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We examine the non-ergodic properties of scaled Brownian motion, a non-stationary stochastic process with a time dependent diffusivity of the form $D(t)\simeq t^{\alpha-1}$. We compute the ergodicity breaking parameter EB in the entire…

Statistical Mechanics · Physics 2015-09-02 Hadiseh Safdari , Andrey G. Cherstvy , Aleksei V. Chechkin , Felix Thiel , Igor M. Sokolov , Ralf Metzler

We analyze the mean squared displacement of a Brownian particle in a medium with a spatially varying local diffusivity which is assumed to be periodic. When the system is asymptotically diffusive the mean squared displacement,…

Statistical Mechanics · Physics 2015-06-23 David S. Dean , Thomas Guérin

We give an elementary self-contained proof of the fact that the walk dimension of the Brownian motion on an arbitrary generalized Sierpi\'{n}ski carpet is greater than two, no proof of which in this generality had been available in the…

Probability · Mathematics 2022-01-21 Naotaka Kajino

Stochastic homogenization is achieved for a class of elliptic and parabolic equations describing the lifetime, in large domains, of stationary diffusion processes in random environment which are small, statistically isotropic perturbations…

Analysis of PDEs · Mathematics 2016-03-01 Benjamin J. Fehrman

Active Brownian motion with intermittent direction reversals are common in a class of bacteria like {\it Myxococcus xanthus} and {\it Pseudomonas putida}. We show that, for such a motion in two dimensions, the presence of the two time…

Statistical Mechanics · Physics 2021-08-04 Ion Santra , Urna Basu , Sanjib Sabhapandit

We solve a model of sluggish stochastic motion in which a Brownian particle diffuses with a diffusion coefficient that decays algebraically with the distance to the origin, as $|x|^{-\alpha}$. Additionally, the particle resets with a…

Statistical Mechanics · Physics 2026-03-03 Denis Boyer , Satya N. Majumdar

In this work, we focus on the behavior of a single passive Brownian particle in a suspension of passive particles with short-range repulsive interactions and a larger self-diffusion coefficient. While the forces affecting the…

Statistical Mechanics · Physics 2023-04-26 Deborah Schwarcz , Stanislav Burov

We study the noise-driven escape of active Brownian particles (ABPs) and run-and-tumble particles (RTPs) from confining potentials. In the small noise limit, we provide an exact expression for the escape rate in term of a variational…

Soft Condensed Matter · Physics 2019-07-03 Eric Woillez , Yongfeng Zhao , Yariv Kafri , Vivien Lecomte , Julien Tailleur

We develop a closed-form analytical theory for the transport of a chiral active Brownian particle (cABP) in three dimensions, moving through a fluctuating local density field that coarse-grains steric and dynamical interactions in a dense…

Statistical Mechanics · Physics 2025-08-25 Jayam Joshi , Shradha Mishra

High-precision positioning in GPS-denied environments is a demanding but challenging technology. Resonant Beam Positioning (RBP) utilizes a resonant beam with properties such as energy focusing, self-establishment, self-alignment, and…

The semimartingale reflecting Brownian motion (SRBM) can be a heavy traffic limit for many server queueing networks. Asymptotic properties for stationary probabilities of the SRBM have attracted a lot of attention recently. However, many…

Probability · Mathematics 2018-07-24 Hongshuai Dai , Dawson A. Donald , Yiqiang Q. Zhao

We introduce numerical methods for simulating the diffusive motion of rigid bodies of arbitrary shape immersed in a viscous fluid. We parameterize the orientation of the bodies using normalized quaternions, which are numerically robust,…

Soft Condensed Matter · Physics 2015-10-28 Steven Delong , Florencio Balboa Usabiaga , Aleksandar Donev

This paper is concerned with two related types of directed polymers in a random medium. The first one is a d-dimensional Brownian motion living in a random environment which is Brownian in time and homogeneous in space. The second is a…

Probability · Mathematics 2007-10-05 Agnese Cadel , Samy Tindel , Frederi Viens

We study the motion of an active Brownian particle (ABP) using overdamped Langevin dynamics on a two-dimensional substrate with periodic array of obstacles and in a quasi-one-dimensional corrugated channel comprised of periodically arrayed…

Soft Condensed Matter · Physics 2019-05-28 Sudipta Pattanayak , Rakesh Das , Manoranjan Kumar , Shradha Mishra

We consider a 2-dimensional model of random walk in random environment known as line model. The environment is described by two independent families of i.i.d. random variables dictating rates of jumps in vertical, respectively horizontal…

Probability · Mathematics 2025-12-25 Jean-Dominique Deuschel , Henri Elad Altman

We define and study in detail \emph{utraslow scaled Brownian motion (USBM)\/} characterised by a time dependent diffusion coefficient of the form $D(t)\simeq 1/t$. For unconfined motion the mean squared displacement (MSD) of USBM exhibits…

Statistical Mechanics · Physics 2015-03-30 Anna Bodrova , Aleksei V. Chechkin , Andrey G. Cherstvy , Ralf Metzler

We prove the existence of solutions to a non-linear, non-local, degenerate equation which was previously derived as the formal hydrodynamic limit of an active Brownian particle system, where the particles are endowed with a position and an…

Analysis of PDEs · Mathematics 2023-10-02 Martin Burger , Simon Schulz

We present a model of anomalous diffusion consisting of an ensemble of particles undergoing homogeneous Brownian motion except for confinement by randomly placed reflecting boundaries. For power-law distributed compartment sizes, we…

Soft Condensed Matter · Physics 2015-06-09 Gerald John Lapeyre

Active Brownian particles (ABPs) and Run-and-Tumble particles (RTPs) both self-propel at fixed speed $v$ along a body-axis ${\bf u}$ that reorients either through slow angular diffusion (ABPs) or sudden complete randomisation (RTPs). We…

Statistical Mechanics · Physics 2015-10-12 A. P. Solon , M. E. Cates , J. Tailleur

We design 3D-printed motor-driven active particles and find that their dynamics can be characterized using the model of overdamped chiral active Brownian particles (ABPs), as demonstrated by measured angular statistics and translational…

Soft Condensed Matter · Physics 2025-02-28 Yuxuan Zhou , Maomao Ge , Ting Wang
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