Related papers: Nonadiabatic escape and stochastic resonance
We treat the noise-activated escape from a one-dimensional potential well of an overdamped particle, to which a periodic force of fixed frequency is applied. We determine the boundary layer behavior, and the physically relevant length…
We investigate coupled stochastic differential equations governing N non-negative continuous random variables that satisfy a conservation principle. In various fields a conservation law requires that a set of fluctuating variables be…
In this paper, we formulate a stochastic logistic fish growth model driven by both white noise and non-Gaussian noise. We focus our study on the mean time to extinction, escape probability to measure the noise-induced extinction probability…
The dynamics of temperature fluctuations of a gas of Brownian particles in local equilibrium with a nonequilibrium heat bath, are described using an approach consistent with Boltzmann-Gibbs statistics (BG). We use mesoscopic nonequilibrium…
Stationary solutions to the equations of non-linear diffusive shock acceleration play a fundamental role in the theory of cosmic-ray acceleration. Their existence usually requires that a fraction of the accelerated particles be allowed to…
Brownian yet non-Gaussian processes have recently been observed in numerous biological systems and the corresponding theories have been built based on random diffusivity models. Considering the particularity of random diffusivity, this…
A formalism for quantum many-body systems is proposed through a semiclassical treatment in phase space, allowing us to establish a stochastic thermodynamics incorporating quantum statistics. Specifically, we utilize a stochastic…
Dynamics of complex systems is often hierarchically organized on different time scales. To understand the physics of such hierarchy, here Brownian motion of a particle moving through a fluctuating medium with slowly varying temperature is…
We study Brownian motion driven with both conservative and nonconservative external forces. By using the thermodynamic approach of the theory of Brownian motion we obtain the Fokker-Planck equation and derive expressions for the Fluctuation…
We investigate asymptotic decay phenomenon towards the nonequilibrium steady state of the thermal diffusion in the presence of a tilted periodic potential. The parameter dependence of the decay rate is revealed by investigating the…
We consider a primary model of ac-driven Brownian motors, i.e., a classical particle placed in a spatial-time periodic potential and coupled to a heat bath. The effects of fluctuations and dissipations are studied by a time-dependent…
Diffusion of particles in velocity space undergoing turbulent field was extensively studied in the problem of warm beam relaxation. Under low field intensities the diffusion is described by the Fokker-Planck equation with the diffusion…
In this paper we consider stochastic Fokker-Planck Partial Differential Equations (PDEs), obtained as the mean-field limit of weakly interacting particle systems subjected to both independent (or idiosyncratic) and common Brownian noises.…
A recently introduced nonlinear Fokker-Planck equation, derived directly from a master equation, comes out as a very general tool to describe phenomenologically systems presenting complex behavior, like anomalous diffusion, in the presence…
In this work, we are concerned with the Fokker-Planck equations associated with the Nonlinear Noisy Leaky Integrate-and-Fire model for neuron networks. Due to the jump mechanism at the microscopic level, such Fokker-Planck equations are…
We consider a Markov process on a Riemannian manifold, which solves a stochastic differential equation in the interior of the manifold and jumps according to a deterministic reset map when it reaches the boundary. We derive a partial…
We present an analytic study for subdiffusive escape of overdamped particles out of a cusp-shaped parabolic potential well which are driven by thermal, fractional Gaussian noise with a $1/\omega^{1-\alpha}$ power spectrum. This…
The semiclassical structure of resonance states of classically chaotic scattering systems with partial escape is investigated. We introduce a local randomization on phase space for the baker map with escape, which separates the smallest…
We study the Fokker-Planck equation derived in the large system limit of the Markovian process describing the dynamics of quantitative traits. The Fokker-Planck equation is posed on a bounded domain and its transport and diffusion…
We present a novel path-integral method for the determination of time-dependent and time-averaged reaction rates in multidimensional, periodically driven escape problems at weak thermal noise. The so obtained general expressions are…