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This paper is concerned with the mathematical analysis of the inverse random source problem for the time fractional diffusion equation, where the source is assumed to be driven by a fractional Brownian motion. Given the random source, the…

Analysis of PDEs · Mathematics 2020-04-22 Xiaoli Feng , Peijun Li , Xu Wang

This article introduces a novel construction of the two-dimensional fractional Brownian motion (2D fBm) with dependent components. Unlike similar models discussed in the literature, our approach uniquely accommodates the full range of model…

We discuss the dynamics of a Brownian particle under the influence of a spatially periodic noise strength in one dimension using analytical theory and computer simulations. In the absence of a deterministic force, the Langevin equation can…

Statistical Mechanics · Physics 2022-01-28 Davide Breoni , Ralf Blossey , Hartmut Löwen

A dynamical treatment of Markovian diffusion is presented and several applications discussed. The stochastic interpretation of quantum mechanics is considered within this framework. A model for Brownian movement which includes second order…

Quantum Physics · Physics 2007-05-23 Mark Davidson

Within the context of the Brownian ratchet model, a molecular rotary system was studied that can perform unidirectional rotations induced by linearly polarized ac fields, and produce positive work under loads. The model is based on the…

Statistical Mechanics · Physics 2017-06-07 Hiroki Tutu , Takehiko Horita , Katsuya Ouchi

By using Malliavin calculus and multiple Wiener-It\^o integrals, we study the existence and the regularity of stochastic currents defined as Skorohod (divergence) integrals with respect to the Brownian motion and to the fractional Brownian…

Probability · Mathematics 2010-09-17 Franco Flandoli , Ciprian Tudor

We consider motion of an overdamped Brownian particle in a washboard potential exerted to a static tilting force. The bias yields directed net particle motion, i.e. a current. It is demonstrated that with an additional time-delayed feedback…

Statistical Mechanics · Physics 2011-02-07 Dirk Hennig

At low temperatures and strong friction the time evolution of the density distribution in position follows a quantum Smoluchowski equation. Recently, also higher-order contributions of quantum fluctuations to drift and diffusion…

Statistical Mechanics · Physics 2015-03-17 Stefan A. Maier , Joachim Ankerhold

Transport of a Brownian particle moving in a periodic potential is investigated in the presence of symmetric unbiased external force. The viscous medium is alternately in contact with the two heat reservoirs. We present the analytical…

Biological Physics · Physics 2010-03-22 Bao-quan Ai , Liqiu Wang , Lianggang Liu

A fully reconfigurable two-dimensional (2D) rocking ratchet system created with holographic optical micromanipulation is presented. We can generate optical potentials with the geometry of any Bravais lattice in 2D and introduce a spatial…

Current reversal is an intriguing phenomenon that has been central to recent experimental and theoretical investigations of transport based on ratchet mechanism. By considering a system of two interacting ratchets, we demonstrate how the…

Chaotic Dynamics · Physics 2015-05-14 U. E. Vincent , A. Kenfack , D. V. Senthilkumar , D. Mayer , J. Kürths

We present analytic results for the current in a system moving in an arbitrary periodic potential and driven by weak Gaussian noise with an arbitrary power spectrum which are valid to order (t_c/t_r)^2, where t_c is the largest…

Condensed Matter · Physics 2009-10-22 Mark M. Millonas , Mark I. Dykman

We study the large-time behaviour of Brownian particles moving through a viscous medium in a confined potential, and which are further subjected to position-dependent driving forces that are periodic in time. We focus on the case where…

Statistical Mechanics · Physics 2009-11-10 Sreedhar B. Dutta , Mustansir Barma

In this paper we study a reflected Markov-modulated Brownian motion with a two sided reflection in which the drift, diffusion coefficient and the two boundaries are (jointly) modulated by a finite state space irreducible continuous time…

Probability · Mathematics 2011-04-27 Bernardo D'Auria , Offer Kella

We consider the transport of rigid objects with internal structure in a flashing ratchet potential by investigating the overdamped behavior of a rod-like chain of evenly spaced point particles. In 1D, analytical arguments show that the…

Statistical Mechanics · Physics 2009-11-11 Erin M. Craig , Martin J. Zuckermann , Heiner Linke

The efficiency of energy transduction in a temporally asymmetric rocked ratchet is studied. Time asymmetry favours current in one direction and suppresses it in the opposite direction due to which large efficiency ~ 50% is readily obtained.…

Statistical Mechanics · Physics 2009-07-13 Raishma Krishnan , Mangal C. Mahato , A. M. Jayannavar

Time-averaged two-point currents are derived and shown to be spatially invariant within domains of local translation or inversion symmetry for arbitrary time-periodic quantum systems in one dimension. These currents are shown to provide a…

Quantum Physics · Physics 2016-05-25 Thomas Wulf , Christian V. Morfonios , Fotis K. Diakonos , Peter Schmelcher

The resonant activation effect (RA) has been well studied in different ways during the last two decades. It consists in the presence of a minimum in the mean time spent by a Brownian particle to exit from a potential well in the presence of…

Statistical Mechanics · Physics 2008-10-23 Alessandro Fiasconaro

We review several results related to the problem of a quantum particle in a random environment. In an introductory part, we recall how several functionals of the Brownian motion arise in the study of electronic transport in weakly…

Disordered Systems and Neural Networks · Physics 2007-05-23 Alain Comtet , Jean Desbois , Christophe Texier

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…

Statistical Mechanics · Physics 2026-02-27 Venkata D. Pamulaparthy , Rosemary J. Harris