Related papers: Transport in a Levy ratchet: Group velocity and di…
We study the problem of parameter estimation for discretely observed stochastic processes driven by additive small L\'{e}vy noises. We do not impose any moment condition on the driving L\'{e}vy process. Under certain regularity conditions…
Transport phenomena in spatially periodic systems far from thermal equilibrium are considered. The main emphasize is put on directed transport in so-called Brownian motors (ratchets), i.e. a dissipative dynamics in the presence of thermal…
We consider an SDE in R^m of the type dX(t)=a(X(t))dt+dU(t) with a L\'evy process U and study the problem for the distribution of a solution to be regular in various senses. We do not impose any specific conditions on the L\'evy measure of…
Properties of the noise-driven escape kinetics are mainly determined by the stochastic component of the system dynamics. Nevertheless, the escape dynamics is also sensitive to deterministic forces. Here, we are exploring properties of the…
We discuss two-dimensional diffusion of a Brownian particle confined to a periodic asymmetric channel with soft walls modeled by a parabolic potential. In the channel, the particle experiences different noise intensities, or temperatures,…
The thermal ratchets model toggles a spatially periodic asymmetric potential to rectify random walks and achieve transport of diffusing particles. We numerically solve the governing equation for the full dynamics of an infinite 1D ratchet…
We study the noise induced transport of an overdamped Brownian particle in frictional ratchet systems in the presence of external Gaussian white noise fluctuations. The analytical expressions for current and diffusion coefficient are…
Transport of a Brownian particle moving in a periodic potential is investigated in the presence of symmetric unbiased external force. The viscous medium is alternately in contact with the two heat reservoirs. We present the analytical…
The mobility of an overdamped particle, in a periodic potential tilted by a constant external field and moving in a medium with periodic friction coefficient is examined. When the potential and the friction coefficient have the same…
Random walk simulation of the Levy flight shows a linear relation between the mean square displacement <r2> and time. We have analyzed different aspects of this linearity. It is shown that the restriction of jump length to a maximum value…
An important open problem in the theory of L\'evy flights concerns the analytically tractable formulation of absorbing boundary conditions. Although numerical studies using the correctly defined nonlocal approach have yielded substantial…
We consider nonparametric statistical inference for L\'evy processes sampled irregularly, at low frequency. The estimation of the jump dynamics as well as the estimation of the distributional density are investigated. Non-asymptotic risk…
We study the diffusive behaviour of interacting active particles (self-propelled) with mass $m$ in an asymmetric channel. The particles are subjected to an external oscillatory force along the length of the channel. In this setup, particles…
We consider statistics of electronic transport in chaotic cavities where time-reversal symmetry is broken and one of the leads is weakly non-ideal, i.e. it contains tunnel barriers characterized by tunneling probabilities $\Gamma_i$. Using…
We study analytically and numerically the ratchet transport of interacting particles induced by a monochromatic driving in asymmetric two-dimensional structures. The ratchet flow is preserved in the limit of strong interactions and can…
We analyze the motion of an overdamped classical particle in a multidimensional periodic potential, driven by a weak external noise. We demonstrate that in steady-state, the presence of temporal correlations in the noise and spatial…
We consider dipolar excitations propagating via dipole-induced exchange among immobile molecules randomly spaced in a lattice. The character of the propagation is determined by long-range hops (Levy flights). We analyze the eigen-energy…
Let X be a critical branching L{\'e}vy process whose offspring distribution is in the domain of attraction of a stable random variable. We study the tail probability of the maximum location ever reached by a particle in two different…
In this paper we provide an analysis of a mean first passage time problem of a random walker subject to a bi-variate $\alpha$-stable L\'evy type noise from a 2-dimensional disk. For an appropriate choice of parameters the mean first passage…
We consider a finite dimensional deterministic dynamical system with a global attractor A with a unique ergodic measure P concentrated on it, which is uniformly parametrized by the mean of the trajectories in a bounded set D containing A.…