搜索结果: 1-15 共查到“理学 Brownian motion”相关记录33条 . 查询时间(0.076 秒)
Brownian Brownian Motion – I
dispersing billiards averaging shadowing
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2015/9/29
A classical model of Brownian motion consists of a heavy molecule
submerged into a gas of light atoms in a closed container. In this work
we study a 2D version of this model, where the molecule is a...
Homogenization driven by a fractional Brownian motion:the shear layer case
Homogenization driven fractional Brownian motion shear layer case
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2015/7/14
We consider a passive scalar in a periodic shear flow perturbed by an additive fractional noise with the Hurst exponent H ∈ (0, 1). We establish a diffusive homogenization limit for the tracer when th...
Derivative Formula, Integration by Parts Formula and Applications for SDEs Driven by Fractional Brownian Motion
Derivative formula integration by parts formula Harnack inequality stochastic differential equation fractional Brownian motion
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2012/6/21
In the paper, the Bismut derivative formula is established for multidimensional SDEs driven by additive fractional noise ($1/2and moreover the Harnack inequality is given. Through a Lamperti t...
First Passage Times for a Tracer Particle in Single File Diffusion and Fractional Brownian Motion
First Passage Times Tracer Particle Single File Diffusion Fractional Brownian Motion Biological Physics
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2012/5/29
We investigate the full functional form of the first passage time density (FPTD) of a tracer particle in a single-file diffusion (SFD) system whose population is: (i) homogeneous, i.e., all particles ...
Active Brownian motion of an asymmetric rigid particle
Active Brownian motion asymmetric rigid particle Biological Physics
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2012/5/17
Individual movements of a rod-like self-propelled particle on a flat substrate are quantified. Biological systems that fit into this description may be the Gram-negative delta-proteobacterium Myxococc...
On the time inhomogeneous skew Brownian motion
Skew Brownian motion Local times Stochastic differential equation balayage formula Skorokhod problem
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2012/4/23
This paper is devoted to the construction of a solution for the "Inhomogenous skew Brownian motion" equation, which first appeared in a seminal paper by Sophie Weinryb, and recently, studied by \'{E}t...
Stochastic differential equations with non-negativity constraints driven by fractional Brownian motion with Hurst parameter H $>$ 1/2
stochastic differential equations normal reflection fractional Brownian motion Young integral
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2011/9/22
Abstract: In this paper we consider stochastic differential equations with non-negativity constraints, driven by a fractional Brownian motion with Hurst parameter $H>\1/2$. We first study an ordinary ...
A Model connecting Quantum, Diffusion, Soliton, and Periodic Localized States under Brownian motion
connecting Quantum Diffusion Soliton Brownian motion Mesoscale and Nanoscale Physics
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2011/10/9
Abstract: We propose new equations of motion under the theory of the Brownian motion to connect the states of quantum, diffusion, soliton, and periodic localization. The new equations are nothing but ...
A linear stochastic differential equation driven by a fractional Brownian motion with Hurst parameter >1/2
Linear stochastic differential equation Fractional Brownian motion Stochastic calculus Ito formula
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2011/9/15
Abstract: Given a fractional Brownian motion \,\,$(B_{t}^{H})_{t\geq 0}$,\, with Hurst parameter \,$> 1/2$\,\,we study the properties of all solutions of \,\,: {equation} X_{t}=B_{t}^{H}+\int_0^t X_{u...
Dynamics of stochastic non-Newtonian fluids driven by fractional Brownian motion with Hurst parameter $H \in (1/4,1/2)$
fractional Brownian motion stochastic non-Newtonian fluid random attractor
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2011/9/6
Abstract: In this paper we consider the Stochastic isothermal, nonlinear, incompressible bipolar viscous fluids driven by a genuine cylindrical fractional Bronwnian motion with Hurst parameter $H \in ...
On the existence of a time inhomogeneous skew Brownian motion and some related laws
time inhomogeneous skew Brownian motion Probability
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2011/9/2
Abstract: This article is devoted to the construction of a solution for the "skew inhomogeneous Brownian motion" equation, which first appear in a seminal paper by Sophie Weinryb (1983). We investigat...
Annealed Brownian motion in a heavy tailed Poissonian potential
Brownian motion random media parabolic Anderson model Poissonian potential
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2011/9/5
Abstract: Consider a $d$-dimensional Brownian motion in a random potential defined by attaching a non-negative and polynomially decaying potential around Poisson points. We introduce a repulsive inter...
Superdiffusivity for Brownian motion in a Poissonian potential with long range correlation II: upper bound on the volume exponent
Streched Polymer Quenched Disorder Superdiffusivity Brownian Motion Poissonian Obstacles Correlation
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2011/8/26
Abstract: This paper continues a study on trajectories of Brownian Motion in a field of soft trap whose radius distribution is unbounded. We show here for both point-to-point and point-to-plane model ...
Self-repelling fractional Brownian motion - a generalized Edwards model for chain polymers
Self-repelling fractional Brownian motion Edwards model chain polymers
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2011/7/26
Abstract: We present an extension of the Edwards model for conformations of individual chain molecules in solvents in terms of fractional Brownian motion, and discuss the excluded volume effect on the...
On hitting times of affine boundaries by reflecting Brownian motion and Bessel processes
Reflecting Brownian motion Bessel process hitting time linear boundary
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2011/1/20
Firstly, we compute the distribution function for the hitting time of a linear time-dependent boundary t 7→ a + bt, a ≥ 0, b ∈ R, by a reflecting Brownian motion.