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The paper is devoted to the problem of the determination of regular and thermal forces acting on microscopic and smaller objects in fluids. One of the methods how regular forces are determined is the measurement of the drift velocity of…
We investigate to what extent one can use a thermodynamic description of turbulent flow as a source of stochastic kinetic energy for three-dimensional self-assembly of magnetically interacting macroscopic particles. We confirm that the…
We solve the problem of formulating Brownian motion in a relativistically covariant framework in 1+1 and 3+1 dimensions. We obtain covariant Fokker-Planck equations with (for the isotropic case) a differential operator of invariant…
We propose here a testing methodology based on the autocovariance, detrended moving average, and time-averaged mean-squared displacement statistics for tempered fractional Brownian motions (TFBMs) which are related to the notions of…
In this paper we present a systematic and rigorous method for calculating the diffusion tensor for a Brownian particle moving in a periodic potential which is valid in arbitrary dimensions and for all values of the dissipation. We use this…
We consider a problem of statistical estimation of an unknown drift parameter for a stochastic differential equation driven by fractional Brownian motion. Two estimators based on discrete observations of solution to the stochastic…
We discuss an autonomous motor based on a Brownian particle driven from thermal equilibrium by periodic in time variation of the internal potential through which the particle interacts with molecules of the surrounding thermal bath. We…
We investigated three models of Brownian motors which convert rotational diffusion into directed translational motion by switching on and off a potential. In the first model a spatially asymmetric potential generates directed translational…
In systems possessing spatial or dynamical symmetry breaking, Brownian motion combined with symmetric external input signals, deterministic or random, alike, can assist directed motion of particles at the submicron scales. In such cases,…
Statistical properties of Brownian motion that arise by analyzing, separately, trajectories over which the system energy increases (upside) or decreases (downside) with respect to a threshold energy level, are derived. This selective…
This paper reviews the formulation of the Feynman-Vernon model of linear dissipative systems for a standard Brownian particle moving in an external potential $V(x,t)$ and introduces the formulation of a generalized oscillator model of a…
An asymmetric object, undergoing dissipative collisions with surrounding particles, acquires a nonzero average velocity. The latter is calculated analytically by an expansion of the Boltzmann equation and the result is compared with Monte…
The lateral diffusion coefficient of a Brownian particle on a two-dimensional random surface is studied in the quenched limit for which the surface configuration is time-independent. We start with the stochastic equation of motion for a…
We construct a class of one-dimensional diffusion processes on the particles of branching Brownian motion that are symmetric with respect to the limits of random martingale measures. These measures are associated with the extended extremal…
This paper deals with the identification of the multivariate fractional Brownian motion, a recently developed extension of the fractional Brownian motion to the multivariate case. This process is a $p$-multivariate self-similar Gaussian…
Extended numerical simulations enable to ascertain the diffusive behavior at finite temperatures of chiral walls and skyrmions in ultra-thin model Co layers exhibiting symmetric - Heisenberg - as well as antisymmetric -…
We consider a stochastic differential equation involving standard and fractional Brownian motion with unknown drift parameter to be estimated. We investigate the standard maximum likelihood estimate of the drift parameter, two non-standard…
We explore the transport features of a Brownian particle that walks in a periodic ratchet potential that is coupled with a spatially varying temperature background. Since the viscous friction of the medium decreases as the temperature of…
A microscopic model for a translational Brownian motor, dubbed as Brownian Translator, is introduced. It is inspired by the Brownian Gyrator of Filliger and Reimann (Filliger and Reimann 2007). The Brownian Translator consists of a…
We have realized a Brownian motor by using cold atoms in a dissipative optical lattice as a model system. In our experiment the optical potential is spatially symmetric and the time-symmetry of the system is broken by applying appropriate…