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Probability Distributions Functions (PDFs) of fluctuations of plasma edge parameters are skewed curves fairly different from normal distributions, whose shape appears almost independent of the plasma conditions and devices. We start from a…
Diffusion is a fundamental physical phenomenon with critical applications in fields such as metallurgy, cell biology, and population dynamics. While standard diffusion is well-understood, anomalous diffusion often requires complex non-local…
Effect of weak disorder on tunneling through a potential barrier is studied analytically. A diagrammatic approach based on the specific behavior of subbarrier wave functions is developed. The problem is shown to be equivalent to that of…
A two-dimensional periodic optical force field, which combines conservative dipolar forces with vortices from radiation pressure, is proposed in order to influence the diffusion properties of optically susceptible nano-particles. The…
The steady state of a Langevin equation with short ranged memory and coloured noise is analyzed. When the fluctuation-dissipation theorem of second kind is not satisfied, the dynamics is irreversible, i.e. detailed balance is violated. We…
The phenomena of subdiffusion are widely observed in physical and biological systems. To investigate the effects of external potentials, say, harmonic potential, linear potential, and time dependent force, we study the subdiffusion…
For a single potential barrier, the barrier penetrability can be inverted based on the WKB approximation to yield the barrier thickness. We apply this method to heavy-ion fusion reactions at energies well below the Coulomb barrier and…
In this paper we investigate the boundary non-crossing probabilities of a fractional Brownian motion considering some general deterministic trend function. We derive bounds for non-crossing probabilities and discuss the case of a large…
Brownian yet non-Gaussian phenomenon has recently been observed in many biological and active matter systems. The main idea of explaining this phenomenon is to introduce a random diffusivity for particles moving in inhomogeneous…
Tunneling of electrons through a barrier with complex potential is investigated. We focus on two cases, symmetric double rectangular barrier and double delta potential barrier, and give expressions for resonant transmission probability for…
The orientational memory of particles can serve as an effective measure of diffusivity, spreading, and search efficiency in complex stochastic processes. We develop a theoretical framework to describe the decay of directional correlations…
We derive the existence and uniqueness of the generalized backward doubly stochastic differential equation with sub-differential of a lower semi-continuous convex function under a non Lipschitz condition. This study allows us give a…
The time-dependent flux over the fission barrier of an excited nucleus under the influence of dissipation is investigated. Characteristic features of the evolution of the amplitude of the probability distribution and the velocity profile at…
We use an effective Markovian description to study the long-time behaviour of a nonlinear second order Langevin equation with Gaussian noise. When dissipation is neglected, the energy of the system grows as with time a power-law with an…
Many processes in chemistry, physics, and biology depend on thermally activated events in which the system changes its state by surmounting an activation barrier. Examples range from chemical reactions, protein folding, and nucleation…
This study investigates the frame potential and expressiveness of commutative quantum circuits. Based on the Fourier series representation of these circuits, we express quantum expectation and pairwise fidelity as characteristic functions…
An anisotropic random barrier model is presented, in which the transition probabilities in different directions have different probability density functions. At low temperatures, the anisotropic long--time diffusion coefficients, obtained…
We determine the rate of escape from a potential well, and the diffusion coefficient in a periodic potential, of a random walker that moves under the influence of the potential in between successive collisions with the heat bath. In the…
The dielectric response of non-interacting dipoles is discussed in the framework of the classical model of stochastic reorientations in an asymmetric double well potential (ADWP). In the nonlinear regime, this model exhibits some…
This study explores a Gaussian quasi-likelihood approach for estimating parameters of diffusion processes with Markovian regime switching. Assuming the ergodicity under high-frequency sampling, we will show the asymptotic normality of the…