Results 271 to 280 of about 1,246,913 (311)
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Brownian Motion on a Hypersurface
Bulletin of the London Mathematical Society, 1985Let \(f:R^ d\to R\) be a \(C^ 2\) function and let \(V=f^{-1}(c)\) be a level surface on which grad f(x) is never zero and orient V with the field n(\(\cdot)\) of normal vectors. Let H(x) be the mean curvature at x. We prove the following: 1. A process X in \(R^ d\) with \(f(X_ 0)=c\) and \(dX=dB n(X)+2^{-1}(d- 1)H(X)n(X)dt\) is a Brownian motion on ...
van den Berg, M., Lewis, J. T.
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Quantization of Brownian Motion
International Journal of Theoretical Physics, 2006zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Rabei, Eqab M. +2 more
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Physical Review E, 1994
We present microscopic observations of the diffusion in water of micrometer-sized spheres confined between two walls. Deviations from the Stokes-Einstein law are observed, which for different bead diameters and different separations between the walls depend on a single dimensionless parameter.
, Faucheux, , Libchaber
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We present microscopic observations of the diffusion in water of micrometer-sized spheres confined between two walls. Deviations from the Stokes-Einstein law are observed, which for different bead diameters and different separations between the walls depend on a single dimensionless parameter.
, Faucheux, , Libchaber
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Catastrophes in Brownian motion
Physics Letters A, 2003zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Guz SA, MANNELLA, RICCARDO, Sviridov MV
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Brownian motion in confinement
Physical Review E, 2003This research modifies an earlier approach based on the single-wall reflection method to predict the perpendicular and parallel diffusion coefficients of a Brownian sphere in confinement. The modified version provides predictions that match experimental data reported in the literature more accurately than those provided by other available models ...
Thorben, Benesch +2 more
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On Equations of Brownian Motion
Theory of Probability & Its Applications, 1964A study is made of the relationships between the different descriptions of Brownian motion expressed as an integro-differential equation of Boltzmann type, as a Langevin equation and a partial differential equation corresponding to it, and as Fokker-Plank-Kolmogorov equations.
Il'in, A. M., Has'minskij, R. Z.
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Zeitschrift f�r Wahrscheinlichkeitstheorie und Verwandte Gebiete, 1985
A Gaussian measure \(\mu\) on the vector space M(d) of real \(d\times d\) matrices is called isotropic if it is invariant under all automorphisms \(\tau_ u: M(d)\to M(d)\), \(A\mapsto U^{-1}AU\), where \(U\in O(d)\), the group of orthogonal matrices. \(\mu\) is characterized by its covariance C. Let W(t) be an M(d) valued (''additive'') Brownian motion
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A Gaussian measure \(\mu\) on the vector space M(d) of real \(d\times d\) matrices is called isotropic if it is invariant under all automorphisms \(\tau_ u: M(d)\to M(d)\), \(A\mapsto U^{-1}AU\), where \(U\in O(d)\), the group of orthogonal matrices. \(\mu\) is characterized by its covariance C. Let W(t) be an M(d) valued (''additive'') Brownian motion
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On the theory of brownian motion
Physica, 1959Synopsis It is shown that the non-Gaussian-Markoff process for Brownian motion derived on a statistical mechanical basis by Prigogine and Balescu, and Prigogine and Philippot, is related through a transformation of variables to the Gaussian-Markoff process of the conventional phenomenological theory of Brownian motion.
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Physical Review Letters, 1983
A new master equation describing the irreversible process of a quantum mechanical Brownian particle is proposed. The master equation is shown to obey the symmetry of detailed balance leading to a quantum analog of the reciprocity relations, and the fluctuation-dissipation theorem is obtained. The method is applied to the damped harmonic oscillator. The
Grabert, Hermann, Talkner, Peter
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A new master equation describing the irreversible process of a quantum mechanical Brownian particle is proposed. The master equation is shown to obey the symmetry of detailed balance leading to a quantum analog of the reciprocity relations, and the fluctuation-dissipation theorem is obtained. The method is applied to the damped harmonic oscillator. The
Grabert, Hermann, Talkner, Peter
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2010
We present a way of considering a stochastic process {B t :t ≥ 0} with values in ℝ2 such that each component is a Brownian motion. The distribution function of B t , for each t, is obtained as the copula of the distribution functions of the components. In this way a ‘‘coupled Brownian motion’’ is obtained.
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We present a way of considering a stochastic process {B t :t ≥ 0} with values in ℝ2 such that each component is a Brownian motion. The distribution function of B t , for each t, is obtained as the copula of the distribution functions of the components. In this way a ‘‘coupled Brownian motion’’ is obtained.
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