Related papers: Holographic Brownian Motion and Time Scales in Str…
The distribution of the first-passage time (FPT)$T_a$ for a Brownian particle with drift $\mu$ subject to hitting an absorber at a level $a>0$ is well-known and given by its density $\gamma(t) = \frac{a}{\sqrt{2 \pi t^3} } e^{-\frac{(a-\mu…
We study the two-dimensional overdamped motion of an active particle whose orientational dynamics is subject to fractional Brownian noise, whereas its position is affected by self-propulsion and Brownian fluctuations. From a Langevin-like…
We show that the correlated stochastic fluctuation of the friction coefficient can give rise to long-range directional motion of a particle undergoing Brownian random walk in a constant periodic energy potential landscape. The occurrence of…
We briefly go through the problem of the quantum description of Brownian motion, concentrating on recent results about the connection between dynamics of the particle and dynamic structure factor of the medium.
We consider scaled Brownian motion (sBm), a random process described by a diffusion equation with explicitly time-dependent diffusion coefficient $D(t) = D_0 t^{\alpha - 1}$ (Batchelor's equation) which, for $\alpha < 1$, is often used for…
Based on analytical and numerical calculations we study the dynamics of an overdamped colloidal particle moving in two dimensions under time-delayed, non-linear feedback control. Specifically, the particle is subject to a force derived from…
In this paper we present a computation of the mean first-passage times both for a random walk in a discrete bounded lattice, between a starting site and a target site, and for a Brownian motion in a bounded domain, where the target is a…
I review recent applications of the open quantum system framework in the understanding of quarkonium suppression in heavy-ion collisions, which has been used as a probe of the quark-gluon plasma for decades. The derivation of the Lindblad…
We introduce $n$-parameter $\Rd$-valued Brownian-time Brownian sheet (BTBS): a Brownian sheet where each "time" parameter is replaced with the modulus of an independent Brownian motion. We then connect BTBS to a new system of $n$ linear,…
We have considered the underdamped motion of a Brownian particle in the presence of a correlated external random force. The force is modeled by an Ornstein-Uhlenbeck process. We investigate the fluctuations of the work done by the external…
We study the diffusion of Brownian particles on the surface of a sphere and compute the distribution of solid angles enclosed by the diffusing particles. This function describes the distribution of geometric phases in two state quantum…
We measured the overall motion of Brownian particles suspended in water by a self-mixing thin-slice solid-state laser with extreme optical sensitivity. From the demodulated signal of laser intensity fluctuations through self-mixing…
In the paper [7] we studied the temporally inhomogeneous system of non-colliding Brownian motions and proved that multi-time correlation functions are generally given by the quaternion determinants in the sense of Dyson and Mehta. In this…
In this paper we study the effects of quantum scalar field vacuum fluctuations on scalar test particles in an analog model for the Friedmann-Robertson-Walker spatially flat geometry. In this scenario, the cases with one and two perfectly…
We explore various aspects of the motion of heavy quarks in strongly-coupled gauge theories, employing the AdS/CFT correspondence. Building on earlier work by Mikhailov, we study the dispersion relation and energy loss of an accelerating…
The peak of the heavy quark pair entropy at the deconfinement transition, observed in lattice QCD, suggests that the transition is effectively driven by the increase of the entropy of bound states. The growth of the entropy with the…
In colloidal systems, Brownian motion emerges from the massive separation of time and length scales associated to characteristic dynamics of the solute and solvent constituents. This separation of scales produces several temporal regimes in…
The quantum dynamics of a free particle on a circle with point interaction is described by a U(2) family of self-adjoint Hamiltonians. We provide a classification of the family by introducing a number of subfamilies and thereby analyze the…
We derive an analytical expression for the propagator and the transition path time distribution of a two-dimensional active Brownian particle crossing a parabolic barrier with absorbing boundary conditions at both sides. By taking those of…
We consider the hydrodynamics of strongly interacting quark gluon plasma in finite temperature and density using the holographic duality of charged black hole in anti DeSitter space. We calculate the transport coefficients at arbitrary…