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We consider stochastic dynamics of a particle on a plane in presence of two noises and a confining parabolic potential - an analog of the experimentally-relevant Brownian Gyrator (BG) model. In contrast to the standard BG model, we suppose…

Statistical Mechanics · Physics 2025-12-16 Timothée Herbeau , Leonid Pastur , Pascal Viot , Gleb Oshanin

We present a general model allowing one to calculate the distribution function of energetic particles in the interstellar medium, and hence any relevant nuclear reaction rate, for any given time-dependent injection function, as well as in…

Astrophysics · Physics 2007-05-23 Etienne Parizot

We investigate the time evolution of entanglement in a process where a mobile particle is scattered by static spins. We show that entanglement increases monotonically during a transient and then saturates to a steady-state value. For a…

Quantum Physics · Physics 2015-05-13 F. Ciccarello , M. Paternostro , G. M. Palma , M. Zarcone

We present analytical investigations of a multiplicative stochastic process that models a simple investor dynamics in a random environment. The dynamics of the investor's budget, $x(t)$, depends on the stochasticity of the return on…

Portfolio Management · Quantitative Finance 2009-11-13 Emeterio Navarro , Ruben Cantero , Joao Rodrigues , Frank Schweitzer

Maximum entropy (maxEnt) inference of state probabilities using state-dependent constraints is popular in the study of complex systems. In stochastic dynamical systems, the effect of state space topology and path-dependent constraints on…

Statistical Mechanics · Physics 2015-10-28 Purushottam D. Dixit

We study an interacting particle system of a finite number of labelled particles on the integer lattice, in which particles have intrinsic masses and left/right jump rates. If a particle is the minimal-label particle at its site when it…

Probability · Mathematics 2025-09-11 Mikhail Menshikov , Serguei Popov , Andrew Wade

We consider branching Brownian motion in which initially there is one particle at $x$, particles produce a random number of offspring with mean $m+1$ at the time of branching events, and each particle branches at rate $\beta = 1/2m$.…

Probability · Mathematics 2023-10-03 Pascal Maillard , Jason Schweinsberg

Particle acceleration in relativistic shocks is studied analytically in the test-particle, small-angle scattering limit, for an arbitrary velocity-angle diffusion function D. Accurate analytic expressions for the spectral index s are…

Astrophysics · Physics 2008-11-26 Uri Keshet

A model of Brownian particles with the ability to take up energy from the environment, to store it in an internal depot, and to convert internal energy into kinetic energy of motion, is discussed. The general dynamics outlined in Sect. 2 is…

Statistical Mechanics · Physics 2009-10-31 Benno Tilch , Frank Schweitzer , Werner Ebeling

Diffusion of particles in velocity space undergoing turbulent field was extensively studied in the problem of warm beam relaxation. Under low field intensities the diffusion is described by the Fokker-Planck equation with the diffusion…

Plasma Physics · Physics 2007-05-23 Anatoly Zagorodny , Volodymyr Zasenko , Jan Weiland

The phenomenon of local dynamical inhomogeneity of time is predicted, which implies that the course of time along the trajectory of motion of a particle in the inertial reference frames moving relative to each other depends on the state of…

Quantum Physics · Physics 2007-05-23 V. P. Oleinik , Yu. C. Borimsky , Yu. D. Arepjev

We consider a randomly flashing ratchet, where the potential acting can be switched to another at random. Using coupled Fokker-Planck equations, we formulate the expressions of quantities measuring dynamics and thermodynamics. Extended…

Statistical Mechanics · Physics 2021-05-07 Xining Xu , Yunxin Zhang

The evolution of a charged lepton in the field of an electromagnetic plane wave can be described as a superposition of Volkov states. Here we demonstrate that imposing specific momentum correlations among Volkov states produces a…

Quantum Physics · Physics 2026-04-14 D. Ramsey , J. McKeown , J. P. Palastro

In this paper we introduce a model which provides a new approach to the phenomenon of stochastic resonance. It is based on the study of the properties of the stationary distribution of the underlying stochastic process. We derive the…

Probability · Mathematics 2007-05-23 Peter Imkeller , Ilya Pavlyukevich

Stochastic systems characterised by a random driving in a form of the general stable noise are considered. The particle experiences long rests due to the traps the density of which is position-dependent and obeys a power-law form attributed…

Statistical Mechanics · Physics 2016-07-06 Tomasz Srokowski

We are concerned with the asymptotics of the Markov chain given by the post-jump locations of a certain piecewise-deterministic Markov process with a state-dependent jump intensity. We provide sufficient conditions for such a model to…

Probability · Mathematics 2024-03-26 Dawid Czapla , Joanna Kubieniec

We introduce a model of long-range interacting particles evolving under a stochastic Monte Carlo dynamics, in which possible increase or decrease in the values of the dynamical variables is accepted with preassigned probabilities. For…

Statistical Mechanics · Physics 2013-12-03 Shamik Gupta , Thierry Dauxois , Stefano Ruffo

We analyze a system of stochastic differential equations describing the joint motion of a massive (inert) particle in a viscous fluid in the presence of a gravitational field and a Brownian particle impinging on it from below, which…

Probability · Mathematics 2020-01-07 Sayan Banerjee , Brendan Brown

Fast magnetic reconnection may occur in different astrophysical sources, producing flare-like emission and particle acceleration. Currently, this process is being studied as an efficient mechanism to accelerate particles via a first-order…

High Energy Astrophysical Phenomena · Physics 2016-10-26 M. V. del Valle , E. M. de Gouveia Dal Pino , G. Kowal

In recent years, there has been considerable interest in understanding the motion in Hamiltonian systems when phase space is divided into stochastic and integrable regions. This paper studies one aspect of this problem, namely, the motion…

Chaotic Dynamics · Physics 2007-05-23 Charles F. F. Karney
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