Memory effects on two-dimensional overdamped Brownian dynamics

Intrawell relaxation of overdamped Brownian particles.

We consider an overdamped Brownian particle in a well. When the particle escapes, it does so as an instanton, i.e., in one run and without dwelling anywhere on the way from the bottom of the well to the top of the barrier. For a sufficiently steep slope the instanton time equals the time it takes the particle to deterministically slide down the same slope. We show that the instanton time is als...

Two-dimensional Brownian vortices

We introduce a stochastic model of two-dimensional Brownian vortices associated with the canonical ensemble. The point vortices evolve through their usual mutual advection but they experience in addition a random velocity and a systematic drift generated by the system as a whole. The statistical equilibrium state of this stochastic model is the Gibbs canonical distribution. We consider a single...

On the Two - Dimensional Fractional Brownian Motion

We study the two-dimensional fractional Brownian motion with Hurst parameter H > 1 2. In particular, we show, using stochastic calculus , that this process admits a skew-product decomposition and deduce from this representation some asymptotic properties of the motion.

Memory effects in collective dynamics of Brownian suspensions.

We obtain macroscopic equations for average suspension velocity and particle current in a Brownian suspension valid on long time scales for which the memory effects are important. The coefficients in these equations depend solely on local properties of the medium. This formalism allows one to obtain well-defined theoretical expressions for transport coefficients, free of the integrals diverging...

Title Elastically coupled two-dimensional Brownian motors