Fractional Brownian Motion with an Absorbing Wall
Department
Physics
Major
Physics, Computer Science
Research Advisor
Vojta, Thomas
Advisor's Department
Physics
Funding Source
National Science Foundation
Abstract
Fractional Brownian motion, a random walk with long-time power-law correlations between its steps, is a prototypical model for anomalous diffusion. We employ large scale Monte Carlo simulations to investigate fractional Brownian motion in the presence of an absorbing wall. In the limit of vanishing correlations, our findings reproduce the well-known results for normal diffusion. In contrast, the interplay between the absorbing wall and the long-range power correlations leads to a singular probability density close to the wall. We compare our results to those of Brownian Motion in the presence of a reflecting wall, and we discuss implications of our results.
Biography
Alex Warhover is a Physics and Computer Science Dual Major. Alex is interested in looking for ways where knowledge from one field can aid work in the other, namely in the field of computational methods for Physics research or Physics problem solving techniques for Computer Science. Alex hopes to go to go on doing work in computational physics or making computational tools for science research. Alex is also an active member of the Society of the Society of Physics Students.
Research Category
Sciences
Presentation Type
Poster Presentation
Document Type
Poster
Award
Sciences poster session, Second place
Location
Upper Atrium
Presentation Date
16 Apr 2019, 9:00 am - 3:00 pm
Fractional Brownian Motion with an Absorbing Wall
Upper Atrium
Fractional Brownian motion, a random walk with long-time power-law correlations between its steps, is a prototypical model for anomalous diffusion. We employ large scale Monte Carlo simulations to investigate fractional Brownian motion in the presence of an absorbing wall. In the limit of vanishing correlations, our findings reproduce the well-known results for normal diffusion. In contrast, the interplay between the absorbing wall and the long-range power correlations leads to a singular probability density close to the wall. We compare our results to those of Brownian Motion in the presence of a reflecting wall, and we discuss implications of our results.
