Related papers: Superdiffusivity for a Brownian polymer in a conti…
The nonequilibrium structural and dynamical properties of semiflexible active polar polymers subject to linear flow are studied by numerical simulations. Filaments are confined in two dimensions and immersed in a fluid described by the…
In this paper the reflection and transmission of waves by a three-dimensional random medium are studied in a white-noise and paraxial regime. The limit system derives from the acoustic wave equations and is described by a coupled system of…
We show that in driven systems the Gaussian nature of the fluctuating force and time-reversibility are equivalent properties. This result together with the potential condition of the external force drastically restricts the form of the…
Overdamped Brownian motion of a self-propelled particle is studied by solving the Langevin equation analytically. On top of translational and rotational diffusion, in the context of the presented model, the "active" particle is driven along…
We discuss the situations under which Brownian yet non-Gaussian (BnG) diffusion can be observed in the model of a particle's motion in a random landscape of diffusion coefficients slowly varying in space. Our conclusion is that such…
Using a time-averaging technique we obtain exactly the probability distribution for position and velocity of a Brownian particle under the influence of two heat baths at different temperatures. These baths are expressed by a white noise…
Brownian particles suspended in disordered crowded environments often exhibit non-Gaussian normal diffusion (NGND), whereby their displacements grow with mean square proportional to the observation time and non-Gaussian statistics. Their…
Given a Brownian Motion $W$, in this paper we study the asymptotic behavior, as $\eps \to 0$, of the quadratic covariation between $f (\eps W)$ and $W$ in the case in which $f$ is not smooth. Among the main features discovered is that the…
Diffusion of Brownian particles in the tilted periodic potential, usually referred to the washboard potential (WBP), is a well-known model to describe physical systems out of equilibrium. Considering that the biological medium is flexible…
The propagation of light in a scattering medium is described as the motion of a special kind of a Brownian particle on which the fluctuating forces act only perpendicular to its velocity. This enforces strictly and dynamically the…
Wang et al. [PNAS 106 (2009) 15160] have found that in several systems the linear time dependence of the mean-square displacement (MSD) of diffusing colloidal particles, typical of normal diffusion, is accompanied by a non-Gaussian…
We study the problem of particles undergoing Brownian motion in an expanding sphere whose surface is an absorbing boundary for the particles. The problem is akin to that of the diffusion of impurities in a grain of polycrystalline material…
Continuous-time random walks offer powerful coarse-grained descriptions of transport processes. We here microscopically derive such a model for a Brownian particle diffusing in a deep periodic potential. We determine both the waiting-time…
In dimensions 3 or larger, it is a classical fact that the directed polymer model has two phases: Brownian behavior at high temperature, and non-Brownian behavior at low temperature. We consider the response of the polymer to an external…
In this paper, we investigate the microscopic dynamics of a polymer of length $N$ translocating through a narrow pore. Characterization of its purportedly anomalous dynamics has so far remained incomplete. We show that the polymer dynamics…
Fractional Brownian motion (FBM), a non-Markovian self-similar Gaussian stochastic process with long-ranged correlations, represents a widely applied, paradigmatic mathematical model of anomalous diffusion. We report the results of…
We study the statistical properties of overdamped particles driven by two cross-correlated multiplicative Gaussian white noises in a time-dependent environment. Using the Langevin and Fokker-Planck approaches, we derive the exact…
Our model consists of a Brownian particle $X$ moving in $\mathbb{R}$, where a Poissonian field of moving traps is present. Each trap is a ball with constant radius, centered at a trap point, and each trap point moves under a Brownian motion…
We consider anomalous non-Markovian transport of Brownian particles in viscoelastic fluid-like media with very large but finite macroscopic viscosity under the influence of a constant force field F. The viscoelastic properties of the medium…
In this paper, we consider nonlinear diffusion processes driven by space-time white noises, which have an interpretation in terms of partial differential equations. For a specific choice of coefficients, they correspond to the Landau…