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Related papers: Effective driven dynamics for one-dimensional cond…

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We investigate the dynamics of a single, overdamped colloidal particle, which is driven by a constant force through a one-dimensional periodic potential. We focus on systems with large barrier heights where the lowest-order cumulants of the…

Statistical Mechanics · Physics 2016-05-30 Clive Emary , Robert Gernert , Sabine H. L. Klapp

We derive the fluctuation dynamics of a probe in weak coupling with a "living" medium, modeled as particles undergoing an active Ornstein-Uhlenbeck dynamics. Nondissipative corrections to the fluctuation-dissipation relation are written out…

Soft Condensed Matter · Physics 2020-11-18 Christian Maes

In this work we study the transport properties of non-interacting overdamped particles, moving on tilted disordered potentials, subjected to Gaussian white noise. We give exact formulas for the drift and diffusion coefficients for the case…

Statistical Mechanics · Physics 2014-09-04 Raul Salgado-Garcia

We solve two problems related to the fluctuations of time-integrated functionals of Markov diffusions, used in physics to model nonequilibrium systems. In the first we derive and illustrate the appropriate boundary conditions on the…

Statistical Mechanics · Physics 2023-02-01 Johan du Buisson

We consider overdamped Brownian dynamics in a periodic potential with temporally oscillating amplitude. We analyze the transport which shows effective diffusion enhanced by the oscillations and derive approximate expressions for the…

Other Condensed Matter · Physics 2015-05-18 Pawel Romanczuk , Felix Mueller , Lutz Schimansky-Geier

Starting from a model that consists of a semiclassical spin coupled to two leads we present a microscopic derivation of the Langevin equation for the direction of the spin. For slowly-changing direction it takes on the form of the…

Mesoscale and Nanoscale Physics · Physics 2008-02-04 A. S. Nunez , R. A. Duine

We study the vortex dynamics in an evolutive flow. We carry out the statistical analysis of the resulting time series by means of the joint use of a compression and an entropy diffusion method. This approach to complexity makes it possible…

Statistical Mechanics · Physics 2009-11-10 Jacopo Bellazzini , Giulia Menconi , Guido Buresti , Paolo Grigolini , Massimiliano Ignaccolo

In this paper, we consider the Langevin equation from an unusual point of view, that is as an archetype for a dissipative system driven out of equilibrium by an external excitation. Using path integral method, we compute exactly the…

Statistical Mechanics · Physics 2015-06-24 Jean Farago

We consider a new type of lookdown processes where spatial motion of each individual is influenced by an individual noise and a common noise, which could be regarded as an environment. Then a class of probability measure-valued processes on…

Probability · Mathematics 2009-11-05 Hui He

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

The inherent complexity of biological agents often leads to motility behavior that appears to have random components. Robust stochastic inference methods are therefore required to understand and predict the motion patterns from time…

Soft Condensed Matter · Physics 2024-11-14 Jan Albrecht , Manfred Opper , Robert Großmann

The ability to generate a diverse and plausible distribution of future trajectories is a critical capability for autonomous vehicle planning systems. While recent generative models have shown promise, achieving high fidelity, computational…

Robotics · Computer Science 2025-09-09 Antonio Guillen-Perez

We develop an instanton approach to the non-equilibrium dynamics in one-dimensional random environments. The long time behavior is controlled by rare fluctuations of the disorder potential and, accordingly, by the tail of the distribution…

Disordered Systems and Neural Networks · Physics 2009-10-31 A. V. Lopatin , V. M. Vinokur

We analyse biased ensembles of trajectories for a two-dimensional system of particles, evolving by Langevin dynamics in a channel geometry. This bias controls the degree of particle clustering. On biasing to large clustering, we observe a…

Statistical Mechanics · Physics 2022-09-05 Jakub Dolezal , Robert L. Jack

The generalized elastic model encompasses several physical systems such as polymers, membranes, single file systems, fluctuating surfaces and rough interfaces. We consider the case of an applied localized potential, namely an external force…

Statistical Mechanics · Physics 2012-03-16 Alessandro Taloni , Aleksei Chechkin , Joseph Klafter

Dynamical phase transitions are crucial features of the fluctuations of statistical systems, corresponding to boundaries between qualitatively different mechanisms of maintaining unlikely values of dynamical observables over long periods of…

Statistical Mechanics · Physics 2017-06-02 Alexandre Lazarescu

Diffusion is a central phenomenon in almost all fields of natural science revealing microscopic processes from the observation of macroscopic dynamics. Here, we consider the paradigmatic system of a single atom diffusing in a periodic…

We present the results of a numerical investigation of charged-particle transport across a synthesized magnetic configuration composed of a constant homogeneous background field and a multiscale perturbation component simulating an effect…

Statistical Mechanics · Physics 2007-05-23 Francesco Chiaravalloti , Alexander V. Milovanov , Gaetano Zimbardo

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

We investigate single-particle diffusion in a two-state Langevin model where the friction coefficient randomly switches between low-friction (liquid-like) and high-friction (glassy-like) states. The dynamics are governed by the ratio…

Chemical Physics · Physics 2025-12-03 Fivos Perakis , Takeshi Kawasaki , Shinji Saito