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Fractional Brownian motion is a Gaussian stochastic process with stationary, long-time correlated increments and is frequently used to model anomalous diffusion processes. We study numerically fractional Brownian motion confined to a finite…

统计力学 · 物理学 2019-03-22 T. Guggenberger , G. Pagnini , T. Vojta , R. Metzler

The diversity of diffusive systems exhibiting long-range correlations characterized by a stochastically varying Hurst exponent calls for a generic multifractional model. We present a simple, analytically tractable model which fills the gap…

This work proposes a method for the two-dimensional simulation of Brownian particles in a fluid with restrictions. The method is based on simple numerical rules between two matrices. One of the matrix represent the identification of all…

统计力学 · 物理学 2012-04-24 Eric Plaza

We study the motion of an elastic object driven in a disordered environment in presence of both dissipation and inertia. We consider random forces with the statistics of random walks and reduce the problem to a single degree of freedom. It…

无序系统与神经网络 · 物理学 2013-08-22 Pierre Le Doussal , Aleksandra Petkovic , Kay Jörg Wiese

In the last 20 years, active matter has been a very successful research field, bridging the fundamental physics of nonequilibrium thermodynamics with applications in robotics, biology, and medicine. This field deals with active particles,…

软凝聚态物质 · 物理学 2022-09-12 Angelo Barona Balda , Aykut Argun , Agnese Callegari , Giovanni Volpe

It is common to introduce optical tweezers using either geometric optics for large particles or the Rayleigh approximation for very small particles. These approaches are successful at conveying the key ideas behind optical tweezers in their…

This paper is the first part of our survey on various results about the distribution of exponential type Brownian functionals defined as an integral over time of geometric Brownian motion. Several related topics are also mentioned.

概率论 · 数学 2007-05-23 Hiroyuki Matsumoto , Marc Yor

The Brownian motion of a test particle interacting with a quantum scalar field in the presence of a perfectly reflecting boundary is studied in (1 + 1)-dimensional flat spacetime. Particularly, the expressions for dispersions in velocity…

量子物理 · 物理学 2014-09-02 V. A. De Lorenci , E. S. Moreira , M. M. Silva

The Kinesin family of motor proteins are involved in a variety of cellular processes that transport materials and generate force. With recent advances in experimental techniques, such as optical tweezers which can probe individual…

软凝聚态物质 · 物理学 2023-02-28 P. J. Atzberger , C. S. Peskin

We extend the analysis of a thermal Brownian motor reported in Phys. Rev. Lett. 93, 090601 (2004) by C. Van den Broeck, R. Kawai, and P. Meurs to a three-dimensional configuration. We calculate the friction coefficient, diffusion…

统计力学 · 物理学 2008-07-16 M. van den Broek , C. Van den Broeck

We introduce an extension of the frog model to Euclidean space and prove properties for the spread of active particles. Fix $r>0$ and place a particle at each point $x$ of a unit intensity Poisson point process $\mathcal P \subseteq \mathbb…

概率论 · 数学 2019-01-31 Erin Beckman , Emily Dinan , Rick Durrett , Ran Huo , Matthew Junge

We study a family of essentially pairwise independent Brownian motions indexed by a continuum of labels and show how the Fubini extension framework provides a rigorous way to represent such families as a single jointly measurable process.…

概率论 · 数学 2025-12-09 Hamed Amini , Nina H. Amini , Sofiane Chalal , Gaoyue Guo

The governing equations of Brownian rigid bodies that both translate and rotate are of interest in fields such as self-assembly of proteins, anisotropic colloids, dielectric theory, and liquid crystals. In this paper, the partial…

统计力学 · 物理学 2020-01-09 Henrik van Lengerich

Let $\{b_H(t),t\in\mathbb{R}\}$ be the fractional Brownian motion with parameter $0<H<1$. When $1/2<H$, we consider diffusion equations of the type \[X(t)=c+\int_0^t\sigma\bigl(X(u)\bigr)\mathrm {d}b_H(u)+\int _0^t\mu\bigl(X(u)\bigr)\mathrm…

概率论 · 数学 2008-12-18 Corinne Berzin , José R. León

We investigate the motion of an inert (massive) particle being impinged from below by a particle performing (reflected) Brownian motion. The velocity of the inert particle increases in proportion to the local time of collisions and…

概率论 · 数学 2017-02-24 Sayan Banerjee , Krzysztof Burdzy , Mauricio Duarte

Many studies on microscopic systems deal with Brownian particles embedded in media whose densities are different from that of the particles, causing them either to sink or float. The proximity to a wall modifies the friction force the…

经典物理 · 物理学 2011-08-17 Silvana Palacios , Victor Romero-Rochin , Karen Volke-Sepulveda

Multifractional Brownian motion is an extension of the well-known fractional Brownian motion where the Holder regularity is allowed to vary along the paths. In this paper, two kind of multi-parameter extensions of mBm are studied: one is…

概率论 · 数学 2007-05-23 E. Herbin

In this paper, the Quantum Brownian motion of a point particle induced by the quantum vacuum fluctuations of a real massless scalar field in Einstein universe under Dirichlet and Neumann boundary conditions is studied. Using the Wightman…

广义相对论与量子宇宙学 · 物理学 2024-10-21 E. J. B. Ferreira , H. F. Santana Mota

Brownian motion is a central scientific paradigm. Recently, due to increasing efforts and interests towards miniaturization and small-scale physics or biology, the effects of confinement on such a motion have become a key topic of…

统计力学 · 物理学 2023-03-13 Elodie Millan , Maxime Lavaud , Yacine Amarouchene , Thomas Salez

"Einstein-aether" theory is a generally covariant theory of gravity containing a dynamical preferred frame. This article continues an examination of effects on the motion of binary pulsar systems in this theory, by incorporating effects due…

广义相对论与量子宇宙学 · 物理学 2008-11-26 Brendan Z. Foster
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