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We study efficiency of non-parametric estimation of diffusions (stochastic differential equations driven by Brownian motion) from long stationary trajectories. First, we introduce estimators based on conditional expectation which is…

Probability · Mathematics 2021-05-26 Xi Chen , Ilya Timofeyev

We report a theoretical study of an overdamped Brownian particle dynamics in the presence of both a spatially modulated one-dimensional periodic potential and a periodic alternating force (AF). As the periodic potential has a low symmetry…

Statistical Mechanics · Physics 2013-05-29 M. V. Fistul

A model for anomalous transport of tracer particles diffusing in complex media in two dimensions is proposed. The model takes into account the characteristics of persistent motion that active bath transfer to the tracer, thus the model…

Statistical Mechanics · Physics 2025-07-24 Francisco J. Sevilla , Adriano Valdés-Gómez , Alexis Torres-Carbajal

We investigate a diffusive motion of a system of interacting Brownian particles in quasi-one-dimensional micropores. In particular, we consider a semi-infinite 1D geometry with a partially absorbing boundary and the hard-core inter-particle…

Statistical Mechanics · Physics 2012-03-06 Artem Ryabov , Petr Chvosta

Transport of the Brownian particles driven by L\'evy flights coexisting with subdiffusion in asymmetric periodic potentials is investigated in the absence of any external driving forces. Using the Langevin-type dynamics with subordination…

Statistical Mechanics · Physics 2010-03-22 Bao-quan Ai , Ya-feng He

A system reservoir model, where the associated reservoir is modulated by an external colored random force, is proposed to study the transport of an overdamped Brownian particle in a periodic potential. We then derive the analytical…

Soft Condensed Matter · Physics 2009-01-01 Jyotipratim Ray Chaudhuri , Suman Kumar Banik , Sudip Chattopadhyay , Pinaki Chaudhury

We develop a formally exact technique for obtaining steady-state distributions of non-interacting active Brownian particles in a variety of systems. Our technique draws on results from the theory of two-way diffusion equations to solve the…

Soft Condensed Matter · Physics 2017-04-06 Caleb G. Wagner , Michael F. Hagan , Aparna Baskaran

Single-file transport occurs in various scientific fields, including diffusion through nanopores, nanofluidic devices, and cellular processes. We here investigate the impact of polydispersity on particle currents for single-file Brownian…

Statistical Mechanics · Physics 2023-10-30 David Voráč , Philipp Maass , Artem Ryabov

Brownian diffusion of rod-like polymers in the presence of randomly distributed spherical obstacles is studied using molecular dynamics (MD) simulations. It is observed that dependence of the reduced diffusion coefficient of these…

Soft Condensed Matter · Physics 2015-05-20 Farzaneh Sakha , Hossein Fazli

In many physical or biological systems, diffusion can be described by Brownian motions with stochastic diffusion coefficients (DCs). In the present study, we investigate properties of the diffusion with a broad class of stochastic DCs with…

Statistical Mechanics · Physics 2024-06-13 Go Uchida , Hitoshi Washizu , Hiromi Miyoshi

Stochastic processes offer a fundamentally different paradigm of dynamics than deterministic processes, the most prominent example of the latter being Newton's laws of motion. Here, we discuss in a pedagogical manner a simple and…

Statistical Mechanics · Physics 2022-04-15 Shamik Gupta , Arun M. Jayannavar

We study origin, parameter optimization, and thermodynamic efficiency of isothermal rocking ratchets based on fractional subdiffusion within a generalized non-Markovian Langevin equation approach. A corresponding multi-dimensional Markovian…

Statistical Mechanics · Physics 2013-09-27 I. Goychuk , V. O. Kharchenko

In this work, we have performed a detailed holographic analysis of the stochastic dynamics of a heavy particle propagating through a strongly coupled plasma moving with a constant velocity along a fixed spatial direction. To model this…

High Energy Physics - Theory · Physics 2026-05-07 Anirban Roy Chowdhury , Ashis Saha , Sunandan Gangopadhyay

A standard approach to study time-dependent stochastic processes is the power spectral density (PSD), an ensemble-averaged property defined as the Fourier transform of the autocorrelation function of the process in the asymptotic limit of…

Statistical Mechanics · Physics 2019-09-04 Vittoria Sposini , Ralf Metzler , Gleb Oshanin

Recently, dispersionless (coherent) motion of (noninteracting) massive Brownian particles, at intermediate time scales, was reported in a sinusoidal potential with a constant tilt. The coherent motion persists for a finite length of time…

Statistical Mechanics · Physics 2015-05-13 S. Saikia , Mangal C. Mahato

We examined the Brownian motion of point defects in a two-dimensional hexagonal colloidal crystal, going beyond the conventional treatment that assumes constant diffusion coefficients. By extracting the spatially varying drift vector and…

Soft Condensed Matter · Physics 2026-05-18 Huang Xicheng , Liu Zefei , Chen Yong-Cong , Yang Guohong , Ao Ping

We study the effect of spatially-varying potential and diffusivity on the dispersion of a tracer particle in single-file diffusion. Non-interacting particles in such a system exhibit normal diffusion at late times, which is characterised by…

Statistical Mechanics · Physics 2025-09-15 Benjamin Sorkin , David S. Dean

We study differential equations with a linear, path dependent drift and discrete delay in the diffusion term driven by a $\gamma$-H\"older rough path for $\gamma > \frac{1}{3}$. We prove well-posedness of these systems and establish a…

Probability · Mathematics 2024-11-08 Mazyar Ghani Varzaneh , Sebastian Riedel

This article deals with transport properties of one dimensional Brownian diffusion under the influence of a correlated quenched random force, distributed as a two-level Poisson process. We find in particular that large time scaling laws of…

Condensed Matter · Physics 2009-10-28 Cecile MONTHUS

In this work, we report a new method to simulate active Brownian particles (ABPs) in molecular dynamics (MD) simulations. Immersed in a fluid, each ABP consists of a head particle and a spherical phantom region of fluid where the flagellum…

Soft Condensed Matter · Physics 2019-02-15 Liya Wang , Xinpeng Xu , Zhigang Li , Tiezheng Qian
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