Jan Wehr : Noise-induced drift---theory and experiment
Recent experiments show that an overdamped Brownian particle in a diffusion gradient experiences an additional drift. Equivalently, the Langevin equation describing the particle's motion should be interpreted according to the "anti-Ito" definition of stochastic integrals. I will explain this effect mathematically by studying the zero-mass limit of the stochastic Newton's equation modeling the particle's motion and, using a multiscale expansion, extend the analysis to a wide class of equations, including systems with colored noise and delay terms, interpreting recent electrical circuit experiments. The results were obtained in a collaboration with experimental physicists in Stuttgart: Giovanni Volpe, Clemens Bechinger, Laurent Helden and Thomas Brettschneider, as well as with the mathematics graduate students at the University of Arizona: Scott Hottovy and Austin McDaniel.
- Category: Probability
- Duration: 01:44:52
- Date: December 8, 2011 at 4:10 PM
- Views: 134
- Tags: seminar, Probability Seminar
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