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In this manuscript, we consider the case where a Brownian particle is subject to a static periodic potential and is driven by a constant force. We derive analytic formulas for the average velocity and the effective diffusion.

Analysis of PDEs · Mathematics 2007-05-23 Hongyun Wang

Brownian motion in a granular gas in a homogeneous cooling state is studied theoretically and by means of molecular dynamics. We use the simplest first-principle model for the impact-velocity dependent restitution coefficient, as it follows…

Statistical Mechanics · Physics 2015-06-11 Anna Bodrova , Awadhesh Kumar Dubey , Sanjay Puri , Nikolai Brilliantov

We present a model of anomalous diffusion consisting of an ensemble of particles undergoing homogeneous Brownian motion except for confinement by randomly placed reflecting boundaries. For power-law distributed compartment sizes, we…

Soft Condensed Matter · Physics 2015-06-09 Gerald John Lapeyre

Overdamped Brownian motion of a self-propelled particle is studied by solving the Langevin equation analytically. On top of translational and rotational diffusion, in the context of the presented model, the "active" particle is driven along…

Soft Condensed Matter · Physics 2013-05-15 Borge ten Hagen , Sven van Teeffelen , Hartmut Löwen

A possible mechanism leading to anomalous diffusion is the presence of long-range correlations in time between the displacements of the particles. Fractional Brownian motion, a non-Markovian self-similar Gaussian process with stationary…

Statistical Mechanics · Physics 2019-04-03 Alexander H O Wada , Alex Warhover , Thomas Vojta

We study the anomalous transport in systems of random walks (RW's) on comb-like lattices with fractal sidebranches, showing subdiffusion, and in a system of Brownian particles driven by a random shear along the x-direction, showing a…

Statistical Mechanics · Physics 2022-06-15 Fabio Cecconi , Giulio Costantini , Alessandro Taloni , Angelo Vulpiani

Brownian dynamics of a self-propelled particle in linear shear flow is studied analytically by solving the Langevin equation and in simulation. The particle has a constant propagation speed along a fluctuating orientation and is…

Soft Condensed Matter · Physics 2014-01-28 Borge ten Hagen , Raphael Wittkowski , Hartmut Löwen

We investigate the transience/recurrence of a non-Markovian, one-dimensional diffusion process which consists of a Brownian motion with a non-anticipating drift that has two phases---a transient to $+\infty$ mode which is activated when the…

Probability · Mathematics 2012-10-10 Ross G. Pinsky

Consider a reflecting diffusion in a domain in $R^d$ that acquires drift in proportion to the amount of local time spent on the boundary of the domain. We show that the stationary distribution for the joint law of the position of the…

Probability · Mathematics 2008-04-15 Richard F. Bass , Krzysztof Burdzy , Zhen-Qing Chen , Martin Hairer

The standard diffusive spreading, characterized by a Gaussian distribution with mean square displacement that grows linearly with time, can break down, for instance, under the presence of correlations and heterogeneity. In this work, we…

Statistical Mechanics · Physics 2021-10-27 M. A. F. dos Santos , E. H. Colombo , C. Anteneodo

We construct a class of one-dimensional diffusion processes on the particles of branching Brownian motion that are symmetric with respect to the limits of random martingale measures. These measures are associated with the extended extremal…

Probability · Mathematics 2018-11-07 Sebastian Andres , Lisa Hartung

The diffusion of a fractional Brownian particle passing over the saddle point is studied in the field of the metastable potential. The barrier escaping probability is found to be greatly related to the fractional exponent $\alpha$.…

Statistical Mechanics · Physics 2015-02-24 Chun-Yang Wang , Cui-Feng Sun , Hong Zhang , Xue-Mei Zong , Ming Yi

The motion of particles in random potentials occurs in several natural phenomena ranging from the mobility of organelles within a biological cell to the diffusion of stars within a galaxy. A Brownian particle moving in the random optical…

Optics · Physics 2014-02-06 Giorgio Volpe , Giovanni Volpe , Sylvain Gigan

The transport properties of a spherical active Brownian particle in a periodic potential under heavy damping are considered. The self-propelled particle is subjected to the asymmetric potential, detailed balance is lost and the particles…

Soft Condensed Matter · Physics 2022-11-09 Arjun S R , Ronald Benjamin

We study a voting model on a branching Brownian motion process on $\mathbb{R}$ in which the diffusivity of each child particle is increased from that of the parent by a factor of $\gamma>1$. The probability distribution of the overall vote…

Analysis of PDEs · Mathematics 2023-12-29 Alexander Dunlap , Lenya Ryzhik

Transport of the Brownian particles driven by L\'evy flights coexisting with subdiffusion in asymmetric periodic potentials is investigated in the absence of any external driving forces. Using the Langevin-type dynamics with subordination…

Statistical Mechanics · Physics 2010-03-22 Bao-quan Ai , Ya-feng He

We calculate analytically the probability density $P(t_m)$ of the time $t_m$ at which a continuous-time Brownian motion (with and without drift) attains its maximum before passing through the origin for the first time. We also compute the…

Statistical Mechanics · Physics 2008-02-25 Julien Randon-Furling , Satya N. Majumdar

We study the dynamics of a Brownian particle in a strongly correlated quenched random potential defined as a periodically-extended (with period $L$) finite trajectory of a fractional Brownian motion with arbitrary Hurst exponent $H \in…

Statistical Mechanics · Physics 2014-09-01 David S. Dean , Shamik Gupta , Gleb Oshanin , Alberto Rosso , Gregory Schehr

Anomalous transport in a circular comb is considered. The circular motion takes place for a fixed radius, while radii are continuously distributed along the circle. Two scenarios of the anomalous transport, related to the reflecting and…

Disordered Systems and Neural Networks · Physics 2021-01-29 A. Iomin

We present an interesting connection between Brownian motion and magnetism. We use this to determine the distribution of areas enclosed by the path of a particle diffusing on a sphere. In addition, we find a bound on the free energy of an…

Statistical Mechanics · Physics 2007-05-23 Supurna Sinha , Joseph Samuel