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Equation of motion of a Brownian particle

Mathematical Physics & Probability

Speaker: Jan Wehr, University of Arizona
Location: 1147 MSB
Start time: Wed, Dec 2 2015, 4:10PM

A real Brownian particle has a mass and its motion is described by a second-order Newton's equation, which includes a damping force and a noise term. In the limit when the mass goes to zero, one obtains a simpler, first-order equation. If the damping coefficient depends on the particle's position, this limiting equation contains an additional term---the noise-induced drift. I will describe an experiment in which such drift was measured and show how to calculate it in a very general class of stochastic systems. If time permits, I will also talk about noise-induced drifts in stochastic delay systems in the context of relevant experiments. The presented results were obtained in a joint work with Scott Hottovy, Austin McDaniel and Giovanni Volpe.