Related papers: Subdiffusion in an external force field
The celebrated Sutherland-Einstein relation for systems at thermal equilibrium states that spread of trajectories of Brownian particles is an increasing function of temperature. Here, we scrutinize diffusion of underdamped Brownian motion…
Research on pulsar timing arrays has provided preliminary evidence for the existence of a stochastic gravitational background, which, either being primordial or of astrophysical origin, will interact universally with matter distributions in…
We propose a general framework for studying jump-diffusion systems driven by both Gaussian noise and a jump process with state-dependent intensity. Of particular natural interest are the jump locations: the system evaluated at the jump…
A nonequilibrium fluctuation theorem is established for a colloidal particle driven by an external force within the hydrodynamic theory of Brownian motion, describing hydrodynamic memory effects such as the t^(-3/2) power-law decay of the…
We look at the equilibrium of a Brownian particle in an inhomogeneous space following the alternative approach proposed in ref.[1]. We consider a coordinate dependent damping that makes the stochastic dynamics the one with multiplicative…
The propagation of light in a scattering medium is described as the motion of a special kind of a Brownian particle on which the fluctuating forces act only perpendicular to its velocity. This enforces strictly and dynamically the…
We introduce a stochastic equation for the microscopic motion of a tagged particle in the single file model. This equation provides a compact representation of several of the system's properties such as Fluctuation-Dissipation and Linear…
In this work, we consider subordinated processes controlled by a family of subordinators which consist of a power function of time variable and a negative power function of $\alpha-$stable random variable. The effect of parameters in the…
We consider a continuous random walk model for describing normal as well as anomalous diffusion of particles subjected to an external force when these particles diffuse in a uniformly expanding (or contracting) medium. A general equation…
We examine classical, transient fluctuation theorems within the unifying framework of Langevin dynamics. We explicitly distinguish between the effects of non-conservative forces that violate detailed balance, and non-autonomous dynamics…
An analytical expression is derived for the transition path time distribution for a one-dimensional particle crossing of a parabolic barrier. Two cases are analyzed: (i) A non-Markovian process described by a generalized Langevin equation…
The friction coefficient of a particle can depend on its position as it does when the particle is near a wall. We formulate the dynamics of particles with such state-dependent friction coefficients in terms of a general Langevin equation…
A general approach to consider spatially extended stochastic systems with correlations between additive and multiplicative noises subject to nonlinear damping is developed. Within modified cumulant expansion method, we derive an effective…
We illustrate a counter-intuitive effect of an additive stochastic force, which acts independently on each element of an ensemble of globally coupled oscillators. We show numerically and semi-analytically that a very small white noise is…
We analyze theoretically the dynamics of a single colloidal particle in an externally applied electric field. The thermal motions of microions lead to an anisotropic, nonequilibrium source of noise, pro- portional to the field, in the…
Starting from second order around thermal equilibrium, the response of a statistical mechanical system to an external stimulus is not only governed by dissipation and depends explicitly on dynamical details of the system. The so called…
We consider the one-dimensional diffusion of a particle on a semi-infinite line and in a piecewise linear random potential. We first present a new formalism which yields an analytical expression for the Green function of the Fokker-Planck…
A Langevin process diffusing in a periodic potential landscape has a time dependent diffusion constant which means that its average mean squared displacement (MSD) only becomes linear at late times. The long time, or effective diffusion…
This paper presents a diffusion process with a novel resetting mechanism in which the amplitude of the process is instantaneously converted to a proportion of its value at random times. This model is described by a Langevin equation with…
Recently, anomalous subdiffusion, aging, and scatter of the diffusion coefficient have been reported in many single-particle-tracking experiments, though origins of these behaviors are still elusive. Here, as a model to describe such…