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Classical diffusion in a random medium involves an exponential functional of Brownian motion. This functional also appears in the study of Brownian diffusion on a Riemann surface of constant negative curvature. We analyse in detail this…
In this paper, we study the scaling limit of a class of random walks which behave like simple random walks outside of a bounded region around the origin and which are subject to a partial reflection near the origin. If the probability of…
Consider a system of particles evolving as independent and identically distributed (i.i.d.) random walks. Initial fluctuations in the particle density get translated over time with velocity $\vec{v}$, the common mean velocity of the random…
We consider a Brownian particle in a harmonic trap. The location of the trap is modulated according to an Ornstein-Uhlenbeck process. We investigate the fluctuation of the work done by the modulated trap on the Brownian particle in a given…
Brownian and fractional processes are useful computational tools for the modelling of physical phenomena. Here, modelling linear homopolymers in solution as Brownian or fractional processes, we develop a formalism to take into account both…
Correct prediction of particle transport by surface waves is crucial in many practical applications such as search and rescue or salvage operations and pollution tracking and clean-up efforts. Recent results have indicated transport by…
A reversal of the particle current in rocking Brownian motors was predicted more than 20 years ago; however, an experimental verification and a deeper insight into the underlying mechanisms remained elusive. Here, we investigate the high…
A nonequilibrium fluctuation theorem is established for a colloidal particle driven by an external force within the hydrodynamic theory of Brownian motion, describing hydrodynamic memory effects such as the t^(-3/2) power-law decay of the…
We study how the order of N independent random walks in one dimension evolves with time. Our focus is statistical properties of the inversion number m, defined as the number of pairs that are out of sort with respect to the initial…
Evolution equations for the orientation distribution of axisymmetric particles in periodic flows are derived in the regime of small but non-zero Brownian rotations. The equations are based on a multiple time scale approach that allows fast…
Using the Onsager-Machlup functional integral approach, we obtain the work distribution function and the distribution of the dissipated heat of a Brownian particle subjected to a confining harmonic potential and an oscillatory driving…
A Brownian particle moving in a staircase-like potential with feedback control offers a way to implement Maxwell's demon. An experimental demonstration of such a system using sinusoidal periodic potential carried out by Toyabe et al. has…
When confined to a topological environment consisting of a cycle coupled with a half-line, quantum walks exhibit long-term statistical tendencies which differ dramatically from the tendencies of classical random walks in the same…
We construct a two-dimensional diffusion process with rank-dependent local drift and dispersion coefficients, and with a full range of patterns of behavior upon collision that range from totally frictionless interaction, to elastic…
We consider classical particles coupled to the quantized electromagnetic field in the background of a spatially flat Robertson-Walker universe. We find that these particles typically undergo Brownian motion and acquire a non-zero mean…
We use a first-passage time approach to study the statistics of the trapping times induced by persistent motion of active particles colliding with flat boundaries. The angular first-passage time distribution and mean first-passage time is…
Brownian motion of a particle with an arbitrary shape is investigated theoretically. Analytical expressions for the time-dependent cross-correlations of the Brownian translational and rotational displacements are derived from the…
This paper attempts to find a probability distribution for the white noise (rapidly fluctuating unbalanced force) in the Langevin Equation. Unbalanced force is the resultant impulse provided to the brownian particle by the colliding fluid…
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 the Newtonian dynamics of a massive particle in a one dimemsional random potential which is a Brownian motion in space. This is the zero temperature nondamped Sinai model. As there is no dissipation the particle oscillates…