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 Electronic Journal of Probability > Vol. 15(2010) > Paper 6 open journal systems 


Brownian Dynamics of Globules

Myriam Fradon, Université Lille1


Abstract
We prove the existence and uniqueness of a strong solution of a stochastic differential equation with normal reflection representing the random motion of finitely many globules. Each globule is a sphere with time-dependent random radius and a center moving according to a diffusion process. The spheres are hard, hence non-intersecting, which induces in the equation a reflection term with a local (collision-)time. A smooth interaction is considered too and, in the particular case of a gradient system, the reversible measure of the dynamics is given. In the proofs, we analyze geometrical properties of the boundary of the set in which the process takes its values, in particular the so-called Uniform Exterior Sphere and Uniform Normal Cone properties. These techniques extend to other hard core models of objects with a time-dependent random characteristic: we present here an application to the random motion of a chain-like molecule.


Full text: PDF

Pages: 142-161

Published on: February 11, 2010
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Electronic Journal of Probability. ISSN: 1083-6489