Now showing items 1-3 of 3
2-D Brownian motion in a system of traps: Application of conformal transformations
(Institute of Physics, 1992)
We study two-dimensional Brownian motion in a periodic system of traps using conformal transformations. The system is periodic in the x and y directions. We calculate the ratio of the drift along the y-axis to the drift along the x-axis. The drift of the Brownian particle is induced by conditioning and by the asymmetry of the ...
A Fleming-Viat particle representation of Dirichlet Laplacian
(Springer-Verlag GmbH, 2000-11)
We consider a model with a large number N of particles which move according to independent Brownian motions. A particle which leaves a domain D is killed; at the same time, a different particle splits into two particles. For large N, the particle distribution density converges to the normalized heat equation solution in D ...
2-D Brownian motion in a system of reflecting barriers: effective diffusivity by a sampling method
(Institute of Physics, 1994-02-07)
We study two-dimensional Brownian motion in an ordered periodic system of linear reflecting barriers using the sampling method and conformal transformations. We calculate the effective diffusivity for the Brownian particle. When the periods are fixed but the length of the barrier goes to zero, the effective diffusivity in ...