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When monitoring the dynamics of stochastic systems, such as interacting particles agitated by thermal noise, disentangling deterministic forces from Brownian motion is challenging. Indeed, we show that there is an information-theoretic…

Soft Condensed Matter · Physics 2020-04-16 Anna Frishman , Pierre Ronceray

In this paper we introduce a model which provides a new approach to the phenomenon of stochastic resonance. It is based on the study of the properties of the stationary distribution of the underlying stochastic process. We derive the…

Probability · Mathematics 2007-05-23 Peter Imkeller , Ilya Pavlyukevich

We derive explicit forms of Markovian transition probability densities for the velocity space and phase-space Brownian motion of a charged particle in a constant magnetic field.

Statistical Mechanics · Physics 2007-05-23 R. Czopnik , P. Garbaczewski

We study an extended system that without noise shows a spatially homogeneous state, but when submitted to an adequate multiplicative noise, some "noise-induced patterns" arise. The stochastic resonance between these structures is…

Pattern Formation and Solitons · Physics 2013-05-29 B. von Haeften , G. Izús , S. Mangioni , A. D. Sánchez , H. S. Wio

We study noise induced thermally activated barrier crossing of a Brownian particle that hops in a periodic ratchet potential where the ratchet potential is coupled with a spatially uniform temperature. The viscous friction is considered to…

Statistical Mechanics · Physics 2016-09-27 Solomon Fekade Duki , Mesfin Asfaw Taye

Starting from First Principles, the space charge manipulation of charged particles in an induction field in free space based on an unique Magnetic field strength and its oscillation Frequency relationship is demonstrated numerically and…

Plasma Physics · Physics 2024-07-10 Devesh S. Bhosale

We study analytically the dynamics of an anisotropic particle subjected to different stochastic resetting schemes in two dimensions. The Brownian motion of shape-asymmetric particles in two dimensions results in anisotropic diffusion at…

Statistical Mechanics · Physics 2024-07-02 Subhasish Chaki , Kristian Stølevik Olsen , Hartmut Löwen

We investigate the Brownian diffusion of particles in one spatial dimension and in the presence of finite regions within which particles can either evaporate or be reset to a given location. For open boundary conditions, we highlight the…

Statistical Mechanics · Physics 2020-11-04 Gennaro Tucci , Andrea Gambassi , Shamik Gupta , Édgar Roldán

The resonant activation effect (RA) has been well studied in different ways during the last two decades. It consists in the presence of a minimum in the mean time spent by a Brownian particle to exit from a potential well in the presence of…

Statistical Mechanics · Physics 2008-10-23 Alessandro Fiasconaro

We study a nonuniversal contribution to the dephasing rate of conduction electrons due to local vibrational modes. The inelastic scattering rate is strongly influenced by multiphonon excitations, exhibiting oscillatory behaviour. For higher…

Strongly Correlated Electrons · Physics 2009-11-13 Balázs Dóra , Miklós Gulácsi

A stochastic model for intermittent fluctuations in the scrape-off layer of magnetically confined plasmas has been constructed based on a super-position of uncorrelated pulses arriving according to a Poisson process. In the most common…

Plasma Physics · Physics 2018-05-04 Audun Theodorsen , Odd Erik Garcia

We study theoretically a bistable systems with time-delayed feedback driven by weak periodic force. The effective potential function and the steady-state probability density are derived. The delay time and the strength of its feedback can…

Statistical Mechanics · Physics 2009-01-15 Rui-Hua Shao , Yong Chen

We investigate the transport of Brownian particles in a two-dimensional potential under the action of a uniform external force. The potential is periodic in one direction and confines the particle to a narrow channel of varying…

Statistical Mechanics · Physics 2016-05-04 Xinli Wang , German Drazer

We have studied the persistence probability $p(t)$ of an active Brownian particle with shape asymmetry in two dimensions. The persistence probability is defined as the the probability of a stochastic variable that has not changed it's sign…

Statistical Mechanics · Physics 2025-08-12 Anirban Ghosh , Sudipta Mandal , Dipanjan Chakraborty

We consider the problem of leakage or effusion of an ensemble of independent stochastic processes from a region where they are initially randomly distributed. The case of Brownian motion, initially confined to the left half line with…

Statistical Mechanics · Physics 2023-06-29 David S. Dean , Satya N. Majumdar , Gregory Schehr

Noise induced Brownian dynamics in underdamped medium is studied numerically to understand the firing time of excitable systems. By considering Brownian particles that move in underdamped medium, we study how the first arrival time behaves…

Statistical Mechanics · Physics 2018-10-10 Solomon F. Duki , Mesfin A. Taye

The interplay of such cornerstones of modern nonlinear fiber optics as a nonlinearity, stochasticity and polarization leads to variety of the noise induced instabilities including polarization attraction and escape phenomena harnessing of…

We show the existence of a resonant behavior of the current of Brownian particles confined in a pulsating channel. The interplay between the periodic oscillations of the shape of the channel and a force applied along its axis leads to an…

Soft Condensed Matter · Physics 2016-12-15 M. Florencia Carusela , J. Miguel Rubí

In stochastic resonance, a periodically forced Brownian particle in a double-well potential jumps between minima at rare increments, the prediction of which poses a major theoretical challenge. Here, we use a path-integral method to find a…

Data Analysis, Statistics and Probability · Physics 2020-04-02 L. T. Giorgini , S. H. Lim , W. Moon , J. S. Wettlaufer

Fractional Brownian motion is a Gaussian stochastic process with stationary, long-time correlated increments and is frequently used to model anomalous diffusion processes. We study numerically fractional Brownian motion confined to a finite…

Statistical Mechanics · Physics 2019-03-22 T. Guggenberger , G. Pagnini , T. Vojta , R. Metzler