Related papers: Work distribution in time-dependent logarithmic-ha…
We consider the problem of controlling the spatiotemporal probability distribution of a robotic swarm that evolves according to a reflected diffusion process, using the space- and time-dependent drift vector field parameter as the control…
We consider the solvability of the Fokker-Planck equation with both time-dependent drift and diffusion coefficients by means of the similarity method. By the introduction of the similarity variable, the Fokker-Planck equation is reduced to…
We study the large fluctuations of the work injected by the random force into a Brownian particle under the action of a confining harmonic potential. In particular, we compute analytically the rate function for generic uncorrelated initial…
We study dynamical properties of confined, self-propelled Brownian particles in an inhomogeneous activity profile. Using Brownian dynamics simulations, we calculate the probability to reach a fixed target and the mean first passage time to…
Motivated by the simple models of molecular motor obeying a linear force-velocity relation, we have studied the stochastic dynamics of a Brownian particle in the presence of a linear velocity dependent force, $f_s(1-\frac{v}{v_0})$ where…
We consider the thermally activated escape of an overdamped Brownian particle over a potential barrier in the presence of periodic driving. A time-dependent path-integral formalism is developed which allows us to derive asymptotically exact…
We derive an analytical expression for the transition path time (TPT) distribution for a one-dimensional particle crossing a parabolic barrier. The solution is expressed in terms of the eigenfunctions and eigenvalues of the associated…
An exact time-dependent solution for the wave function $\psi(r,t)$ of a particle moving in the presence of an asymmetric rectangular well/barrier potential varying in one dimension is obtained by applying a novel for this problem approach…
We investigate the effects of relatively rapid variations of the boundaries of an overmoded cavity on the stochastic properties of its interior acoustic or electromagnetic field. For quasi-static variations, this field can be represented as…
The functional method to derive the fractional Fokker-Planck equation for probability distribution from the Langevin equation with Levy stable noise is proposed. For the Cauchy stable noise we obtain the exact stationary probability density…
Following a recent work by Robnik and Romanovski (J.Phys.A: Math.Gen. {\bf 39} (2006) L35, Open Syst. & Infor. Dyn. {\bf 13} (2006) 197-222) we derive the explicit formula for the universal distribution function of the final energies in a…
This article deals with the limit distribution for a stochastic differential equation driven by a non-symmetric cylindrical $\alpha$-stable process. Under suitable conditions, it is proved that the solution of this equation converges weakly…
We present a detailed study of the transport and energetics of a Brownian particle moving in a periodic potential in the presence of an adiabatic external periodic drive. The particle is considered to move in a medium with periodic space…
We investigate the persistence probability of a Brownian particle in a harmonic potential, which decays to zero at long times -- leading to an unbounded motion of the Brownian particle. We consider two functional forms for the decay of the…
We consider a continuous random walk model for describing normal as well as anomalous diffusion of particles subjected to an external force when these particles diffuse in a uniformly expanding (or contracting) medium. A general equation…
The free-energy difference $\Delta F$ between two high-dimensional systems is notoriously difficult to compute, but very important for many applications, such as drug discovery. We demonstrate that an unconventional definition of work…
A fundamental theory of deterministic linear-quadratic (LQ) control is the equivalent relationship between control problems, two-point boundary value problems and Riccati equations. In this paper, we extend the equivalence to a general…
We consider an overdamped run-and-tumble particle in two dimensions, with self propulsion in an orientation that stochastically rotates by 90 degrees at a constant rate, clockwise or counter-clockwise with equal probabilities. In addition,…
The question of how long a particle takes to pass through a potential barrier is still a controversial topic in quantum mechanics. Arguably, the main theoretical problem in obtaining estimates for measurable times is the fact that…
The one-dimensional overdamped Brownian motion in a symmetric periodic potential modulated by external time-reversible noise is analyzed. The calculation of the effective diffusion coefficient is reduced to the mean first passage time…