Javascript must be enabled

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.

Please select playlist name from following

Report Video

Please select the category that most closely reflects your concern about the video, so that we can review it and determine whether it violates our Community Guidelines or isn’t appropriate for all viewers. Abusing this feature is also a violation of the Community Guidelines, so don’t do it.


Comments Disabled For This Video