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

Krzysztof Burdzy, Robert Hołyst and Łukasz Pruski

Physica A: Statistical Mechanics and its Applications, 2007, vol. 384, issue 2, 278-284

Abstract: 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.

Keywords: Brownian motion; drift; Flux; Equilibrium distribution (search for similar items in EconPapers)
Date: 2007
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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:384:y:2007:i:2:p:278-284

DOI: 10.1016/j.physa.2007.05.032

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