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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

Work can be extracted from a single heat bath if additional information is available. For the paradigmatic case of a Brownian particle in a harmonic potential, whose position has been measured with finite precision, we determine the optimal…

Statistical Mechanics · Physics 2011-03-24 D. Abreu , U. Seifert

In this paper, we investigate the optimal control problem for systems driven by mixed fractional Brownian motion (including a fractional Brownian motion with Hurst parameter $H>1/2$ and the standard Brownian motion). By using Malliavin…

Optimization and Control · Mathematics 2024-12-25 Yuhang Li , Yuecai Han

Recently there has been much interest in discrete forms of Brownian ratchets, using a game-theoretic formalism. Using the approach pioneered by Parrondo, we develop a new method for obtaining the stationary probabilities and probability…

Statistical Mechanics · Physics 2007-05-23 P. Amengual , R. Toral , A. Allison , D. Abbott

Branching Brownian Motion describes a system of particles which diffuse in space and split into offsprings according to a certain random mechanism. In virtue of the groundbreaking work by M. Bramson on the convergence of solutions of the…

Probability · Mathematics 2011-06-28 Louis-Pierre Arguin , Anton Bovier , Nicola Kistler

We construct a two-dimensional diffusion process with rank-dependent local drift and dispersion coefficients, and with a full range of patterns of behavior upon collision that range from totally frictionless interaction, to elastic…

Probability · Mathematics 2012-08-24 E. Robert Fernholz , Tomoyuki Ichiba , Ioannis Karatzas

We introduce a measure for energetic efficiency of biological cilia acting individually or collectively and numerically determine the optimal beating patterns according to this criterion. Maximizing the efficiency of a single cilium leads…

Biological Physics · Physics 2011-09-21 Natan Osterman , Andrej Vilfan

We study the problem of optimal dividend payout from a surplus process governed by Brownian motion with drift under the additional constraint of ratcheting, i.e. the dividend rate can never decrease. We solve the resulting two-dimensional…

Probability · Mathematics 2020-12-22 Hansjoerg Albrecher , Pablo Azcue , Nora Muler

The first arrivals among $N$ Brownian particles is ubiquitous in the life sciences, as it often trigger cellular processes from the molecular level. We study here the case where stochastic particles, which represent molecules, proteins or…

Statistical Mechanics · Physics 2022-08-10 Suney Toste , David Holcman

Here we present a Brownian ratchet based on plasmonic interactions. By periodically turning on and off a laser beam that illuminates a periodic array of plasmonic nanostructures with broken spatial symmetry, the random thermal motion of a…

Mesoscale and Nanoscale Physics · Physics 2014-01-27 Paloma A. Huidobro , Sadao Ota , Xiaodong Yang , Xiaobo Yin , F. J. Garcia-Vidal , Xiang Zhang

The existence and properties of an exact universal excitation waveform for optimal enhancement of directed ratchet transport are deduced from the criticality scenario giving rise to ratchet universality, and confirmed by numerical…

Adaptation and Self-Organizing Systems · Physics 2020-05-11 Ricardo Chacón , Pedro J. Martínez

A general result on the method of randomized stopping is proved. It is applied to optimal stopping of controlled diffusion processes with unbounded coefficients to reduce it to an optimal control problem without stopping. This is motivated…

Probability · Mathematics 2008-05-15 Istvan Gyongy , David Siska

We study the distribution of active, noninteracting particles over two bulk states separated by a ratchet potential. By solving the steady-state Smoluchowski equations in a flux-free setting, we show that the ratchet potential affects the…

We study the first-passage-time (FPT) properties of an active Brownian particle under stochastic resetting to its initial configuration, comprising its position and orientation, to reach an absorbing wall in two dimensions. Coupling a…

Soft Condensed Matter · Physics 2025-04-04 Yanis Baouche , Christina Kurzthaler

We study the non-equilibrium steady states and first passage properties of a Brownian particle with position $X$ subject to an external confining potential of the form $V(X)=\mu|X|$, and that is switched on and off stochastically. Applying…

Statistical Mechanics · Physics 2020-11-11 Gabriel Mercado-Vásquez , Denis Boyer , Satya N. Majumdar , Grégory Schehr

The statistics of the diffusive motion of particles often serve as an experimental proxy for their interaction with the environment. However, inferring the physical properties from the observed trajectories is challenging. Inspired by a…

Soft Condensed Matter · Physics 2024-05-29 Amit Federbush , Amit Moscovich , Yohai Bar-Sinai

The study of Brownian ratchets has taught how time-periodic driving supports a time-periodic steady state that generates nonequilibrium transport. When a single particle is transported in one dimension, it is possible to rationalize the…

Statistical Mechanics · Physics 2022-06-22 Nils E. Strand , Hadrien Vroylandt , Todd R. Gingrich

Controlled long-range transport of micro- and nano-scale objects is a key requirement in lab-on-a-chip and microfluidic applications, enabling the efficient capture, concentration, manipulation, and detection of analytes. Traditional…

A light-driven molecular motor system is investigated using a multi-state Brownian ratchet model described by a single effective coordinate with multiple electronic states in a dissipative environment. The rotational motion of the motor…

Chemical Physics · Physics 2019-03-22 Tatsushi Ikeda , Arend G. Dijkstra , Yoshitaka Tanimura

We study the shape of the outer envelope of a branching Brownian motion (BBM) in $\mathbb{R}^d$, $d\geq 2$. We focus on the extremal particles: those whose norm is within $O(1)$ of the maximal norm amongst the particles alive at time $t$.…

Probability · Mathematics 2025-06-24 Yujin H. Kim , Ofer Zeitouni
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