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The generalized Langevin equation with an exponential kernel is used to analyze memory effects on the optimal work done by a Brownian particle in a heat bath and subjected to a harmonic moving potential. The generalized overdamping scenario…

Statistical Mechanics · Physics 2023-02-03 Pedro J. Colmenares

The narrow escape problem is a first-passage problem concerned with randomly moving particles in a physical domain, being trapped by absorbing surface traps (windows), such that the measure of traps is small compared to the domain size. The…

Mathematical Physics · Physics 2021-09-15 Vaibhava Srivastava , Alexei Cheviakov

We investigate the stochastic behavior of a two-temperature Langevin system with non-Markovian thermal reservoirs. The model describes an overdamped Brownian particle in a quadratic potential and coupled to heat baths at different…

Statistical Mechanics · Physics 2020-02-20 Eduardo dos S. Nascimento , Welles A. M. Morgado

We develop a theory of Brownian motion of a massive particle, including the effects of inertia (Kramers' problem), in spaces with curvature and torsion. This is done by invoking the recently discovered generalized equivalence principle,…

Condensed Matter · Physics 2015-06-25 H. Kleinert , S. V. Shabanov

We study the transition time distribution for a particle moving between two wells of a multidimensional potential in the low-noise limit of overdamped Langevin dynamics. Possible transition paths are restricted to a thin tube surrounding…

Statistical Mechanics · Physics 2015-05-14 Sergey V. Malinin , Vladimir Y. Chernyak

We propose generalization of escape rate from a metastable state for externally driven correlated noise processes in one dimension. In addition to the internal non-Markovian thermal fluctuations, the external correlated noise processes we…

Statistical Mechanics · Physics 2011-11-10 Jyotipratim Ray Chaudhuri , Sudip Chattopadhyay , Suman Kumar Banik

We study the mean first exit time $T_{\ve}$ of a particle diffusing in a circular or a spherical micro-domain with an impenetrable confining boundary containing a small escape window (EW) of an angular size $\ve$. Focusing on the effects of…

Other Condensed Matter · Physics 2017-01-27 Denis S Grebenkov , Gleb Oshanin

The problem of an apparent inconsistency between the fission rates derived on the basis of Bohr-Wheeler's transition-state method and Kramers' dynamical model of nuclear fission, first pointed out by Strutinsky in 1973, is revisited. The…

Nuclear Theory · Physics 2009-05-29 K. -H. Schmidt

The problem of noise-induced escape from a metastable state arises in physics, chemistry, biology, systems engineering, and other areas. The problem is well understood when the underlying dynamics of the system obey detailed balance. When…

chao-dyn · Physics 2008-02-03 Robert S. Maier , D. L. Stein

We study the dynamics of a Brownian circle swimmer with a time-dependent self-propulsion velocity in an external temporally varying harmonic potential. For several situations, the noise-free swimming paths, the noise-averaged mean…

Soft Condensed Matter · Physics 2017-02-21 Soudeh Jahanshahi , Hartmut Löwen , Borge ten Hagen

The reaction A+B --> B is studied when the reactants diffuse in phase space, i.e. their dynamics is described by the Langevin equation. The steady-state rate constants are calculated for both the target (static A and mobile B's) and…

Statistical Mechanics · Physics 2009-10-31 D. J. Bicout , A. M. Berezhkovskii , Attila Szabo

The problem of thermally activated escape over a potential barrier is solved by means of path integrals for one-dimensional reaction dynamics with very general time dependences. For a suitably chosen but still quite simple static potential…

Statistical Mechanics · Physics 2009-09-09 Sebastian Getfert , Peter Reimann

A living non-Newtonian matter like the cell cortex and tissues are driven out-of-equilibrium at multiple spatial and temporal scales. The stochastic dynamics of a particle embedded in such a medium are non-Markovian, given by a generalized…

Biological Physics · Physics 2020-06-30 Amit Singh Vishen

We study the narrow escape problem in the disk, which consists in identifying the first exit time and first exit point distribution of a Brownian particle from the ball in dimension 2, with reflecting boundary conditions except on small…

Analysis of PDEs · Mathematics 2024-04-09 Tony Lelièvre , Mohamad Rachid , Gabriel Stoltz

The computation of the probability of the first-passage time through a given threshold of a stochastic process is a classic problem that appears in many branches of physics. When the stochastic dynamics is markovian, the probability admits…

Statistical Mechanics · Physics 2009-05-05 Michele Maggiore , Antonio Riotto

The narrow escape problem concerns the time needed for a diffusing particle to exit a confining domain through a small hole in the boundary. While this problem is now well-understood, determining the escape time for a particle that must…

Statistical Mechanics · Physics 2026-02-26 Victorya Richardson , Yick Hin Ling , Sean D Lawley

We study the norm of the two-dimensional Brownian motion conditioned to stay outside the unit disk at all times. By conditioning the process is changed from barely recurrent to slightly transient. We obtain sharp results on the rate of…

Probability · Mathematics 2021-11-01 Orphée Collin , Francis Comets

We investigate theoretically and experimentally the first passage-time properties of a spherical Brownian particle that is harmonically trapped at thermal equilibrium in a fluid at constant temperature. By using the overdamped version of…

Statistical Mechanics · Physics 2026-05-26 Brandon R. Ferrer , Juan Ruben Gomez-Solano

It is often desirable to know the controlling mechanism of survival probability of nano - or microscale particles in small cavities such as, e.g., confined submicron particles in fiber beds of high-efficiency filter media or ions/small…

Soft Condensed Matter · Physics 2023-03-29 Shubhadip Nayak , Tanwi Debnath , Shovan Das , Debajyoti Debnath , Pulak K. Ghosh

A continuous Markovian model for truncated Levy random walks is proposed. It generalizes the approach developed previously by Lubashevsky et al. Phys. Rev. E 79, 011110 (2009); 80, 031148 (2009), Eur. Phys. J. B 78, 207 (2010) allowing for…

Statistical Mechanics · Physics 2015-05-27 Ihor Lubashevsky