Related papers: Work fluctuations for a Brownian particle driven b…
A particle diffusing around a point of stable mechanical equilibrium in a static but non-conservative force field enters into a steady state characterized by circulation in the probability flux. Circulation in such a Brownian vortex is not…
We investigate large deviation properties of the maximum likelihood drift parameter estimator for Ornstein--Uhlenbeck process driven by mixed fractional Brownian motion.
We discuss the random motion of charged test particles driven by quantum electromagnetic fluctuations at finite temperature in both the unbounded flat space and flat spacetime with a reflecting boundary and calculate the mean squared…
We present an efficient method to perform overdamped Brownian dynamics simulations in external force fields and for particle interactions that include a hardcore part. The method applies to particle motion in one dimension, where it is…
We study the work fluctuations of a particle subjected to a deterministic drag force plus a random forcing whose statistics is of the L\'evy type. In the stationary regime, the probability density of the work is found to have ``fat''…
The indefinite integral of the homogenized Ornstein-Uhlenbeck process is a well-known model for physical Brownian motion, modelling the behaviour of an object subject to random impulses [L. S. Ornstein, G. E. Uhlenbeck: On the theory of…
The resolution of Brownian motion in simulations of micro-particle suspensions can be crucial to reproducing the correct dynamics of individual particles, as well as providing an accurate characterisation of suspension properties. Including…
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,…
We derive a simple closed analytical expression for the total entropy production along a single stochastic trajectory of a Brownian particle diffusing on a periodic potential under an external constant force. By numerical simulations we…
We study the motion of an elastic object driven in a disordered environment in presence of both dissipation and inertia. We consider random forces with the statistics of random walks and reduce the problem to a single degree of freedom. It…
Statistical properties of Brownian motion that arise by analyzing, separately, trajectories over which the system energy increases (upside) or decreases (downside) with respect to a threshold energy level, are derived. This selective…
The Brownian motion of a charged test particle caused by quantum electromagnetic vacuum fluctuations between two perfectly conducting plates is examined and the mean squared fluctuations in the velocity and position of the test particle are…
Some probabilistic aspects of the number variance statistic are investigated. Infinite systems of independent Brownian motions and symmetric alpha-stable processes are used to construct new examples of processes which exhibit both divergent…
The Ornstein-Uhlenbeck (OU) process describes the dynamics of Brownian particles in a confining harmonic potential, thereby constituting the paradigmatic model of overdamped, mean-reverting Langevin dynamics. Despite its widespread…
Starting from a microscopic approach and using the formalism of quantum Brownian motion, partition function of a system composed of two separated pieces of anisotropic matter and a fluctuating medium in finite temperature is obtained…
We calculate the effective long-term convective velocity and dispersive motion of an ellipsoidal Brownian particle in three dimensions when it is subjected to a constant external force. This long-term motion results as a "net" average…
The time-reversal symmetry of nonequilibrium fluctuations is experimentally investigated in two out-of-equilibrium systems namely, a Brownian particle in a trap moving at constant speed and an electric circuit with an imposed mean current.…
We investigate the behaviour of a chain of interacting Brownian particles with one end fixed and the other moving away at slow speed, in the limit of small noise. The interaction between particles is through a pairwise potential with finite…
A general kind of Brownian vortexes are demonstrated by applying an external nonconservative force field to a colloidal particle bound by a conservative optical trapping force at a liquid-air interface. As the liquid medium is translated at…
One of the major challenges in stochastic thermodynamics is to compute the distributions of stochastic observables for small-scale systems for which fluctuations play a significant role. Hitherto much theoretical and experimental research…