Related papers: Brownian motion with multiplicative noises revisit…
This work is a numerical experiment of stochastic motion of conservative Hamiltonian system or weakly damped Brownian particles. The objective is to prove the existence of path probability and to compute its values. By observing a large…
We consider a two-dimensional model system of Brownian particles in which slow particles are accelerated while fast particles are damped. The motion of the individual particles are described by a Langevin equation with Rayleigh-Helmholtz…
We consider the Langevin equation with multiplicative noise term which depends on time and space. The corresponding Fokker-Planck equation in Stratonovich approach is investigated. Its formal solution is obtained for an arbitrary…
The motion of a quantum particle hopping on a simple cubic lattice under the influence of thermal noise and of a static random potential is expected to be diffusive, i.e., the particle is expected to exhibit `quantum Brownian motion', no…
We study the consequences of adopting the memory dependent, non-Markovian, physics with the memory-less over-damped approximation usually employed to investigate Brownian particles. Due to the finite correlation time scale associated with…
Linear systems with many degrees of freedom containing multiplicative and additive noise are considered. The steady state probability distribution for equations of this kind is examined. With multiplicative white noise it is shown that…
In this paper we present a dynamical system to generate Brownian motion based on the Langevin equation without stochastic term and using fractional derivatives, i.e., a deterministic Brownian motion model is proposed. The stochastic process…
The Langevin equation greatly simplifies the mathematical expression of the effects of thermal noise by using only two terms, a dissipation term, and a random-noise term. The Langevin description was originally applied to a system in…
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…
A fully quantum treatment of Einstein's Brownian motion is given, showing in particular the role played by the two original requirements of translational invariance and connection between dynamics of the Brownian particle and atomic nature…
Recent rapid advances in single particle tracking and supercomputing techniques resulted in an unprecedented abundance of diffusion data exhibiting complex behaviours, such the presence of power law tails of the msd and memory functions,…
Building upon the work of Hu, Paz, and Zhang [1,2] on open quantum systems we consider the quantum Brownian motion (QBM) model with one oscillator (position variable $x$) as the system, {\it nonlinearly} coupled to an environment of $N$…
Brownian motion of single particles with various masses M and diameters D is studied by molecular dynamics simulations. Besides the momentum auto-correlation function of the Brownian particle the memory function and the fluctuating force…
In this letter, we develop a mode-coupling theory for a class of nonlinear Langevin equations with multiplicative noise using a field theoretic formalism. These equations are simplified models of realistic colloidal suspensions. We prove…
We consider a finite or countable collection of one-dimensional Brownian particles whose dynamics at any point in time is determined by their rank in the entire particle system. Using Transportation Cost Inequalities for stochastic…
Brownian motion occurs in a variety of fluids, from rare gases to liquids. The Langevin equation, describing friction and agitation forces in statistical balance, is one of the most successful ways to treat the phenomenon. In rare gases, it…
Many complex systems are described by Langevin-type equations in which the noise exhibits long-range correlations and couples to the system in a state-dependent, multiplicative manner, leading to heterogeneous non-Markovian diffusion. Here,…
The study of the Brownian motion of a charged particle in electric and magnetic fields fields has many important applications in plasma and heavy ions physics, as well as in astrophysics. In the present paper we consider the electromagnetic…
We establish large deviations for dynamical Schr\"{o}dinger problems driven by perturbed Brownian motions when the noise parameter tends to zero. Our results show that Schr\"{o}dinger bridges charge exponentially small masses outside the…
We consider the linear transport equation with a globally Holder continuous and bounded vector field. While this deterministic PDE may not be well-posed, we prove that a multiplicative stochastic perturbation of Brownian type is enough to…