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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,…
Motivated by subdiffusive motion of bio-molecules observed in living cells we study the stochastic properties of a non-Brownian particle whose motion is governed by either fractional Brownian motion or the fractional Langevin equation and…
Diffusive transport of particles or, more generally, small objects is a ubiquitous feature of physical and chemical reaction systems. In configurations containing confining walls or constrictions transport is controlled both by the…
We study the Brownian motion of a charged test particle driven by quantum electromagnetic fluctuations in the vacuum region near a non-dispersive and non-absorbing dielectric half-space and calculate the mean squared fluctuations in the…
We consider two related linear PDE's perturbed by a fractional Brownian motion. We allow the drift to be discontinuous, in which case the corresponding deterministic equation is ill-posed. However, the noise will be shown to have a…
A possible mechanism leading to anomalous diffusion is the presence of long-range correlations in time between the displacements of the particles. Fractional Brownian motion, a non-Markovian self-similar Gaussian process with stationary…
Starting from a microscopic theory, we derive a master equation for a harmonic oscillator coupled to a bath of non-interacting oscillators. We follow a non-perturbative approach, proposed earlier by us for the free Brownian particle. The…
The diffusive transport of biased Brownian particles in a two-dimensional symmetric channel is investigated numerically considering both the no-flow and the reflection boundary conditions at the channel boundaries. Here, the geometrical…
Consider a massive (inert) particle impinged from above by N Brownian particles that are instantaneously reflected upon collision with the inert particle. The velocity of the inert particle increases due to the influence of an external…
Active matter exhibits many intriguing non-equilibrium character, \emph{e.g.}, the active Brownian particles (ABP) without any attractive and aligned interactions can occur the mobility-induced phase transition to form some dense domains…
Correct prediction of particle transport by surface waves is crucial in many practical applications such as search and rescue or salvage operations and pollution tracking and clean-up efforts. Recent results have indicated transport by…
Consider a chaotic dynamical system generating Brownian motion-like diffusion. Consider a second, non-chaotic system in which all particles localize. Let a particle experience a random combination of both systems by sampling between them in…
The role of coherent airflow structures capable of setting gravel-size particles in motion is studied theoretically and experimentally. Specifically, a micromechanical model based on energy conservation is proposed to describe the incipient…
Let B_1,B_2, ... be independent one-dimensional Brownian motions defined over the whole real line such that B_i(0)=0. We consider the nth iterated Brownian motion W_n(t)= B_n(B_{n-1}(...(B_2(B_1(t)))...)). Although the sequences of…
We present a study of diffusion enhancement of underdamped Brownian particles in 1D symmetric space-periodic potential due to external symmetric time-periodic forcing with zero mean. We show that the diffusivity can be enhanced by many…
Anomalous diffusion is frequently described by scaled Brownian motion (SBM), a Gaussian process with a power-law time dependent diffusion coefficient. Its mean squared displacement is $\langle x^2(t)\rangle\simeq\mathscr{K}(t)t$ with…
Single-file diffusion is a paradigmatic model for the transport of Brownian colloidal particles in narrow one-dimensional channels, such as those found in certain porous media, where the particles cannot cross each other. We consider a…
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…
Using elliptic regularity results in weighted spaces, stochastic calculus and the theory of non-symmetric Dirichlet forms, we first show weak existence of non-symmetric distorted Brownian motion for any starting point in some domain $E$ of…
We consider quantum Hamiltonian systems composed of mutually interacting "dynamical subsystem" with one or several degrees of freedom and "thermostat" with arbitrary many degrees of freedom, under assumptions that the interaction ensures…