Related papers: Work fluctuations for a Brownian particle driven b…
Linear diffusions are used to model a large number of stochastic processes in physics, including small mechanical and electrical systems perturbed by thermal noise, as well as Brownian particles controlled by electrical and optical forces.…
We study experimentally the fluctuations of the injected and dissipated energy in a system of a colloidal particle trapped in a double well potential periodically modulated by an external perturbation. The work done by the external force…
At long times, a fractional Brownian particle in a confining external potential reaches a non-equilibrium (non-Boltzmann) steady state. Here we consider scale-invariant power-law potentials $V(x)\sim |x|^m$, where $m>0$, and employ the…
The influence of an external field acting differently on the two constituents of a binary colloidal mixture performing Brownian dynamics is investigated by computer simulations and a simple theory. In our model, one half of the particles…
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…
In this paper, we will first give the numerical simulation of the sub-fractional Brownian motion through the relation of fractional Brownian motion instead of its representation of random walk. In order to verify the rationality of this…
The motion of weakly inertial Brownian particles, transported by steady two-dimensional fluid flows, is investigated by means of asymptotic methods. We focus on the phenomenon of noise-induced separatrix crossing, which can force particles…
To describe the spatial trajectory of an overdamped Brownian particle, inertial effects can be neglected. Yet, at the energetic level of stochastic thermodynamics, changes in kinetic energy must be considered to accurately predict the heat…
We propose a Langevin equation to describe the quantum Brownian motion of bounded particles based on a distinctive formulation concerning both the fluctuation and dissipation forces. The fluctuation force is similar to that employed in the…
We study the motion of an overdamped colloidal particle in a time-dependent non-harmonic potential. We demonstrate the first law-like balance between applied work, exchanged heat, and internal energy on the level of a single trajectory. The…
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…
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 an external field drives a colloidal system out of equilibrium, the ensuing colloidal response can be very complex and obtaining a detailed physical understanding often requires case-by-case considerations. In order to facilitate…
We investigate the behavior of dissipative particle dynamics (DPD) with time-correlated random noise. A new stochastic force for DPD is proposed which consists of a random force whose noise has an algebraic correlation proportional to 1/t…
We study the fluctuations of work done and dissipated heat of a Brownian particle in a symmetric double well system. The system is driven by two periodic input signals that rock the potential simultaneously. Confinement in one preferred…
In one-dimensional systems, the dynamics of a Brownian particle are governed by the force derived from a potential as well as by diffusion properties. In this work, we obtain the first-passage-time statistics of a Brownian particle driven…
Particle approximations for certain nonlinear and nonlocal reaction-diffusion equations are studied using a system of Brownian motions with killing. The system is described by a collection of i.i.d. Brownian particles where each particle is…
We discuss the two-dimensional motion of a Brownian particle that is confined to a harmonic trap and driven by a shear flow. The surrounding medium induces memory effects modelled by a linear, typically nonreciprocal coupling of the…
Previously derived expressions for the characteristic function of work performed on a quantum system by a classical external force are generalized to arbitrary initial states of the considered system and to Hamiltonians with degenerate…
We present a theory for the steady-state dynamics of a two-dimensional system of spherically symmetric active Brownian particles. The derivation of the theory consists of two steps. First, we integrate out the self-propulsions and obtain a…