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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…

Data Analysis, Statistics and Probability · Physics 2015-06-17 Felix Thiel , Igor M. Sokolov

We study the Brownian motion of a classical particle in one-dimensional inhomogeneous environments where the transition probabilities follow quasiperiodic or aperiodic distributions. Exploiting an exact correspondence with the…

Statistical Mechanics · Physics 2009-10-31 F. Igloi , L. Turban , H. Rieger

In one-dimensional systems, the dynamics of a Brownian particle are governed by the force derived from a potential as well as by diffusion properties. In this work, we obtain the first-passage-time statistics of a Brownian particle driven…

Statistical Mechanics · Physics 2015-11-25 Eugenio Urdapilleta

We consider a generic class of stochastic particle-based models whose state at an instant in time is described by a set of continuous degrees of freedom (e.g. positions), and the length of this set changes stochastically in time due to…

Statistical Mechanics · Physics 2025-09-03 Samuel Cameron , Elsen Tjhung

A harmonically trapped active Brownian particle exhibits two types of positional distributions -- one has a single peak, the other has a single well -- that signify steady-state dynamics with low and high activity, respectively. Adding…

Strong anomalous diffusion phenomena are often observed in complex physical and biological systems, which are characterized by the nonlinear spectrum of exponents $q\nu(q)$ by measuring the absolute $q$-th moment $\langle |x|^q\rangle$.…

Statistical Mechanics · Physics 2020-03-20 Xudong Wang , Yao Chen , Weihua Deng

We introduce a probabilistic model for protein sliding motion along DNA during the search of a target sequence. The model accounts for possible effects due to sequence-dependent interaction between the nonspecific DNA and the protein. As an…

Biological Physics · Physics 2007-05-23 Maria Barbi , Christophe Place , Vladislav Popkov , Mario Salerno

We study the dynamics of an overdamped Brownian particle in a thermal bath that contains a dilute solution of active particles. The particle moves in a harmonic potential and experiences Poisson shot-noise kicks with specified amplitude…

Statistical Mechanics · Physics 2024-07-18 Costantino Di Bello , Rita Majumdar , Rahul Marathe , Ralf Metzler , Edgar Roldan

Continuous-time random walks offer powerful coarse-grained descriptions of transport processes. We here microscopically derive such a model for a Brownian particle diffusing in a deep periodic potential. We determine both the waiting-time…

Statistical Mechanics · Physics 2019-08-21 Andreas Dechant , Farina Kindermann , Artur Widera , Eric Lutz

We study the anomalous transport in systems of random walks (RW's) on comb-like lattices with fractal sidebranches, showing subdiffusion, and in a system of Brownian particles driven by a random shear along the x-direction, showing a…

Statistical Mechanics · Physics 2022-06-15 Fabio Cecconi , Giulio Costantini , Alessandro Taloni , Angelo Vulpiani

Efficiency of search for randomly distributed targets is a prominent problem in many branches of the sciences. For the stochastic process of L\'evy walks, a specific range of optimal efficiencies was suggested under variation of search…

Statistical Mechanics · Physics 2021-06-11 S. Mohsen J. Khadem , Sabine H. L. Klapp , Rainer Klages

We study the position distribution of a single active Brownian particle (ABP) on the plane. We show that this distribution has a compact support, the boundary of which is an expanding circle. We focus on a short-time regime and employ the…

Statistical Mechanics · Physics 2020-08-19 Satya N. Majumdar , Baruch Meerson

Motivated by the desire to understand complex transient behaviour in fluid flows, we study the dynamics of an air bubble driven by the steady motion of a suspending viscous fluid within a Hele-Shaw channel with a centred depth perturbation.…

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…

Chaotic Dynamics · Physics 2019-05-01 Y. Sato , R. Klages

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…

Statistical Mechanics · Physics 2011-04-05 Annalisa Molini , Peter Talkner , Gabriel G. Katul , Amilcare Porporato

The diffusion equation is the primary tool to study the movement dynamics of a free Brownian particle, but when spatial heterogeneities in the form of permeable interfaces are present, no fundamental equation has been derived. Here we…

Statistical Mechanics · Physics 2022-09-14 Toby Kay , Luca Giuggioli

We analyse base-pair breathing in a DNA sequence of 12 base-pairs with a defective base at its centre. We use both all-atom molecular dynamics (MD) simulations and a system of stochastic differential equations (SDE). In both cases, Fourier…

Biological Physics · Physics 2015-05-27 Ciprian-Ionut Duduiala , Jonathan A. D. Wattis , Charles A Laughton

We study the Brownian motion of a particle in a bounded circular 2-dimensional domain, in search for a stationary target on the boundary of the domain. The process switches between two modes: one where it performs a two-dimensional…

Statistical Mechanics · Physics 2018-06-13 Abhinava Chatterjee , Christos Christou , Andreas Schadschneider

Fractional Brownian motion and the fractional Langevin equation are models of anomalous diffusion processes characterized by long-range power-law correlations in time. We employ large-scale computer simulations to study these models in two…

Statistical Mechanics · Physics 2021-04-22 Thomas Vojta , Alex Warhover

A theory is presented of the longitudinal dispersion of DNA under equilibrium confined in a nanochannel. Orientational fluctuations of the DNA chain build up to give rise to substantial fluctuations of the coil in the longitudinal direction…

Soft Condensed Matter · Physics 2009-11-18 Theo Odijk