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We study diffusion properties of an inertial Brownian motor moving on a ratchet substrate, i.e. a periodic structure with broken reflection symmetry. The motor is driven by an unbiased time-periodic symmetric force which takes the system…
We study the effects of stochastic thermal fluctuations on the instability of the free surface of a flat liquid film upon a solid substrate. These fluctuations are represented as a standard Brownian motion that can be added to the…
We study the dynamics of an overdamped Brownian particle in a thermal bath that contains a dilute solution of active particles. The particle moves in a harmonic potential and experiences Poisson shot-noise kicks with specified amplitude…
We provide a comprehensive analysis of the positional dynamics and average thermodynamics of an overdamped Brownian particle subject to both, harmonic confinement and annealed disorder due to a temporarily fluctuating trap stiffness. We…
The energy partitioning during activation and relaxation events under steady-state conditions for a Brownian particle driven by multiple thermal reservoirs of different local temperatures is investigated. Specifically, we apply the…
We prove a central limit theorem for the momentum distribution of a particle undergoing an unbiased spatially periodic random forcing at exponentially distributed times without friction. The start is a linear Boltzmann equation for the…
In the random acceleration process, a point particle is accelerated according to $\ddot{x}=\eta(t)$, where the right hand side represents Gaussian white noise with zero mean. We begin with the case of a particle with initial position $x_0$…
First-passage phenomena play a fundamental role in classical stochastic processes. We here exactly solve a quantum first-passage time problem for quantum diffusion driven by measurement noise, a generalization of classical Brownian motion.…
We consider the noise-induced transitions in the randomly perturbed discrete logistic map from a linearly stable periodic orbit consisting of T periodic points. The traditional large deviation theory and asymptotic analysis for small noise…
We present mathematically rigorous expressions for the residence-time and first-passage-time distributions of a periodically forced Brownian particle in a bistable potential. For a broad range of forcing frequencies and amplitudes, the…
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…
The mobility of an overdamped particle, in a periodic potential tilted by a constant external field and moving in a medium with periodic friction coefficient is examined. When the potential and the friction coefficient have the same…
We study the dynamics of an active Brownian particle with a nonlinear friction function located in a spatial cubic potential. For strong but finite damping, the escape rate of the particle over the spatial potential barrier shows a…
Last year in [Phys. Rev. E 102, 042121 (2020)] the authors studied an overdamped dynamics of nonequilibrium noise driven Brownian particle dwelling in a spatially periodic potential and discovered a novel class of Brownian, yet non-Gaussian…
We consider an overdamped particle with a general physical mechanism that creates noisy active movement (e.g., a run-and-tumble particle or active Brownian particle etc.), that is confined by an external potential. Focusing on the limit in…
We study the glassy dynamics taking place in dense assemblies of athermal active particles that are driven solely by a nonequilibrium self-propulsion mechanism. Active forces are modeled as an Ornstein-Uhlenbeck stochastic process,…
During a random search, resetting the searcher's position from time to time to the starting point often reduces the mean completion time of the process. Although many different resetting models have been studied over the past ten years,…
The phenomenon of turbulent thermal diffusion in temperature-stratified turbulence causing a non-diffusive turbulent flux of inertial and non-inertial particles in the direction of the turbulent heat flux is found using direct numerical…
Studying a single atomic ion confined in a time-dependent periodic anharmonic potential, we find large amplitude trajectories stable for millions of oscillation periods in the presence of stochastic laser cooling. The competition between…
Correct prediction of particle transport by surface waves is crucial in many practical applications such as search and rescue or salvage operations and pollution tracking and clean-up efforts. Recent results have indicated transport by…