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Einstein's explanation of Brownian motion provided one of the cornerstones which underlie the modern approaches to stochastic processes. His approach is based on a random walk picture and is valid for Markovian processes lacking long-term…

Statistical Mechanics · Physics 2009-11-10 I. M. Sokolov , J. Klafter

Fractional Brownian motion (fBm) is a ubiquitous diffusion process in which the memory effects of the stochastic transport result in the mean squared particle displacement following a power law, $\langle {\Delta r}^2 \rangle \sim…

Applied Physics · Physics 2020-10-06 Raviteja Vangara , Kim Ø. Rasmussen , Dimiter N. Petsev , Golan Bel , Boian S. Alexandrov

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 analyze the microscopic model of quantum Brownian motion, describing a Brownian particle interacting with a bosonic bath through a coupling which is linear in the creation and annihilation operators of the bath, but may be a nonlinear…

Quantum Gases · Physics 2015-04-17 Pietro Massignan , Aniello Lampo , Jan Wehr , Maciej Lewenstein

We consider the motion of an underdamped Brownian particle in a tilted periodic potential in a wide temperature range. Based on the previous data [1] and the new simulation results we show that the underdamped motion of particles in…

Statistical Mechanics · Physics 2013-07-17 I. G. Marchenko , I. I. Marchenko , A. V. Zhiglo

Brownian motion is a foundational physical process characterized by a mean squared displacement that scales linearly in time in thermal equilibrium, known as diffusion. At short times, the mean squared displacement becomes ballistic,…

Statistical Mechanics · Physics 2026-02-10 Jason Boynewicz , Michael C. Thumann , Mark G. Raizen

The transport phenomenon (movement and diffusion) of inertia Brownian particles in a periodic potential with non-Gaussian noise is investigated. It is found that proper noise intensity Q will promote particles directional movement(or…

Statistical Mechanics · Physics 2019-02-20 Bing Wang , Xiaoxiao Zhang , Yajuan Sun , Zhongwei Qu , Xuechao Li

Recent progress in experimental techniques such as single particle tracking allows to analyze both nonequilibrium properties and approach to equilibrium. There are examples showing that processes occurring at finite timescales are…

Statistical Mechanics · Physics 2025-01-24 I. G. Marchenko , I. I. Marchenko , J. Łuczka , J. Spiechowicz

We consider anomalous non-Markovian transport of Brownian particles in viscoelastic fluid-like media with very large but finite macroscopic viscosity under the influence of a constant force field F. The viscoelastic properties of the medium…

Statistical Mechanics · Physics 2014-09-24 Igor Goychuk

We consider a quantum particle subject to Ohmic dissipation, moving in a bichromatic quasiperiodic potential. In a periodic potential the particle undergoes a zero-temperature localization-delocalization transition as dissipation strength…

Quantum Gases · Physics 2019-08-14 Aaron J Friedman , Romain Vasseur , Austen Lamacraft , S. A. Parameswaran

In this work, we have performed a detailed holographic analysis of the stochastic dynamics of a heavy particle propagating through a strongly coupled plasma moving with a constant velocity along a fixed spatial direction. To model this…

High Energy Physics - Theory · Physics 2026-05-07 Anirban Roy Chowdhury , Ashis Saha , Sunandan Gangopadhyay

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 motion of a solid particle immersed in a Newtonian fluid and confined between two parallel elastic membranes possessing shear and bending rigidity. The hydrodynamic mobility depends on the frequency of the particle motion due…

Fluid Dynamics · Physics 2016-08-03 Abdallah Daddi-Moussa-Ider , Achim Guckenberger , Stephan Gekle

It is shown that in systems with time-dependent and/or spatially nonuniform temperature $T(t,x)$, (i) most of the transport processes is weakly non-ergodic, and (ii) the diffusion (Brownian motion, BM) is anomalous. A few examples of simple…

Statistical Mechanics · Physics 2012-06-21 Andrzej Fuliński

Anomalous diffusion phenomenon is an intriguing process that tracer diffusion presents in numerous complex systems. Current experimental and theoretical investigations have reported the emergence of random diffusivity scenarios accompanied…

Statistical Mechanics · Physics 2022-10-19 M. A. F. dos Santos , L. Menon Junior , D. Cius

This work deals with the overdamped motion of a particle in a fluctuating one-dimensional periodic potential. If the potential has no inversion symmetry and its fluctuations are asymmetric and correlated in time, a net flow can be generated…

Condensed Matter · Physics 2016-10-26 Enrique Abad , Andreas Mielke

Self-assembly and dynamical properties of Janus nanoparticles have been studied by molecular dynamic simulations. The nanoparticles are modeled as dimers and they are confined between two flat parallel plates to simulate a thin film. One…

Soft Condensed Matter · Physics 2017-04-05 Leandro B. Krott , Cristina Gavazzoni , José R. Bordin

We investigate the dynamics of an overdamped Brownian particle moving in a washboard potential with space dependent friction coefficient. Analytical expressions have been obtained for current and diffusion coefficient. We show that the…

Statistical Mechanics · Physics 2009-11-07 Debasis Dan , A. M. Jayannavar

Active Brownian motion commonly assumes spherical overdamped particles. However, self-propelled particles are often neither symmetric nor overdamped yet underlie random fluctuations from their surroundings. Active Brownian motion has…

Soft Condensed Matter · Physics 2022-10-03 Jonas Mayer Martins , Raphael Wittkowski

We demonstrate that light is subject to anomalous (i.e., negative) diffraction when propagating in the presence of hyperbolic dispersion. We show that light propagation in hyperbolic media resembles the dynamics of a quantum particle of…