Related papers: Non-Markovian diffusion over a parabolic potential…
In this paper, we prove convergence in distribution of Langevin processes in the overdamped asymptotics. The proof relies on the classical perturbed test function (or corrector) method, which is used both to show tightness in path space,…
We present the schematic calculations within the Langevin approach in order to investigate the dependence of fission width on the memory time and the excitation energy at low temperatures where the quantum fluctuations play an important…
It is quite clear from a wide range of experiments that gating phenomena of ion channels is inherently stochastic. It has been discussed using BD simulations in a recent paper that memory effects in ion transport is negligible, unless the…
In the Langevin formalism, the delicate balance maintained between the fluctuations in the system and their corresponding dissipation may be upset by the presence of a secondary, space-dependent stochastic force, particularly in the low…
We study viscoelastic subdiffusion in bistable and periodic potentials within the Generalized Langevin Equation approach. Our results justify the (ultra)slow fluctuating rate view of the corresponding bistable non-Markovian dynamics which…
The diffusion problem over a saddle is studied using a multi-dimensional Langevin equation. An analytical solution is derived for a quadratic potential and the probability to pass over the barrier deduced. A very simple solution is given…
We present a numerical and partially analytical study of classical particles obeying a Langevin equation that describes diffusion on a surface modeled by a two dimensional potential. The potential may be either periodic or random. Depending…
In this paper, we establish a relationship between the asymptotic form of conditional boundary crossing probabilities and first passage time densities for diffusion processes. Namely, we show that, under broad assumptions, the first…
Memory effects, sometimes, can not be neglected. In the framework of continuous time random walk, memory effect is modeled by the correlated waiting times. In this paper, we derive the two-point probability distribution of the stochastic…
The computation of the probability of the first-passage time through a given threshold of a stochastic process is a classic problem that appears in many branches of physics. When the stochastic dynamics is markovian, the probability admits…
The diffusive non-Markovian motion over a single-well potential barrier in the presence of a weak sinusoidal time-modulation is studied. We found non-monotonic dependence of the mean escape time from the barrier on a frequency of the…
The diffusion of a fractional Brownian particle passing over the saddle point is studied in the field of the metastable potential. The barrier escaping probability is found to be greatly related to the fractional exponent $\alpha$.…
We derive an analytical expression for the propagator and the transition path time distribution of a two-dimensional active Brownian particle crossing a parabolic barrier with absorbing boundary conditions at both sides. By taking those of…
A nonequilibrium fluctuation theorem is established for a colloidal particle driven by an external force within the hydrodynamic theory of Brownian motion, describing hydrodynamic memory effects such as the t^(-3/2) power-law decay of the…
The two-dimensional barrier passage is studied in the framework of Langevin statistical reactive dynamics. The optimal incident angle for a particle diffusing in the dissipative non-orthogonal environment with various strengths of coupling…
For the Langevin model of the dynamics of a Brownian particle with perturbations orthogonal to its current velocity, in a regime when the particle velocity modulus becomes constant, an equation for the characteristic function $\psi…
We analyze the posterior contraction rates of parameters in Bayesian models via the Langevin diffusion process, in particular by controlling moments of the stochastic process and taking limits. Analogous to the non-asymptotic analysis of…
We introduce a generalized Langevin model system for different non-Markovian effects in the well and barrier regions of a potential, and use it to numerically study the dependence of the barrier-crossing time. In the appropriate limits, our…
The one-dimensional overdamped Brownian motion in a symmetric periodic potential modulated by external time-reversible noise is analyzed. The calculation of the effective diffusion coefficient is reduced to the mean first passage time…
We discuss a quantum effect in the diffusion process by developing a theory, which takes the finite curvature of the potential field into account. The transport coefficients of our theory satisfy the well-known fluctuation-dissipation…