Brownian earthworm (Q2434910)

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Brownian earthworm
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    Brownian earthworm (English)
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    31 January 2014
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    What is hidden behind this appealing title? An earthworm is represented by a sphere with center driven by a Brownian motion. As the soil is pushed aside by the earthworm, what is the long time effect of this action? The authors succeed in proving one rigorous mathematical result: if the radius of the sphere is sufficiently small, the distance between two reflected Brownian motions \(X\) and \(Y\), starting from different points and driven by the same white noise outside a sphere in a 3-dimensional torus, does not converge to 0 a.s. It is natural to conjecture that the process \((X,Y)\) has a stationary distribution, but this more precise result is out of reach at present. It is not known whether the recurrence result holds true for a 2-dimensional torus. This is because a crucial part of the proof relies on the explicit evaluation of some Lyapunov exponent that is positive in dimension 3 and vanishes in dimension 2. Some related conjectures are also proposed.
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    reflected Brownian motion
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    Lyapunov exponent
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