Related papers: Current fluctuations of interacting active Brownia…
Using a microfluidics device filled with a colloidal suspension of microspheres, we test the laws of diffusion in the limit of small particle numbers. Our focus is not just on average properties such as the mean flux, but rather on the…
We study fluctuations of particle absorption by a three-dimensional domain with multiple absorbing patches. The domain is in contact with a gas of interacting diffusing particles. This problem is motivated by living cell sensing via…
Using the Onsager-Machlup functional integral approach, we obtain the work distribution function and the distribution of the dissipated heat of a Brownian particle subjected to a confining harmonic potential and an oscillatory driving…
We give an exact solution to the generalized Langevin equation of motion of a charged Brownian particle in a uniform magnetic field that is driven internally by an exponentially-correlated stochastic force. A strong dissipation regime is…
This paper discusses the fractional diffusion equation forced by a tempered fractional Gaussian noise. The fractional diffusion equation governs the probability density function of the subordinated killed Brownian motion. The tempered…
We calculate the bulk-diffusion coefficient and the conductivity in a broad class of conserved-mass aggregation processes on a ring of discrete sites. These processes involve chipping and fragmentation of masses, which diffuse around and…
We investigate the motion of an inert (massive) particle being impinged from below by a particle performing (reflected) Brownian motion. The velocity of the inert particle increases in proportion to the local time of collisions and…
The dynamics of a one-dimensional stochastic model is studied in presence of an absorbing boundary. The distribution of fluctuations is analytically characterized within the generalized van Kampen expansion, accounting for higher order…
We introduce a novel description of the dynamics of the order book of financial markets as that of an effective colloidal Brownian particle embedded in fluid particles. The analysis of a comprehensive market data enables us to identify all…
We use fluctuating hydrodynamics to analyze the dynamical properties in the non-equilibrium steady state of a diffusive system coupled with reservoirs. We derive the two-time correlations of the density and of the current in the…
We consider the influence of active speed fluctuations on the dynamics of a $d$-dimensional active Brownian particle performing a persistent stochastic motion. We use the Laplace transform of the Fokker-Planck equation to obtain exact…
For systems in nonequilibrium steady states, a novel modulated Gaussian probability distribution is derived to incorporate a new phenomenon of biased current fluctuations, discovered by recent laboratory experiments and confirmed by…
We study the convergence of the empirical distribution associated with a system of interacting kinetic particles subject to independent Brownian forcing in a finite horizon setting, using some recent progress on kinetic non-linear partial…
We show that in driven systems the Gaussian nature of the fluctuating force and time-reversibility are equivalent properties. This result together with the potential condition of the external force drastically restricts the form of the…
The properties of diffusion processes are drastically affected by heterogeneities of the medium that can induce non-Gaussian behavior of the propagator in contrast with the idealized realm of Brownian motion. In this paper we analyze the…
A quantitatively reliable theoretical description of the dynamics of fluctuations in non-equilibrium is indispensable in the experimental search for the QCD critical point by means of ultra-relativistic heavy-ion collisions. In this work we…
In this work, we present a model-independent method to quantify the non-Gaussian fluctuations in the observable distributions, which are assessed by the difference between the measured observable distributions and reconstructed observable…
Many real-world systems are well-modeled by Brownian particles subject to gradient dynamics plus noise arising, e.g., from the thermal fluctuations of a heat bath. Of central importance to many applications in physics and biology (e.g.,…
Active particles self-propel themselves with a stochastically evolving velocity, generating a persistent motion leading to a non-diffusive behavior of the position distribution. Nevertheless, an effective diffusive behavior emerges at times…
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…