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We present a study on the dynamics of a system consisting of a pair of hardcore particles diffusing with different rates. We solved the drift-diffusion equation for this model in the case when one particle, labeled F, drifts and diffuses…
A one-dimensional (1-D) anomalous-diffusive molecular communication channel is considered, wherein the devices (transmitter (TX) and receiver (RX)) can move in either direction along the axis. For modeling the anomalous diffusion of…
The analysis of high-frequency financial data is often impeded by the presence of noise. This article is motivated by intraday return data in which market microstructure noise appears to be rough, that is, best captured by a continuous-time…
In this thesis, we study asymptotic properties of the standard branching Brownian motion, with a specific emphasis on the additive martingales at high temperature. We start by presenting classic and fundamental tools for our investigation.…
We study the dynamics of overdamped Brownian particles diffusing in conservative force fields and undergoing stochastic resetting to a given location with a generic space-dependent rate of resetting. We present a systematic approach…
We investigate the bounds between normal or anomalous effective diffusion for inertial particles transported by parallel flows. The infrared behavior of the fluid kinetic-energy spectrum, i.e. the possible presence of long-range…
Colloidal suspensions of ferromagnetic nano-particles, so-called ferrofluids, are shown to be suitable systems to demonstrate and investigate thermal ratchet behavior: By rectifying thermal fluctuations, angular momentum is transferred to a…
The methods of Nuclear Magnetic Resonance belong to the best developed and often used tools for studying random motion of particles in different systems, including soft biological tissues. In the long-time limit the current mathematical…
We present a study of diffusion enhancement of underdamped Brownian particles in 1D symmetric space-periodic potential due to external symmetric time-periodic forcing with zero mean. We show that the diffusivity can be enhanced by many…
When a physical system evolves in a thermal bath at a constant temperature, it arrives eventually to an equilibrium state whose properties are independent of the kinetic parameters and of the precise evolution scenario. This is generically…
Floquet topological phases emerge when systems are periodically driven out-of-equilibrium. They gained attention due to their external control, which allows to simulate a wide variety of static systems by just tuning the external field in…
Security of oscillatory true random number generators remains not fully understood due to insufficient understanding of complex $1/f^\alpha$ phase noise. To bridge this gap, we introduce fractional Brownian motion as a comprehensive…
Resistive switching is one of the foremost candidates for building novel types of non-volatile random access memories. Any practical implementation of such a memory cell calls for a strong miniaturization, at which point fluctuations start…
Brownian motors, or ratchets, are devices which "rectify" Brownian motion, i.e. they can generate a current of particles out of unbiased fluctuations. The ratchet effect is a very general phenomenon which applies to a wide range of physical…
In this paper we present a study of anomalous diffusion using a Fokker-Planck description with fractional velocity derivatives. The distribution functions are found using numerical means for varying degree of fractionality observing the…
The transport properties of a spherical active Brownian particle in a periodic potential under heavy damping are considered. The self-propelled particle is subjected to the asymmetric potential, detailed balance is lost and the particles…
A Brownian Motor is a nanoscale or molecular device that combines the effects of thermal noise, spatial or temporal asymmetry, and directionless input energy to drive directed motion. Because of the input energy, Brownian motors function…
We investigate the statistics of the fluctuations of the energy transfer between an overdamped Brownian particle, whose motion is confined by a stationary harmonic potential, and a surrounding viscoelastic fluid at constant temperature. We…
We use numerical simulations to study the behavior of 2D frictionless disk systems under cyclic shear as a function of reversal amplitude \gamma_r. Our studies focus on mean bulk and disk dynamics. These measurements suggest a crossover…
We examine two stochastic processes with random parameters, which in their basic versions (i.e., when the parameters are fixed) are Gaussian and display long range dependence and anomalous diffusion behavior, characterized by the Hurst…