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We study the survival probability and the corresponding first passage time density of fractional Brownian motion confined to a two-dimensional open wedge domain with absorbing boundaries. By analytical arguments and numerical simulation we…

Statistical Mechanics · Physics 2015-05-27 J. -H. Jeon , A. V. Chechkin , R. Metzler

We investigate the Brownian diffusion of particles in one spatial dimension and in the presence of finite regions within which particles can either evaporate or be reset to a given location. For open boundary conditions, we highlight the…

Statistical Mechanics · Physics 2020-11-04 Gennaro Tucci , Andrea Gambassi , Shamik Gupta , Édgar Roldán

The dynamical behavior for a quantum Brownian particle is investigated under a random potential of the fractional iterative map on a one-dimensional lattice. For our case, the quantum expectation values can be obtained numerically from the…

Statistical Mechanics · Physics 2007-05-23 Kyungsik Kim , Y. S. Kong , M. K. Yum , J. T. Kim

We consider the overdamped Brownian dynamics of a particle starting inside a square potential well which, upon exiting the well, experiences a flat potential where it is free to diffuse. We calculate the particle's probability distribution…

Statistical Mechanics · Physics 2021-07-14 Oded Farago

Intracellular transport in living cells is often spatially inhomogeneous with an accelerated effective diffusion close to the cell membrane and a ballistic motion away from the centrosome due to active transport along actin filaments and…

Statistical Mechanics · Physics 2021-10-22 Matthieu Mangeat , Heiko Rieger

We investigate the escape rate of an overdamped, self-propelled spherical Brownian particle on a surface from a metastable potential well. Within a modeling in terms of a 1D constant speed of the particle's active dynamics we consider the…

Soft Condensed Matter · Physics 2016-10-12 Alexander Geiseler , Peter Hänggi , Gerhard Schmid

We study subdiffusive ratchet transport in periodically and randomly flashing potentials. Central Brownian particle is elastically coupled to surrounding auxiliary Brownian quasi-particles which account for the influence of viscoelastic…

Statistical Mechanics · Physics 2012-06-04 Vasyl Kharchenko , Igor Goychuk

In vivo measurements of the passive movements of biomolecules or vesicles in cells consistently report ''anomalous diffusion'', where mean-squared displacements scale as a power law of time with exponent $\alpha< 1$ (subdiffusion). While…

Quantitative Methods · Quantitative Biology 2014-01-27 Hugues Berry , Hugues Chaté

Various astrophysical studies have motivated the investigation of the transport of high energy particles in magnetic turbulence, either in the source or en route to the observation sites. For strong turbulence and large rigidity, the…

High Energy Astrophysical Phenomena · Physics 2011-07-08 I. Plotnikov , G. Pelletier , M. Lemoine

Three-dimensional Monte Carlo simulations provide a striking confirmation to a recent theoretical prediction: the Brownian non-Gaussian diffusion of critical self-avoiding walks. Although the mean square displacement of the polymer center…

Statistical Mechanics · Physics 2022-09-21 Boris Marcone , Sankaran Nampoothiri , Enzo Orlandini , Flavio Seno , Fulvio Baldovin

Diffusion of tracer particles in the cytoplasm of mammalian cells is often anomalous with a marked heterogeneity even within individual particle trajectories. Despite considerable efforts, the mechanisms behind these observations have…

Biological Physics · Physics 2020-08-05 Adal Sabri , Xinran Xu , Diego Krapf , Matthias Weiss

We study the long-time asymptotics of the probability P_t that the Riemann-Liouville fractional Brownian motion with Hurst index H does not escape from a fixed interval [-L,L] up to time t. We show that for any H \in ]0,1], for both…

Statistical Mechanics · Physics 2008-01-07 G. Oshanin

We derive an analytical expression for the propagator and the transition path time distribution of a two-dimensional active Brownian particle crossing a parabolic barrier with absorbing boundary conditions at both sides. By taking those of…

Statistical Mechanics · Physics 2026-01-23 Michele Caraglio

The molecular motion in heterogeneous media displays anomalous diffusion by the mean-squared displacement $\langle X^2(t) \rangle = 2 D t^\alpha$. Motivated by experiments reporting populations of the anomalous diffusion parameters $\alpha$…

Biological Physics · Physics 2025-10-09 Yann Lanoiselée , Gianni Pagnini , Agnieszka Wyłomańska

Brownian particles in random potentials show an extended regime of subdiffusive dynamics at intermediate times. The asymptotic diffusive behavior is often established at very long times and thus cannot be accessed in experiments or…

Soft Condensed Matter · Physics 2014-05-22 Richard D. L. Hanes , Michael Schmiedeberg , Stefan U. Egelhaaf

The diffusion of an overdamped Brownian particle in a tilted periodic potential is known to exhibit a pronounced enhancement over the free thermal diffusion within a small interval of tilt-values. Here we show that weak disorder in the form…

Statistical Mechanics · Physics 2009-11-13 Peter Reimann , Ralf Eichhorn

Fractional Brownian motion is a generalised Gaussian diffusive process that is found to describe numerous stochastic phenomena in physics and biology. Here we introduce a multi-dimensional fractional Brownian motion (FBM) defined as a…

Statistical Mechanics · Physics 2013-06-14 Jae-Hyung Jeon , Aleksei V. Chechkin , Ralf Metzler

The diffusion problem over a saddle is studied using a multi-dimensional Langevin equation. An analytical solution is derived for a quadratic potential and the probability to pass over the barrier deduced. A very simple solution is given…

Nuclear Theory · Physics 2009-10-31 Y. Abe , D. Boilley , B. G. Giraud , T. Wada

We propose an approach to compute the boundary crossing probabilities for a class of diffusion processes which can be expressed as piecewise monotone (not necessarily one-to-one) functionals of a standard Brownian motion. This class…

Probability · Mathematics 2007-05-23 Liqun Wang , Klaus Pötzelberger

Transitions between multiple stable states of nonlinear systems are ubiquitous in physics, chemistry, and beyond. Two types of behaviors are usually seen as mutually exclusive: unpredictable noise-induced transitions and predictable…

Statistical Mechanics · Physics 2017-10-03 Corentin Herbert , Freddy Bouchet