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Brownian motion with inert drift, but without flux: A model

✍ Scribed by Krzysztof Burdzy; Robert Hołyst; Łukasz Pruski


Publisher
Elsevier Science
Year
2007
Tongue
English
Weight
177 KB
Volume
384
Category
Article
ISSN
0378-4371

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✦ Synopsis


We study the motion of a Brownian particle which interacts with a stationary obstacle in two dimensions. The Brownian particle acquires drift proportionally to the time spent on the boundary of the obstacle. The system approaches equilibrium, and the equilibrium distribution for the location and drift magnitude has the product form. The distribution for the location is uniform, while the drift distribution depends on the shape of the obstacle, resembling a gamma function for the circular or elliptic obstacle.


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