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Fluctuation properties of the Langevin equation including a multiplicative, power-law noise and a quadratic potential are discussed. The noise has the Levy stable distribution. If this distribution is truncated, the covariance can be…

Statistical Mechanics · Physics 2015-06-15 Tomasz Srokowski

In this work, we investigate the dynamics of the number density fluctuations of a dilute suspension of active particles in a linear viscoelastic fluid. We propose a model for the frequency-dependent diffusion coefficient of the active…

Soft Condensed Matter · Physics 2022-11-08 Juan Ruben Gomez-Solano , Rosalio F. Rodriguez , Elizabeth Salinas-Rodriguez

We investigate the properties of hysteresis cycles produced by a one-dimensional, periodically forced Langevin equation. We show that depending on amplitude and frequency of the forcing and on noise intensity, there are three qualitatively…

Dynamical Systems · Mathematics 2007-05-23 Nils Berglund , Barbara Gentz

We look at the equilibrium of a Brownian particle in an inhomogeneous space following the alternative approach proposed in ref.[1]. We consider a coordinate dependent damping that makes the stochastic dynamics the one with multiplicative…

Statistical Mechanics · Physics 2014-10-07 Avik Biswas , A. Bhattacharyay

The stochastic dynamics of inclusions in a randomly fluctuating biomembrane is simulated. These inclusions can represent the embedded proteins and the external particles arriving at a cell membrane. The energetics of the biomembrane is…

Soft Condensed Matter · Physics 2009-11-11 H. Rafii-Tabar , H. R. Sepangi

We propose a stochastic model for intracellular transport processes associated with the activity of molecular motors. This out-of-equilibrium model, based on a generalized Langevin equation, considers a particle immersed in a viscoelastic…

Biological Physics · Physics 2009-04-15 L. Bruno , M. A. Despósito

A random multiplicative process with additive noise is described by a Langevin equation. We show that the fluctuation-dissipation relation is satisfied in the Langevin model, if the noise strength is not so strong.

Statistical Mechanics · Physics 2009-11-07 H. Sakaguchi

In a viscoelastic environment, the diffusion of a particle becomes non-Markovian due to the memory effect. An open question is to quantitatively explain how self-propulsion particles with directional memory diffuse in such a medium. Based…

Soft Condensed Matter · Physics 2023-07-26 HyeongTark Han , Sungmin Joo , Takahiro Sakaue , Jae-Hyung Jeon

We study the stochastic motion of an intruder in a dilute driven granular gas. All particles are coupled to a thermostat, representing the external energy source, which is the sum of random forces and a viscous drag. The dynamics of the…

Statistical Mechanics · Physics 2010-04-27 Alessandro Sarracino , Dario Villamaina , Giulio Costantini , Andrea Puglisi

In this work, we investigate the active dynamics and ergodicity breaking of a nonequilibrium fractional Langevin equation (FLE) with a power-law memory kernel of the form $K(t)\sim t^{-(2-2H)}$, where $1/2<H<1$ represents the Hurst…

Statistical Mechanics · Physics 2023-09-11 Sungmin Joo , Jae-Hyung Jeon

Based on the Langevin equation, a stochastic formulation is implemented to describe the dynamics of a trapped ion in a bath of ultracold atoms, including an excess of micromotion. The ion dynamics is described following a hybrid…

Quantum Gases · Physics 2025-06-30 Mateo Londoño , Javier Madroñero , Jesús Pérez Ríos

We use an effective Markovian description to study the long-time behaviour of a nonlinear second order Langevin equation with Gaussian noise. When dissipation is neglected, the energy of the system grows as with time a power-law with an…

Chaotic Dynamics · Physics 2014-12-19 Kirone Mallick

This paper introduces a geometric method for proving ergodicity of degenerate noise driven stochastic processes. The driving noise is assumed to be an arbitrary Levy process with non-degenerate diffusion component (but that may be applied…

Probability · Mathematics 2008-04-10 Nawaf Bou-Rabee , Houman Owhadi

Stochastic Langevin dynamics has been traditionally used as a tool to describe non-equilibrium processes. When utilized in systems with collective modes, traditional Langevin dynamics relaxes all modes indiscriminately, regardless of their…

Statistical Mechanics · Physics 2018-06-06 A. Tamm , M. Caro , A. Caro , G. Samolyuk , M. Klintenberg , A. A. Correa

We study a Langevin equation for a particle moving in a periodic potential in the presence of viscosity $\gamma$ and subject to a further external field $\alpha$. For a suitable choice of the parameters $\alpha$ and $\gamma$ the related…

Mathematical Physics · Physics 2015-06-11 Gioia Carinci , Stephan Luckhaus

We examine the behavior of a colloidal particle immersed in a viscoelastic bath undergoing stochastic resetting at a rate $r$. Microscopic probes suspended in viscoelastic environment do not follow the classical theory of Brownian motion.…

Statistical Mechanics · Physics 2024-12-13 Arup Biswas , Johan L. A. Dubbeldam , Trifce Sandev , Arnab Pal

The elastic properties of a soft matter material can be greatly altered by the presence of solid inclusions whose microscopic properties, such as their size and interactions, can have a dramatic effect. In order to shed light on these…

Brownian motion near soft surfaces is a situation widely encountered in nanoscale and biological physics. However, a complete theoretical description is lacking to date. Here, we theoretically investigate the dynamics of a two-dimensional…

Soft Condensed Matter · Physics 2025-10-01 Yilin Ye , Yacine Amarouchene , Raphaël Sarfati , David S. Dean , Thomas Salez

We analyze the effects of additive, spatially extended noise on spatiotemporal patterns in continuum neural fields. Our main focus is how fluctuations impact patterns when they are weakly coupled to an external stimulus or another…

Neurons and Cognition · Quantitative Biology 2015-01-08 Paul C. Bressloff , Zachary P. Kilpatrick

Stretched-exponential relaxation is a widely observed phenomenon found in ordered ferromagnets as well as glassy systems. One modeling approach connects this behavior to a droplet dynamics described by an effective Langevin equation for the…

Statistical Mechanics · Physics 2024-02-21 Lucianno Defaveri , Eli Barkai , David A. Kessler