scholarly journals Overdamped limit and inverse-friction expansion for Brownian motion in an inhomogeneous medium

2015 ◽  
Vol 91 (6) ◽  
Author(s):  
Xavier Durang ◽  
Chulan Kwon ◽  
Hyunggyu Park
Keyword(s):  
Brownian Motion ◽  
Inhomogeneous Medium ◽  
Inverse Friction Expansion ◽  
Overdamped Limit

scholarly journals Nonergodic Subdiffusion from Brownian Motion in an Inhomogeneous Medium

2014 ◽  
Vol 112 (15) ◽  
Author(s):  
P. Massignan ◽  
C. Manzo ◽  
J. A. Torreno-Pina ◽  
M. F. García-Parajo ◽  
M. Lewenstein ◽  
...  
Keyword(s):  
Brownian Motion ◽  
Inhomogeneous Medium

scholarly journals Quantum effects in the Brownian motion of a particle in a double well potential in the overdamped limit

2009 ◽  
Vol 131 (8) ◽  
pp. 084101 ◽  
Author(s):  
William T. Coffey ◽  
Yuri P. Kalmykov ◽  
Serguey V. Titov ◽  
Liam Cleary
Keyword(s):  
Brownian Motion ◽  
Quantum Effects ◽  
Double Well Potential ◽  
Overdamped Limit

scholarly journals Underdamped scaled Brownian motion: (non-)existence of the overdamped limit in anomalous diffusion

2016 ◽  
Vol 6 (1) ◽  
Author(s):  
Anna S. Bodrova ◽  
Aleksei V. Chechkin ◽  
Andrey G. Cherstvy ◽  
Hadiseh Safdari ◽  
Igor M. Sokolov ◽  
...  
Keyword(s):  
Brownian Motion ◽  
Anomalous Diffusion ◽  
Overdamped Limit

Integrated Fractional white Noise as an Alternative to Multifractional Brownian Motion

2007 ◽  
Vol 44 (02) ◽  
pp. 393-408 ◽  
Author(s):  
Allan Sly
Keyword(s):  
Stochastic Process ◽  
Brownian Motion ◽  
White Noise ◽  
Gaussian Process ◽  
Discrete Data ◽  
Hölder Exponent ◽  
Scaling Properties ◽  
Multifractional Brownian Motion ◽  
Local Properties

Multifractional Brownian motion is a Gaussian process which has changing scaling properties generated by varying the local Hölder exponent. We show that multifractional Brownian motion is very sensitive to changes in the selected Hölder exponent and has extreme changes in magnitude. We suggest an alternative stochastic process, called integrated fractional white noise, which retains the important local properties but avoids the undesirable oscillations in magnitude. We also show how the Hölder exponent can be estimated locally from discrete data in this model.

Brownian motion with quadratic killing and some implications

1986 ◽  
Vol 23 (04) ◽  
pp. 893-903 ◽  
Author(s):  
Michael L. Wenocur
Keyword(s):  
Brownian Motion ◽  
Weibull Distribution ◽  
Special Function ◽  
Function Theory ◽  
Killing Rate

Brownian motion subject to a quadratic killing rate and its connection with the Weibull distribution is analyzed. The distribution obtained for the process killing time significantly generalizes the Weibull. The derivation involves the use of the Karhunen–Loève expansion for Brownian motion, special function theory, and the calculus of residues.

Model demonstration of brownian motion

1971 ◽  
Vol 105 (12) ◽  
pp. 736-736
Author(s):  
V.I. Arabadzhi
Keyword(s):  
Brownian Motion
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