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The role of external forces in systems exhibiting anomalous diffusion is discussed on the basis of the describing Langevin equations. Since there exist different possibilities to include the effect of an external field the concept of {\it…
Quantum tunneling from a thin wire or a thin film through a static potential barrier in a zero magnetic field is studied. The wire or the film should satisfy a condition of transverse quantization of levels and be inhomogeneous. Depending…
A novel probabilistic framework for modelling anomalous diffusion is presented. The resulting process is Markovian, non-homogeneous, non-stationary, non-ergodic, and state-dependent. The fundamental law governing this process is driven by…
In a recent article, Krapivsky and Redner (J. Stat. Mech. 093208 (2018)) established that the distribution of the first hitting times for a diffusing particle subject to hitting an absorber is independent of the direction of the external…
The Levy diffusion processes are a form of non ordinary statistical mechanics resting, however, on the conventional Markov property. As a consequence of this, their dynamic derivation is possible provided that (i) a source of randomness is…
Memory effects are a key feature in the description of the dynamical systems governed by the generalized Langevin equation, which presents an exact reformulation of the equation of motion. A simple measure for the estimation of memory…
A Generalized Langevin Equation with exponential memory is proposed for the dynamics of a massive intruder in a dense granular fluid. The model reproduces numerical correlation and response functions, violating the equilibrium Fluctuation…
Diffusion of a particle in the N-dimensional external potential which is periodic in one dimension and unbounded in the other N-1 dimensions is investigated. We find an analytical expression for the overdamped diffusion and study…
We propose to describe the dynamics of phase transitions in terms of a non-stationary Generalized Langevin Equation for the order parameter. By construction, this equation is non-local in time, i.e.~it involves memory effects whose…
In this paper we revisit the Brownian motion on the basis of {the fractional Langevin equation which turns out to be a particular case of the generalized Langevin equation introduced by Kubo in 1966. The importance of our approach is to…
Inspired by problems in biochemical kinetics, we study statistical properties of an overdamped Langevin process whose friction coefficient depends on the state of a similar, unobserved process. Integrating out the latter, we derive the long…
We consider the problem of the Bayesian inference of drift and diffusion coefficient functions in a stochastic differential equation given discrete observations of a realisation of its solution. We give conditions for the well-posedness and…
We address the challenge of incorporating non-Markovian electronic friction effects in quantum-mechanical approximations of dynamical observables. A generalized Langevin equation (GLE) is formulated for ring-polymer molecular dynamics…
In this paper we show that a non-local operator of certain type extends to the generator of a strong Markov process, admitting the transition probability density. For this transition probability density we construct the intrinsic upper and…
Heat fluctuations over a time \tau in a non-equilibrium stationary state and in a transient state are studied for a simple system with deterministic and stochastic components: a Brownian particle dragged through a fluid by a harmonic…
We study the evolution of the kinetic energy (or gradient norm) of an incident linearly polarized monochromatic wave propagating in correlated random media. We explore the optical flux transverse to the mean Poynting flux at the…
A probabilistic framework for studying single-particle diffusion in partially absorbing media has recently been developed in terms of an encounter-based approach. The latter computes the joint probability density (generalized propagator)…
Based on the generalized Langevin equation for the momentum of a Brownian particle a generalized asymptotic Einstein relation is derived. It agrees with the well-known Einstein relation in the case of normal diffusion but continues to hold…
This paper is concerned with correlation functions of stochastic systems with memory, a prominent example being a molecule or colloid moving through a complex (e.g., viscoelastic) fluid environment. Analytical investigations of such systems…
Both linear and nonlinear Langevin equations are derived directly from the Liouville equation for an exactly solvable model consisting of a Brownian particle of mass $M$ interacting with ideal gas molecules of mass $m$ via a quadratic…