Related papers: Noise-induced drift in two-dimensional anisotropic…
We study the large-time behaviour of Brownian particles moving through a viscous medium in a confined potential, and which are further subjected to position-dependent driving forces that are periodic in time. We focus on the case where…
We derive explicit results for the asymptotic probability density and drift velocity in systems driven by dichotomous Markov noise, including the situation in which the asymptotic dynamics crosses {\em unstable} fixed points. The results…
The problems of escape from metastable state in randomly flipping potential and of diffusion in fast fluctuating periodic potentials are considered. For the overdamped Brownian particle moving in a piecewise linear dichotomously fluctuating…
Fractional Brownian motion is a Gaussian stochastic process with long-range correlations in time; it has been shown to be a useful model of anomalous diffusion. Here, we investigate the effects of mutual interactions in an ensemble of…
We study noise induced switching in systems far from equilibrium by using an underdamped micromechanical torsional oscillator driven into the nonlinear regime. Within a certain range of driving frequencies, the oscillator possesses two…
We study interacting systems of linear Brownian motions whose drift vector at every time point is determined by the relative ranks of the coordinate processes at that time. Our main objective has been to study the long range behavior of the…
We study the maximum likelihood estimator of the drift parameters of a stochastic differential equation, with both drift and diffusion coefficients constant on the positive and negative axis, yet discontinuous at zero. This threshold…
Diffusion coefficient usually decreases when friction increases. We analyze the opposite behavior in the paradigmatic system consisting of an inertial Brownian particle moving in a symmetric spatially periodic potential and driven by an…
The one-dimensional overdamped Brownian motion in a symmetric periodic potential modulated by external time-reversible noise is analyzed. The calculation of the effective diffusion coefficient is reduced to the mean first passage time…
A self-propelled artificial microswimmer is often modeled as a ballistic Brownian particle moving with constant speed aligned along one of its axis, but changing direction due to random collisions with the environment. Similarly to thermal…
Impurity spins randomly distributed at the surfaces and interfaces of superconducting wires are known to cause flux noise in Superconducting Quantum Interference Devices, providing a mechanism for decoherence in superconducting qubits.…
We analytically investigate the dynamic behavior of an an-isotropic active Brownian particle under various stochastic resetting protocols in two dimensions. The motion of shape-asymmetric active Brownian particles in two dimensions leads to…
Transport of overdamped Brownian particles in a two-dimensional asymmetric tube is investigated in the presence of nonadiabatic periodic driving forces. By using Brownian dynamics simulations we can find that the phenomena in nonadiabatic…
In this paper, we consider a stochastic model of incompressible non-Newtonian fluids of second grade on a bounded domain of $\mathbb{R}^2$ with multiplicative noise. We first show that the solutions to the stochastic equations of second…
The effect of a change of noise amplitudes in overdamped diffusive systems is linked to their unperturbed behavior by means of a nonequilibrium fluctuation-response relation. This formula holds also for systems with state-independent…
The Active Brownian Particle (ABP) model has become a prototype of self-propelled particles. ABPs move persistently at a constant speed $V$ along a direction that changes slowly by rotational diffusion, characterized by a coefficient $\Dr$.…
We present a model of anomalous diffusion consisting of an ensemble of particles undergoing homogeneous Brownian motion except for confinement by randomly placed reflecting boundaries. For power-law distributed compartment sizes, we…
Many studies on microscopic systems deal with Brownian particles embedded in media whose densities are different from that of the particles, causing them either to sink or float. The proximity to a wall modifies the friction force the…
Disorder, noise and interaction play a crucial role in the transport properties of real systems, but they are typically hard to control and study both theoretically and experimentally, especially in the quantum case. Here we explore a…
The directed transport of Brownian particles requires a system with an asymmetry and with non-equilibrium noise. We here investigate numerically alternative ways of fulfilling these requirements for a two-state Brownian motor, realised with…