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We revisit the problem of diffusion in a driven system consisting of an inertial Brownian particle moving in a symmetric periodic potential and subjected to a symmetric time-periodic force. We reveal parameter domains in which diffusion is…

Statistical Mechanics · Physics 2022-11-23 I. G. Marchenko , A. Zhiglo , V. Aksenova , V. Tkachenko , I. I. Marchenko , J. Łuczka , J. Spiechowicz

A large deviation principle is established for a two-scale stochastic system in which the slow component is a continuous process given by a small noise finite dimensional It\^{o} stochastic differential equation, and the fast component is a…

Probability · Mathematics 2017-05-09 Amarjit Budhiraja , Paul Dupuis , Arnab Ganguly

A dynamics between Newton and Langevin formalisms is elucidated within the framework of the generalized Langevin equation. For thermal noise yielding a vanishing zero-frequency friction the corresponding non-Markovian Brownian dynamics…

Statistical Mechanics · Physics 2007-07-23 Jing-Dong Bao , Yi-Zhong Zhuo , Fernando A. Oliveira , Peter Hanggi

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 investigate stochastic resetting in coupled systems involving two degrees of freedom, where only one variable is reset. The resetting variable, which we think of as hidden, indirectly affects the remaining observable variable through…

Statistical Mechanics · Physics 2024-04-03 Kristian Stølevik Olsen , Hartmut Löwen

We consider a microswimmer that moves in two dimensions at a constant speed and changes the direction of its motion due to a torque consisting of a constant and a fluctuating component. The latter will be modeled by a symmetric…

Statistical Mechanics · Physics 2017-11-22 Joerg Noetel , Igor M. Sokolov , Lutz Schimansky-Geier

The transport phenomenon (movement and diffusion) of inertia Brownian particles in a periodic potential with non-Gaussian noise is investigated. It is found that proper noise intensity Q will promote particles directional movement(or…

Statistical Mechanics · Physics 2019-02-20 Bing Wang , Xiaoxiao Zhang , Yajuan Sun , Zhongwei Qu , Xuechao Li

We develop the kinetic theory of the flux-carrying Brownian motion recently introduced in the context of open quantum systems. This model constitutes an effective description of two-dimensional dissipative particles violating both…

Statistical Mechanics · Physics 2022-07-27 Antonio A. Valido

When a particle diffuses in a medium with spatially dependent friction coefficient $\alpha(r)$ at constant temperature $T$, it drifts toward the low friction end of the system even in the absence of any real physical force $f$. This…

Statistical Mechanics · Physics 2015-06-18 Oded Farago , Niels Grønbech-Jensen

We develop a unified theory for the second sound in two dimensional materials. Previously studied drifting and driftless second sound are two limiting cases of the theory, corresponding to the drift and diffusive part of the energy flux,…

Mesoscale and Nanoscale Physics · Physics 2022-05-04 Man-Yu Shang , Wen-Hao Mao , Nuo Yang , Baowen Li , Jing-Tao Lü

We study the coherence of transport of an overdamped Brownian particle in frictional ratchet system in the presence of external Gaussian white noise fluctuations. The analytical expressions for the particle velocity and diffusion…

Statistical Mechanics · Physics 2009-11-11 Raishma Krishnan , Debasis Dan , A. M. Jayannavar

The emerging diffusive dynamics in many complex systems shows a characteristic crossover behaviour from anomalous to normal diffusion which is otherwise fitted by two independent power-laws. A prominent example for a subdiffusive-diffusive…

Statistical Mechanics · Physics 2018-09-26 D. Molina-Garcia , T. Sandev , H. Safdari , G. Pagnini , A. Chechkin , R. Metzler

We reveal the mechanism of subdiffusion which emerges in a straightforward, one dimensional classical nonequilibrium dynamics of a Brownian ratchet driven by both a time-periodic force and Gaussian white noise. In a tailored parameter set…

Statistical Mechanics · Physics 2021-03-25 Jakub Spiechowicz , Jerzy Łuczka

Noisy dynamical models are employed to describe a wide range of phenomena. Since exact modeling of these phenomena requires access to their microscopic dynamics, whose time scales are typically much shorter than the observable time scales,…

Statistical Mechanics · Physics 2015-11-18 Giovanni Volpe , Jan Wehr

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…

Statistical Mechanics · Physics 2021-03-25 Jakub Spiechowicz , Marcin Kostur , Jerzy Łuczka

An ordinary differential equation perturbed by a null-recurrent diffusion will be considered in the case where the averaging type perturbation is strong only when a fast motion is close to the origin. The normal deviations of these…

Probability · Mathematics 2015-08-24 Zsolt Pajor-Gyulai , Michael Salins

We study an inertial Brownian particle moving in a symmetric periodic substrate, driven by a zero-mean biharmonic force and correlated thermal noise. The Brownian motion is described in terms of a Generalized Langevin Equation with an…

Statistical Mechanics · Physics 2010-10-19 Lukasz Machura , Jerzy Luczka

We consider the motion of a particle in a periodic two dimensional flow perturbed by small (molecular) diffusion. The flow is generated by a divergence free zero mean vector field. The long time behavior corresponds to the behavior of the…

Probability · Mathematics 2009-03-04 L. Koralov

We report new results about the two-time dynamics of an anomalously diffusing classical particle, as described by the generalized Langevin equation with a frequency-dependent noise and the associated friction. The noise is defined by its…

Statistical Mechanics · Physics 2009-11-07 Noelle Pottier

We introduce order-based diffusion processes as the solutions to multidimensional stochastic differential equations, with drift coefficient depending only on the ordering of the coordinates of the process and diffusion matrix proportional…

Probability · Mathematics 2014-03-11 Benjamin Jourdain , Julien Reygner