Related papers: Deterministic and randomized motions in single-wel…
We investigate a L\'evy-Walk alternating between velocities $\pm v_0$ with opposite sign. The sojourn time probability distribution at large times is a power law lacking its mean or second moment. The first case corresponds to a ballistic…
We study deterministic dynamics of overactive Brownian particles in 2D and 3D potentials. This dynamics is Hamiltonian. Integrals of motion for continuous rotational symmetries are reported. The cases of 2D, axisymmetric and…
In this paper, we study equations with nonlinearity in the form of a double-well potential, randomised by a velocity-switching (telegraph) stochastic process. If the speed parameters of the randomisation are small, then this dynamics has…
The intermittency is investigated when the current reversal occurs in a deterministic inertia ratchet system. To determine which type the intermittency belongs to, we obtain the return map of velocities of particle using stroboscopic…
We investigate both analytically and by numerical simulation the relaxation of an overdamped Brownian particle in a 1D multiwell potential. We show that the mean relaxation time from an injection point inside the well down to its bottom is…
We analyze a class of continuous time random walks in $\mathbb R^d,d\geq 2,$ with uniformly distributed directions. The steps performed by these processes are distributed according to a generalized Dirichlet law. Given the number of changes…
We consider a self-attracting random walk in dimension d=1, in presence of a field of strength s, which biases the walker toward a target site. We focus on the dynamic case (true reinforced random walk), where memory effects are implemented…
We consider a generalization of a one-dimensional stochastic process known in the physical literature as L\'evy-Lorentz gas. The process describes the motion of a particle on the real line in the presence of a random array of marked points,…
Random Walks in Dirichlet Environment (RWDE) correspond to Random Walks in Random Environment (RWRE) on $\Bbb{Z}^d$ where the transition probabilities are i.i.d. at each site with a Dirichlet distribution. Hence, the model is parametrized…
We consider a planar dynamical system generated by two stable linear vector fields with distinct fixed points and random switching between them. We characterize singularities of the invariant density in terms of the switching rates and…
We study the stochastic dynamics of a two-dimensional particle assuming that the components of its position are two coupled random-acceleration processes evolving in a confining parabolic potential and are the subjects of independent…
We study closed systems of particles that are subject to stochastic forces in addition to the conservative forces. The stochastic equations of motion are set up in such a way that the energy is strictly conserved at all times. To ensure…
Determinantal Point Processes (DPPs) are a family of probabilistic models that have a repulsive behavior, and lend themselves naturally to many tasks in machine learning where returning a diverse set of objects is important. While there are…
We study the asymptotic behaviour of random walks in i.i.d. random environments on $\Z^d$. The environments need not be elliptic, so some steps may not be available to the random walker. We prove a monotonicity result for the velocity (when…
Markovian diffusion processes yield a system of conservation laws which couple various conditional expectation values (local moments). Solutions of that closed system of deterministic partial differential equations stand for a regular…
We investigate the diffusive motion of an overdamped classical particle in a 1D random potential using the mean first-passage time formalism and demonstrate the efficiency of this method in the investigation of the large-time dynamics of…
We propose a model of a one-dimensional random walk in dynamic random environment that interpolates between two classical settings: (I) the random environment is sampled at time zero only; (II) the random environment is resampled at every…
In continuum one-dimensional space, a coupled directed continuous time random walk model is proposed, where the random walker jumps toward one direction and the waiting time between jumps affects the subsequent jump. In the proposed model,…
The dynamics of individual colloidal particles in random potential energy landscapes were investigated experimentally and by Monte Carlo simulations. The value of the potential at each point in the two-dimensional energy landscape follows a…
We present a detailed analysis of random motions moving in higher spaces with a natural number of velocities. In the case of the so-called minimal random dynamics, under some wide assumptions, we show the joint distribution of the position…