相关论文: Analytic solution for Brownian motion in three dim…
The classification of solutions to semilinear partial differential equations, as well as the classification of critical points of the corresponding functionals, have wide applications in the study of partial differential equations and…
The stationary reflected Brownian motion in a three-quarter plane has been rarely analyzed in the probabilistic literature, in comparison with the quarter plane analogue model. In this context, our main result is to prove that the…
Einstein's Brownian motion of a quantum particle in a classical environment is studied via virial and equipartition theorems. The effect of continuous measurement in a strongly dissipative environment is accounted for and a quantum…
In this study, we investigate the dynamics of moving fronts in three-dimensional spaces, which form as a result of in-situ combustion during oil production. This phenomenon is also observed in other contexts, such as various autowave models…
The diffusive dynamics of a particle in a medium with space-dependent friction coefficient is studied within the framework of the inertial Langevin equation. In this description, the ambiguous interpretation of the stochastic integral,…
Consider the $\lambda$-Green function and the $\lambda$-Poisson kernel of a Lipschitz domain $U\subset \mathbb H^n=\left\{x\in\mathbb R^n:x_n>0\right\}$ for hyperbolic Brownian motion with drift. We provide several relationships that…
In the first paper of this series, I investigated whether a wavefunction model of a heavy particle and a collection of light particles might generate "Brownian-Motion-Like" trajectories of the heavy particle. I concluded that it was…
We provide a new, concise proof of weak existence and uniqueness of solutions to the stochastic differential equation for the multidimensional skew Brownian motion. We also present an application to Brownian particles with skew-elastic…
New exact spatially localized stationary solutions against the background of a zonal flow are found for the (3+1)-dimensional nonlinear non-dissipative quasi-geostrophic potential vorticity equation, which describes Rossby waves and…
Using extensive numerical studies we demonstrate that absolute negative mobility of a Brownian particle (i.e. the net motion into the direction opposite to a constant biasing force acting around zero bias) does coexist with anomalous…
After a short excursion from discovery of Brownian motion to the Richardson "law of four thirds" in turbulent diffusion, the article introduces the L\'{e}vy flight superdiffusion as a self-similar L\'{e}vy process. The condition of…
In this paper we study time-periodic solutions to advection-diffusion equations of a scalar quantity $u$ on a periodically moving $n$-dimensional hypersurface $\Gamma(t) \subset \mathbb{R}^{n+1}$. We prove existence and uniqueness of…
In the context of the Newtonian N-body problem, we prove the existence of a partially hyperbolic motion with prescribed positive energy and any initial collisionless configuration. Moreover, it is a free time minimizer of the respective…
We explore the three-body problem in two dimensions using the adiabatic hyperspherical representation. We develop the main equations in terms of democratic hyperangular coordinates and determine several symmetry properties and boundary…
We propose a Langevin equation for systems in an environment with nonuniform temperature. At odds with an older proposal, ours admits a locally Maxwellian steady state, local equipartition holds and for detailed-balanced (reversible)…
Equation of long-range particle drift and diffusion on three-dimensional physical lattice is suggested. This equation can be considered as a lattice analogof space-fractional Fokker-Planck equation for continuum. The lattice approach gives…
Brownian motion is a foundational physical process characterized by a mean squared displacement that scales linearly in time in thermal equilibrium, known as diffusion. At short times, the mean squared displacement becomes ballistic,…
We consider coupled diffusions in $n$-dimensional space and on a compact manifold and the resulting effective advective-diffusive motion on large scales in space. The effective drift (advection) and effective diffusion are determined as a…
We statistically examine long time sequences of Brownian motion for a nonequilibrium version of the Rayleigh piston model and confirm that the third cumulant of a long-time displacement for the nonequilibrium Brownian motion linearly…
In this paper we revisit the Brownian motion on the basis of {the fractional Langevin equation which turns out to be a particular case of the generalized Langevin equation introduced by Kubo in 1966. The importance of our approach is to…