Brownian needle in dire straits: stochastic motion of a rod in very confined narrow domains.

Brownian Motion in Dire Straits

The passage of Brownian motion through a bottleneck in a bounded domain is a rare event, and as the bottleneck radius shrinks to zero the mean time for such passage increases indefinitely. Its calculation reveals the effect of geometry and smoothness on the flux through the bottleneck. We find new behavior of the narrow escape time through bottlenecks in planar and spatial domains and on a surf...

A Brownian Needle in Dire Straits

Brownian motion of anisotropic objects such as an ellipsoid or a needle in two-dimensions is anisotropic and governed by longitudinal, transversal, and rotational diffusion constants. [1–5]. In a planar strip, when the needle is only slightly shorter than the width of the strip its turning around becomes a rare event, because there is not much room in configuration space for the vertical positi...

On time-dependent neutral stochastic evolution equations with a fractional Brownian motion and infinite delays

In this paper, we consider a class of time-dependent neutral stochastic evolution equations with the infinite delay and a fractional Brownian motion in a Hilbert space. We establish the existence and uniqueness of mild solutions for these equations under non-Lipschitz conditions with Lipschitz conditions being considered as a special case. An example is provided to illustrate the theory

Existence and Measurability of the Solution of the Stochastic Differential Equations Driven by Fractional Brownian Motion

The Effects of Different SDE Calculus on Dynamics of Nano-Aerosols Motion in Two Phase Flow Systems

Langevin equation for a nano-particle suspended in a laminar fluid flow was analytically studied. The Brownian motion generated from molecular bombardment was taken as a Wiener stochastic process and approximated by a Gaussian white noise. Euler-Maruyama method was used to solve the Langevin equation numerically. The accuracy of Brownian simulation was checked by performing a series of simulati...