Related papers: Kramers' law: Validity, derivations and generalisa…
Calculating the microscopic dissociation rate of a bound state, such as a classical diatomic molecule, has been difficult so far. The problem was that standard theories require an energy barrier over which the bound particle (or state)…
We consider a driven Brownian particle, subject to both conservative and non-conservative applied forces, whose probability evolves according to the Kramers equation. We derive a general fluctuation relation, expressing the ratio of the…
The Kramers' theory of activated processes is generalized for nonequilibrium open one-dimensional systems. We consider both the internal noise due to thermal bath and the external noise which are stationary, Gaussian and are characterized…
We consider a directed random walk making either 0 or $+1$ moves and a Brownian bridge, independent of the walk, conditioned to arrive at point $b$ on time $T$. The Hamiltonian is defined as the sum of the square of increments of the bridge…
We study the law of the minimum of a Brownian bridge, conditioned to take specific values at specific points, and the law of the location of the minimum. They are used to compare some non-adaptive optimisation algorithms for black-box…
We consider a charged Brownian gas under the influence of external and non uniform electric, magnetic and mechanical fields, immersed in a non uniform bath temperature. With the collision time as an expansion parameter, we study the…
A major part of the many thermally driven processes in our natural environment as well as in engineering solutions of Carnot-type machinery is based on the second law of thermodynamics (or principle of entropy increase). An interesting link…
The escape rate of a Brownian particle over a potential barrier is accurately described by the Kramers theory. A quantitative theory explicitly taking the activity of Brownian particles into account has been lacking due to the inherently…
We extend the stochastic energetics to a relativistic system. The thermodynamic laws and equipartition theorem are discussed for a relativistic Brownian particle and the first and the second law of thermodynamics in this formalism are…
We consider non-reversible random walks evolving on a potential field in a bounded domain of $\mathbb{R}^d$. We describe the complete metastable behavior of the random walk among the landscape of valleys, and we derive the Eyring-Kramers…
The process of identifying a time variable in time reparameterization invariant theories results in great ambiguities about the actual laws of physics described by a given theory. A theory set up to describe one set of physical laws can…
We investigate exit times from domains of attraction for the motion of a self-stabilized particle traveling in a geometric (potential type) landscape and perturbed by Brownian noise of small amplitude. Self-stabilization is the effect of…
It is quite generally assumed that the overdamped Langevin equation provides a quantitative description of the dynamics of a classical Brownian particle in the long time limit. We establish and investigate a paradigm anomalous diffusion…
The Langevin equation with multiplicative noise and state-dependent transport coefficient has to be always complemented with the proper interpretation rule of the noise, such as the Ito and Stratonovich conventions. Although the…
The range of validity of the semiclassical Smoluchowski equation derived recently by Coffey et al is discussed. The analysis is based on the quantum Smoluchowski equation derived by the present author before. A quantum generalization of the…
The probability per unit time for a thermally activated Brownian particle to escape over a potential well is in general well-described by Kramers theory. Kramers showed that the escape time decreases exponentially with increasing barrier…
Kramers escape rate in the overdamped systems with the power-law distribution is studied. By using the mean first passage time, we derive the escape rate for the power-law distribution and obtain the Kramers' infinite barrier escape rate in…
The local conservation of a physical quantity whose distribution changes with time is mathematically described by the continuity equation. The corresponding time parameter, however, is defined with respect to an idealized classical clock.…
The generalized Jeffreys-type law is formulated as a multi-term time-fractional Jeffreys-type equation, whose dynamics exhibit rich scaling crossover phenomena entailing different diffusion mechanisms. In this work, we provide a novel…
We study a simple model for the trajectory of a particle in a turbulent fluid, where a Brownian motion travels through a random Gaussian velocity field. We study the quenched law of the process and prove that in a weak environment setting,…