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Related papers: Dynamical phase transition in drifted Brownian mot…

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We investigate the transience/recurrence of a non-Markovian, one-dimensional diffusion process which consists of a Brownian motion with a non-anticipating drift that has two phases---a transient to $+\infty$ mode which is activated when the…

Probability · Mathematics 2012-10-10 Ross G. Pinsky

A Markov process fluctuating away from its typical behavior can be represented in the long-time limit by another Markov process, called the effective or driven process, having the same stationary states as the original process conditioned…

Statistical Mechanics · Physics 2023-03-30 Florian Angeletti , Hugo Touchette

Active work measures how far the local self-forcing of active particles translates into real motion. Using Population Monte Carlo methods, we investigate large deviations in the active work for repulsive active Brownian disks. Minimizing…

Statistical Mechanics · Physics 2019-02-12 Takahiro Nemoto , Étienne Fodor , Michael E. Cates , Robert L. Jack , Julien Tailleur

Brownian motion is the erratic motion of an object due to collisions with the fluid in which it is immersed. In this work, we detail a tabletop laboratory demonstration of underdamped Brownian motion wherein a macroscopic particle resting…

Physics Education · Physics 2025-12-19 Jack-William Barotta , Caroline M. Barotta , Eli Silver , Daniel M. Harris

As a generic model for transport of interacting fermions through a barrier or interstitials in a lattice, quantum Brownian motion in a periodic potential is studied. There is a duality transformation between the continuous coordinate or…

Condensed Matter · Physics 2007-05-23 M. Sassetti , H. Schomerus , U. Weiss

We provide a deep connection between elastic drifted Brownian motions and inverses to tempered subordinators. Based on this connection, we establish a link between multiplicative functionals and dynamical boundary conditions given in terms…

Probability · Mathematics 2022-09-23 Mirko D'Ovidio , Francesco Iafrate

In this work, we study the dynamics of a single active Brownian particle, as well as the collective behavior of interacting active Brownian particles, in a fluctuating heterogeneous environment. We employ a variant of the diffusing…

Soft Condensed Matter · Physics 2022-01-05 S. M. J. Khadem , N. H. Siboni , S. H. L. Klapp

Quantum Brownian motion in the strong friction limit is studied based on the exact path integral formulation of dissipative systems. In this limit the time-nonlocal reduced dynamics can be cast into an effective equation of motion, the…

Statistical Mechanics · Physics 2009-11-10 Joachim Ankerhold , Hermann Grabert , Philip Pechukas

We investigate Brownian motion with diffusivity alternately fluctuating between fast and slow states. We assume that sojourn-time distributions of these two states are given by exponential or power-law distributions. We develop a theory of…

Statistical Mechanics · Physics 2019-07-17 Tomoshige Miyaguchi , Takashi Uneyama , Takuma Akimoto

Depinning transitions occur when a threshold force must be applied to drive an otherwise immobile system. For the depinning of colloidal particles from a corrugated landscape, we show how active noise due to self-propulsion impacts the…

Soft Condensed Matter · Physics 2024-12-10 Arthur V. Straube , Felix Höfling

Starting with a Brownian motion, we define and study a novel diffusion process by combining stickiness and oscillation properties. The associated stochastic differential equation, resolvent and semigroup are provided. Also the trivariate…

Probability · Mathematics 2023-02-08 Wajdi Touhami

We study the limit fluctuations of the rescaled occupation time process of a branching particle system in $\mathbb{R}^d$, where the particles are subject to symmetric $\alpha$-stable migration ($0<\alpha\leq2$), critical binary branching,…

In this note, by an elementary use of Girsanov's transform we show that the exit time for either a biased random walk or a drifted Brownian motion on a symmetric interval is stochastically monotone with respect to the drift parameter. In…

Probability · Mathematics 2025-06-05 Xi Geng , Greg Markowsky

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…

Statistical Mechanics · Physics 2025-09-15 Jonathan House , Rashad Bakhshizada , Skirmantas Janušonis , Ralf Metzler , Thomas Vojta

Sticky Brownian motion is the simplest example of a diffusion process that can spend finite time both in the interior of a domain and on its boundary. It arises in various applications such as in biology, materials science, and finance.…

Numerical Analysis · Mathematics 2020-07-21 Nawaf Bou-Rabee , Miranda Holmes-Cerfon

Elastic confinements are an important component of many biological systems and dictate the transport properties of suspended particles under flow. In this chapter, we review the Brownian motion of a particle moving in the vicinity of a…

Soft Condensed Matter · Physics 2022-10-28 Abdallah Daddi-Moussa-Ider , Stephan Gekle

A regime-switching geometric Brownian motion is used to model a geometric Brownian motion with its coefficients changing randomly according to a Markov chain. In this work, we give a complete characterization of the recurrent property of…

Probability · Mathematics 2016-06-15 Jinghai Shao

We present a detailed study of a simple quantum stochastic process, the quantum phase space Brownian motion, which we obtain as the Markovian limit of a simple model of open quantum system. We show that this physical description of the…

Mathematical Physics · Physics 2015-05-27 Michel Bauer , Denis Bernard

We study the dynamical phase transitions (DPTs) appearing for a single Brownian particle without drift. We first explore how first-order DPTs in large deviations can be found even for a single Brownian particle without any force upon…

Statistical Mechanics · Physics 2024-07-22 Takahiro Kanazawa , Kyogo Kawaguchi , Kyosuke Adachi

In this paper we study the drifted Brownian meander, that is a Brownian motion starting from $ u $ and subject to the condition that $ \min_{ 0\leq z \leq t} B(z)> v $ with $ u > v $. The limiting process for $ u \downarrow v $ is analyzed…

Probability · Mathematics 2019-03-05 Francesco Iafrate , Enzo Orsingher