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Steadily shearing a non-Brownian suspension forms a memory of direction, while shearing back and forth forms a memory of amplitude. Each memory is evident in the systems response to further shear, exemplifying its strong history-dependence.…
We consider the correlations and the hydrodynamic description of random walkers with a general finite memory moving on a $d$ dimensional hypercubic lattice. We derive a drift-diffusion equation and identify a memory-dependent critical…
We show that dispersion in propulsion strength qualitatively alters collective behavior of active multi-particle systems interacting via short-range attractive potential, giving rise to novel ordered phases that combine spatial and…
The relaxation of stochastic systems after sudden perturbations is constrained by speed limits and often reveals memory effects that hinder attempts to accelerate their dynamics. Here we demonstrate Kovacs-type nonmonotonic relaxation in…
We develop a practical framework for distinguishing diffusive stochastic processes from deterministic signals using only a single discrete time series. Our approach is based on classical excursion and crossing theorems for continuous…
Temporal coherence-persistent alignment across time-can arise between agents with fundamentally distinct dynamics, a behavior that classical diffusion models (e.g., Brownian motion, fractional Brownian motion, generalized Langevin equation)…
Resistive switching is one of the foremost candidates for building novel types of non-volatile random access memories. Any practical implementation of such a memory cell calls for a strong miniaturization, at which point fluctuations start…
We study a one-dimensional random walk with memory in which the step lengths to the left and to the right evolve at each step in order to reduce the wandering of the walker. The feedback is quite efficient and lead to a non-diffusive walk.…
Non-Markovian processes have recently become a central topic in the study of open quantum systems. We realize experimentally non-Markovian decoherence processes of single photons by combining time delay and evolution in a…
This paper is concerned with correlation functions of stochastic systems with memory, a prominent example being a molecule or colloid moving through a complex (e.g., viscoelastic) fluid environment. Analytical investigations of such systems…
In this paper we propose a model for open Markov chains that can be interpreted as a system of non-interacting particles evolving according to the rules of a Markov chain. The number of particles in the system is not constant, because we…
The stochastic dynamics of an active particle undergoing a constant speed and additionally driven by an overall fluctuating torque is investigated. The random torque forces are expressed by a stochastic differential equation for the angular…
A Markov process fluctuating away from its typical behavior can be represented in the long-time limit by another Markov process, called the effective or driven process, having the same stationary states as the original process conditioned…
We consider the problem of leakage or effusion of an ensemble of independent stochastic processes from a region where they are initially randomly distributed. The case of Brownian motion, initially confined to the left half line with…
We consider a discrete-time random walk where the random increment at time step $t$ depends on the full history of the process. We calculate exactly the mean and variance of the position and discuss its dependence on the initial condition…
Active matter systems under confinement display persistent surface motion and a strong boundary affinity. However, despite extensive studies of their positional dynamics, much less attention has been given to the corresponding orientational…
The basic features of the dynamics of open quantum systems, such as the dissipation of energy, the decay of coherences, the relaxation to an equilibrium or non-equilibrium stationary state, and the transport of excitations in complex…
The stochastic trajectories of molecules in living cells, as well as the dynamics in many other complex systems, often exhibit memory in their path over long periods of time. In addition, these systems can show dynamic heterogeneities due…
Non-Markovian stochastic processes are ubiquitous in biology. Nevertheless, we lack a general framework for quantifying historical dependencies. In this Letter, we propose an information-theoretic approach to decompose history dependence in…
We analyse a continuous-time random walk model with stochastic reversals of direction. There is no external potential but the reorientation mechanism generates a non-zero current from asymmetry in the forward and backward waiting-time…