Related papers: On dynamical systems perturbed by a null-recurrent…
We give an exact solution to the generalized Langevin equation of motion of a charged Brownian particle in a uniform magnetic field that is driven internally by an exponentially-correlated stochastic force. A strong dissipation regime is…
We consider a fractional Brownian motion with unknown linear drift such that the drift coefficient has a prior normal distribution and construct a sequential test for the hypothesis that the drift is positive versus the alternative that it…
Transport phenomena in spatially periodic systems far from thermal equilibrium are considered. The main emphasize is put on directed transport in so-called Brownian motors (ratchets), i.e. a dissipative dynamics in the presence of thermal…
The diffusion equation is the primary tool to study the movement dynamics of a free Brownian particle, but when spatial heterogeneities in the form of permeable interfaces are present, no fundamental equation has been derived. Here we…
We study some limit theorems for the normalized law of integrated Brownian motion perturbed by several examples of functionals: the first passage time, the nth passage time, the last passage time up to a finite horizon and the supremum. We…
We consider the long-time behavior of a diffusion process on $\mathbb{R}^d$ advected by a stationary random vector field which is assumed to be divergence-free, dihedrally symmetric in law and have a log-correlated potential. A special case…
The one-dimensional overdamped Brownian motion in a symmetric periodic potential modulated by external time-reversible noise is analyzed. The calculation of the effective diffusion coefficient is reduced to the mean first passage time…
We consider the response of a dynamical system driven by external adiabatic fluctuations. Based on the `adiabatic following approximation' we have made a systematic separation of time-scales to carry out an expansion in $\alpha |\mu|^{-1}$,…
The motion of a quantum particle hopping on a simple cubic lattice under the influence of thermal noise and of a static random potential is expected to be diffusive, i.e., the particle is expected to exhibit `quantum Brownian motion', no…
We study the dynamics of fronts when both inertial effects and external fluctuations are taken into account. Stochastic fluctuations are introduced as multiplicative noise arising from a control parameter of the system. Contrary to the…
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…
This paper studies the behavior of singularly perturbed nonlinear differential equations with boundary-layer solutions that do not necessarily converge to an equilibrium. Using the average of the fast variable and assuming the boundary…
We consider a new type of lookdown processes where spatial motion of each individual is influenced by an individual noise and a common noise, which could be regarded as an environment. Then a class of probability measure-valued processes on…
Anomalous-diffusion, the departure of the spreading dynamics of diffusing particles from the traditional law of Brownian-motion, is a signature feature of a large number of complex soft-matter and biological systems. Anomalous-diffusion…
We study here the random diffusion model. This is a continuum model for a conserved scalar density field $\phi$ driven by diffusive dynamics. The interesting feature of the dynamics is that the {\it bare} diffusion coefficient $D$ is…
A non-classical formulation of the central limit theorem is given for sequences of independent random variables with finite second moments. Singular sequences whose members all have a degenerate or normal distribution are excluded from…
We consider a system of multiscale stochastic differential equations whose slow component is drivenby a fractional Brownian motion with Hurst parameter H greater than 1/2. Under ergodic assumptions ensuring the applicability of the…
There are many problems that lead to analysis of dynamical systems in which one can distinguish motions of two types: slow one and fast one. An averaging over fast motion is used for approximate description of the slow motion. First…
With recently developed tools, we prove a homogenisation theorem for a random ODE with short and long-range dependent fractional noise. The effective dynamics are not necessarily diffusions, they are given by stochastic differential…
The effect of small noise in a smooth dynamical system is negligible on any finite time interval. Here we study situations when it persists on intervals increasing to infinity. Such asymptotic regime occurs when the system starts from…