Related papers: Langevin dynamics with space-time periodic nonequi…
We investigate the ensemble and time averaged mean squared displacements for particle diffusion in a simple model for disordered media by assuming that the local diffusivity is both fluctuating in time and has a deterministic average growth…
We investigate the out-of-equilibrium dynamics of a relativistic $Z_2$-symmetric scalar field theory with Langevin dynamics in two and three spatial dimensions under linear driving across magnetic first-order phase transitions, close to and…
A Langevin equation is proposed to describe the transport of overdamped Brownian particles in a periodic rough potential and driven by an unbiased periodic force. The equation can be transformed into the Fokker-Planck equation by using the…
We show the relation between processes which are modeled by a Langevin equation with multiplicative noise and infinite ergodic theory. We concentrate on a spatially dependent diffusion coefficient that behaves as ${D(x)}\sim…
We investigate the motion of a colloidal particle driven out of equilibrium by an external torque. We use the molecular dynamics simulation that is alternative to the numerical integration approach based on the Langevin equation and is…
Any first course on polymer physics teaches that the dynamics of a tagged monomer of a polymer is anomalously subdiffusive, i.e., the mean-square displacement of a tagged monomer increases as $t^\alpha$ for some $\alpha<1$ until the…
We study a Langevin equation describing the stochastic motion of a particle in one dimension with coordinate $x$, which is simultaneously exposed to a space-dependent friction coefficient $\gamma(x)$, a confining potential $U(x)$ and…
We investigate a lattice of coupled logistic maps where, in addition to the usual diffusive coupling, an advection term parameterized by an asymmetry in the coupling is introduced. The advection term induces periodic behavior on a…
We present a numerical and partially analytical study of classical particles obeying a Langevin equation that describes diffusion on a surface modeled by a two dimensional potential. The potential may be either periodic or random. Depending…
The problem of biological motion is a very intriguing and topical issue. Many efforts are being focused on the development of novel modeling approaches for the description of anomalous diffusion in biological systems, such as the very…
The generation of non-separable, physically motivated covariance functions is a theme of ongoing research interest, given that only a few classes of such functions are available. We construct a non-separable space-time covariance function…
We study the generalized Langevin equation approach to anomalous diffusion for a harmonic oscillator and a free particle driven by different forms of internal noises, such as power-law-correlated and distributed-order noises that fulfil…
Anomalous diffusion is an established phenomenon but still a theoretical challenge in non-equilibrium statistical mechanics. Physical models are built incrementally, and the most recent and most general family is based on the fractional…
We consider a particle with a Langevin dynamics driven by a uniform non-conservative force, in a one-dimensional potential with periodic boundary conditions. We are interested in the properties of the system for atypical values of the…
A general nonequilibrium thermodynamic theory is developed for time-dependent Langevin dynamics, starting from the common definition of nonequilibrium Gibbs entropy. It is shown that the notations appearing in the First and the Second Law…
The Langevin equation includes a random force to maintain equilibrium and prevent friction from bringing motion to a standstill; but for ballistic motion, the random force is often neglected. Here, we use the Langevin equation for molecular…
The probability distributions, as well as the mean values of stochastic currents and fluxes, associated with a driven Langevin process, provide a good and topologically protected measure of how far a stochastic system is driven out of…
We study synchronization of locally coupled noisy phase oscillators which move diffusively in a one-dimensional ring. Together with the disordered and the globally synchronized states, the system also exhibits several wave-like states which…
We drive a $d$-dimensional Heisenberg magnet using an anisotropic current. The continuum Langevin equation is analysed using a dynamical renormalization group and numerical simulations. We discover a rich steady-state phase diagram,…
We statistically examine long time sequences of Brownian motion for a nonequilibrium version of the Rayleigh piston model and confirm that the third cumulant of a long-time displacement for the nonequilibrium Brownian motion linearly…