Related papers: Kramers escape driven by fractional Brownian motio…
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…
Escape from a potential well occurs in a wide variety of physical systems from chemical reactions to ship capsize. In these situations escape often occurs by passage over a normally hyperbolic submanifold (NHS). This paper describes the…
We explore the dependence of the thermally activated barrier crossing rate on various model parameters for a dimer that undergoes a Brownian motion on a piecewise linear bistable potential employing the method of adiabatic elimination of…
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…
We examine the mean first passage time for a particle driven by highly correlated Gaussian fluctuations to reach one or more predetermined boundaries. We discuss a numerical algorithm to generate power-law correlated fluctuations and apply…
In this article we address the problem of quantum tunneling of a non-Markovian Brownian particle away from thermal equilibrium. We calculate the Kramers escape rate at low temperature (including the zero temperature case) in the…
We study the diffusive motion of a particle in a subharmonic potential of the form $U(x)=|x|^c$ ($0<c<2$) driven by long-range correlated, stationary fractional Gaussian noise $\xi_{\alpha}(t)$ with $0<\alpha\le2$. In the absence of the…
The stochastic motion of particles in living cells is often spatially inhomogeneous with a higher effective diffusivity in a region close to the cell boundary due to active transport along actin filaments. As a first step to understand the…
In this article, we study the explosion time of the solution to autonomous stochastic differential equations driven by the fractional Brownian motion with Hurst parameter $H>1/2$. With the help of the Lamperti transformation, we are able to…
The problem of noise-induced escape from a metastable state arises in physics, chemistry, biology, systems engineering, and other areas. The problem is well understood when the underlying dynamics of the system obey detailed balance. When…
Systems where resource availability approaches a critical threshold are common to many engineering and scientific applications and often necessitate the estimation of first passage time statistics of a Brownian motion (Bm) driven by…
Throughout physics Brownian dynamics are used to describe the behaviour of molecular systems. When the Brownian particle is confined to a bounded domain, a particularly important question arises around determining how long it takes the…
We study fractional Laplace motion (FLM) obtained from subordination of fractional Brownian motion to a gamma process, in the presence of an external drift that acts on the composite process or of an internal drift acting solely on the…
We study two broad classes of physically dissimilar problems, each corresponding to stochastically driven escape from a potential well. The first class, often used to model noise-induced order parameter reversal, comprises…
A great number of physical processes are described within the context of Hamiltonian scattering. Previous studies have rather been focused on trajectories starting outside invariant structures, since the ones starting inside are expected to…
We use an effective Hamiltonian to characterize particle dynamics and find escape rates in a periodically kicked Hamiltonian. We study a model of particles in storage rings that is described by a chaotic symplectic map. Ignoring the…
We study the dynamics of flexible, semiflexible, and self-avoiding polymer chains moving under a Kramers metastable potential. Due to thermal noise, the polymers, initially placed in the metastable well, can cross the potential barrier, but…
The rate of escape of polymers from a two-dimensionally confining potential well has been evaluated using self-avoiding as well as ideal chain representations of varying length, up to 80 beads. Long timescale Langevin trajectories were…
Resonant activation and noise-enhanced stability were observed in an underdamped real physical system, i.e., Josephson tunnel junctions. With a weak sinusoidal driving force applied, the thermal activated escape from a potential well…
Adsorption to a surface, reversible-binding, and trapping are all prevalent scenarios where particles exhibit "stickiness". Escape and first-passage times are known to be drastically affected, but detailed understanding of this phenomenon…