matrices and representation theory.
We analyze the dynamics of Brownian ratchets in a confined environment. The motion of the particles is described by a Fick-Jakobs kinetic equation in which the presence of boundaries is modeled by means of an entropic potential. The cases…
Diffusive transport in many complex systems features a crossover between anomalous diffusion at short times and normal diffusion at long times. This behavior can be mathematically modeled by cutting off (tempering) beyond a mesoscopic…
The motion of particles in random potentials occurs in several natural phenomena ranging from the mobility of organelles within a biological cell to the diffusion of stars within a galaxy. A Brownian particle moving in the random optical…
We examine the behavior of $n$ Brownian particles diffusing on the real line with bounded, measurable drift and bounded, piecewise continuous diffusion coefficients that depend on the current configuration of particles. Sufficient…
Suppose a solid has a crack filled with a gas. If the crack reaches the surrounding medium, how long does it take the gas to diffuse out of the crack? Iterated Brownian motion serves as a model for diffusion in a crack. If \tau is the first…
We investigate the behaviour of a chain of interacting Brownian particles with one end fixed and the other moving away at slow speed, in the limit of small noise. The interaction between particles is through a pairwise potential with finite…
We numerically investigate the transport of a suspended overdamped Brownian particle which is driven through a two-dimensional rectangular array of circular obstacles with finite radius. Two limiting cases are considered in detail, namely,…
We continue our study of chaotic mixing and transport of passive particles in a simple model of a meandering jet flow [Prants, et al, Chaos {\bf 16}, 033117 (2006)]. In the present paper we study and explain phenomenologically a connection…
We consider finite systems of interacting Brownian particles including active friction in the framework of nonlinear dynamics and statistical/stochastic theory. First we study the statistical properties for $1-d$ systems of masses connected…
Active matter systems under confinement display persistent surface motion and a strong boundary affinity. However, despite extensive studies of their positional dynamics, much less attention has been given to the corresponding orientational…
The main objective of this paper consists in creating a new class of copulae from various joint distributions occurring in connection with certain Brownian motion processes. We focus our attention on the distributions of univariate Brownian…