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We study the one-dimensional motion of a Brownian particle inside a confinement described by two reactive boundaries which can partially reflect or absorb the particle. Understanding the effects of such boundaries is important in physics,…

Statistical Mechanics · Physics 2021-03-30 Arnab Pal , Isaac Pérez Castillo , Anupam Kundu

During a random search, resetting the searcher's position from time to time to the starting point often reduces the mean completion time of the process. Although many different resetting models have been studied over the past ten years,…

Statistical Mechanics · Physics 2022-09-15 Gabriel Mercado-Vásquez , Denis Boyer , Satya N. Majumdar

We consider a model of active Brownian particles with velocity-alignment in two spatial dimensions with passive and active fluctuations. Hereby, active fluctuations refers to purely non-equilibrium stochastic forces correlated with the…

Statistical Mechanics · Physics 2016-05-02 Robert Grossmann , Lutz Schimansky-Geier , Pawel Romanczuk

Markov processes are shown to be consistent with metastable states seen in pulsar phenomena, including intensity nulling, pulse-shape mode changes, subpulse drift rates, spindown rates, and X-ray emission, based on the typically broad and…

High Energy Astrophysical Phenomena · Physics 2015-06-15 J. M. Cordes

The phenomenon of an excitable system producing a pulse under external or internal stimulation may be interpreted as a stochastic escape problem. This work addresses this issue by examining the Morris-Lecar neural model driven by symmetric…

Dynamical Systems · Mathematics 2019-06-18 Yancai Liu , Rui Cai , Jinqiao Duan

We consider a model of active Brownian agents interacting via a harmonic attractive potential in a two-dimensional system in the presence of noise. By numerical simulations, we show that this model possesses a noise-induced transition…

Biological Physics · Physics 2007-05-23 Udo Erdmann , Werner Ebeling , Alexander S. Mikhailov

We examine the effects of stochastic input currents on the firing behavior of two excitable neurons coupled with fast excitatory synapses. In such cells (models), typified by the quadratic integrate and fire model, mutual synaptic coupling…

Neurons and Cognition · Quantitative Biology 2007-07-31 Boris S. Gutkin , Juergen Jost , Henry C. Tuckwell

We address the interaction of single- and two-qubit systems with external fluctuating transverse fields and analyze in details the dynamical decoherence induced by Gaussian and non-Gaussian noise, e.g. random telegraph noise (RTN). Upon…

Quantum Physics · Physics 2016-01-14 Matteo A. C. Rossi , Matteo G. A. Paris

Escape of active agents from metastable states is of great interest in statistical and biological physics. In this study, we investigate the escape of a flexible active ring, composed of active Brownian particles, from a flat attractive…

Soft Condensed Matter · Physics 2024-08-21 Bin Tang , Jin-cheng Gao , Kang Chen , Tian Hui Zhang , Wen-de Tian

We investigate the resonance type behaviour of an overdamped Brownian particle in a bistable potential driven by external periodic signal. It has been shown previously that the input energy pumped into the system by the external drive shows…

Statistical Mechanics · Physics 2007-05-23 Debasis Dan , A. M. Jayannavar

Fractional Brownian motion is a generalised Gaussian diffusive process that is found to describe numerous stochastic phenomena in physics and biology. Here we introduce a multi-dimensional fractional Brownian motion (FBM) defined as a…

Statistical Mechanics · Physics 2013-06-14 Jae-Hyung Jeon , Aleksei V. Chechkin , Ralf Metzler

By modeling the interaction of a system with an environment through a renewal approach, we demonstrate that completely positive non-Markovian dynamics may develop some unexplored non-standard statistical properties. The renewal approach is…

Quantum Physics · Physics 2009-08-07 Adrian A. Budini Paolo Grigolini

We study the mean escape time in a market model with stochastic volatility. The process followed by the volatility is the Cox Ingersoll and Ross process which is widely used to model stock price fluctuations. The market model can be…

Statistical Mechanics · Physics 2009-11-11 Giovanni Bonanno , Davide Valenti , Bernardo Spagnolo

We consider the motion of an overdamped particle in a force field in presence of an external, adiabatic noise, without the restriction that the noise process is Gaussian or the stochastic process is Markovian. We examine the condition for…

Statistical Mechanics · Physics 2007-05-23 Suman Kumar Banik , Jyotipratim Ray Chaudhuri , Deb Shankar Ray

The escape rate of a particle over a fluctuating barrier in a double well potential exhibits resonance at an optimum value of correlation time of fluctuation. This has been shown to be important in several variants of kinetic model of…

Statistical Mechanics · Physics 2015-06-25 Pulak Kumar Ghosh , Debashis Barik , Bidhan Chandra Bag , Deb Shankar Ray

Many phenomena in nature are described by excitable systems driven by colored noise. The temporal correlations in the fluctuations hinder an analytical treatment. We here present a general method of reduction to a white-noise system,…

Statistical Mechanics · Physics 2015-11-25 Jannis Schuecker , Markus Diesmann , Moritz Helias

We introduce and study a model of active Brownian motion with multiplicative noise describing fluctuations in the self-propulsion or activity. We find that the standard picture of density accumulation in slow regions is qualitatively…

Soft Condensed Matter · Physics 2023-03-29 Benoît Mahault , Prakhar Godara , Ramin Golestanian

The effect of multiplicative white noise on the resonance capture in non-isochronous systems with time-decaying pumping is investigated. It is assumed that the intensity of perturbations decays with time, and its frequency is asymptotically…

Dynamical Systems · Mathematics 2025-03-11 Oskar A. Sultanov

We theoretically describe how weak signals may be efficiently transmitted throughout more than one frequency range in noisy excitable media by kind of stochastic multiresonance. This serves us here to reinterpret recent experiments in…

Data Analysis, Statistics and Probability · Physics 2015-05-27 J. J. Torres , J. Marro , J. F. Mejias

The mean first-passage time (MFPT) is one standard measure for the reaction time in thermally activated barrier-crossing processes. While the relationship between MFPTs and phenomenological rate coefficients is known for systems that…

Statistical Mechanics · Physics 2024-03-12 Qingyuan Zhou , Roland R. Netz , Benjamin A. Dalton