Related papers: The tilted flashing Brownian ratchet
The purpose of this note is to collect in one place a few results about simple random walk and Brownian motion which are often useful. These include standard results such as Beurling estimates, large deviation estimates, and a method for…
It seems that a stochastic system must be a nonlinear one to observe the phenomenon, noise induced transition. But in the present paper, we have demonstrated that the phenomenon may be observed even in a linear stochastic process where both…
We study a Brownian particle diffusing under a time-modulated stochastic resetting mechanism to a fixed position. The rate of resetting r(t) is a function of the time t since the last reset event. We derive a sufficient condition on r(t)…
We study the Brownian motion of a charged colloid, confined between two charged walls, for small separation between the colloid and the walls. The system is embedded in an ionic solution. The combined effect of electrostatic repulsion and…
We construct a two-dimensional diffusion process with rank-dependent local drift and dispersion coefficients, and with a full range of patterns of behavior upon collision that range from totally frictionless interaction, to elastic…
We study ergodic properties of one-dimensional Brownian motion with resetting. Using generic classes of statistics of times between resets, we find respectively for thin/fat tailed distributions, the normalized/non-normalised invariant…
Using elliptic regularity results in weighted spaces, stochastic calculus and the theory of non-symmetric Dirichlet forms, we first show weak existence of non-symmetric distorted Brownian motion for any starting point in some domain $E$ of…
On the basis of the transport features and experimental phenomena observed in studies of molecular motors, we proposea double-temperature ratchet model of coupled motors to reveal the dynamical mechanism of cooperative transport of motors…
We consider the motion of an active Brownian particle with speed fluctuations in d-dimensions in the presence of both translational and orientational diffusion. We use an Ornstein-Uhlenbeck process for active speed generation. Using a…
Living cells are known to generate non-Gaussian active fluctuations significantly larger than thermal fluctuations owing to various active processes. Understanding the effect of these active fluctuations on various physicochemical…
Sticky Brownian motions, as time-changed semimartingale reflecting Brownian motions, have various applications in many fields, including queuing theory and mathematical finance. In this paper, we are concerned about the stationary…
We study phase synchronization for a ratchet system. We consider the deterministic dynamics of a particle in a tilted ratchet potential with an external periodic forcing, in the overdamped case. The ratchet potential has to be tilted in…
We study various combinations of active diffusion with branching, as an extension of standard reaction-diffusion processes. We concentrate on the selection of the asymptotic wavefront speed for thermal run-and-tumble and for thermal active…
We consider the motion of a particle governed by a weakly random Hamiltonian flow. We identify temporal and spatial scales on which the particle trajectory converges to a spatial Brownian motion. The main technical issue in the proof is to…
The dynamics of two Brownian particles trapped by two neighboring harmonic potentials in a linear shear flow is investigated. The positional correlation functions in this system are calculated analytically and analyzed as a function of the…
The study of Brownian ratchets has taught how time-periodic driving supports a time-periodic steady state that generates nonequilibrium transport. When a single particle is transported in one dimension, it is possible to rationalize 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…
We study an ordinary differential equation controlled by a stochastic process. We present results on existence and uniqueness of solutions, on associated local times (Trotter and Ray-Knight theorems), and on time and direction of…
In active Brownian motion, an internal propulsion mechanism interacts with translational and rotational thermal noise and other internal fluctuations to produce directed motion. We derive the distribution of its extreme fluctuations and…
A fully reconfigurable two-dimensional (2D) rocking ratchet system created with holographic optical micromanipulation is presented. We can generate optical potentials with the geometry of any Bravais lattice in 2D and introduce a spatial…