Related papers: Current inversion in a periodically driven two-dim…
Here we present a Brownian ratchet based on plasmonic interactions. By periodically turning on and off a laser beam that illuminates a periodic array of plasmonic nanostructures with broken spatial symmetry, the random thermal motion of a…
We propose a generalization of the stochastic resetting mechanism for a Brownian particle diffusing in a one-dimensional periodic potential: randomly in time, the particle gets reset at the bottom of the potential well it was in. Numerical…
We study the noise induced transport of an overdamped Brownian particle in frictional ratchet systems in the presence of external Gaussian white noise fluctuations. The analytical expressions for current and diffusion coefficient are…
In this paper, we study both the direct and inverse random source problems associated with the multi-term time-fractional diffusion-wave equation driven by a fractional Brownian motion. Regarding the direct problem, the well-posedness is…
In this paper, we focus on the estimation of historical volatility of asset prices from high-frequency data. Stochastic volatility models pose a major statistical challenge: since in reality historical volatility is not observable, its…
We study the driven Brownian motion of hard rods in a one-dimensional cosine potential with an amplitude large compared to the thermal energy. In a closed system, we find surprising features of the steady-state current in dependence of the…
We present an experimental demonstration of a deterministic optical rocking ratchet. A periodic and asymmetric light pattern is created to interact with dielectric microparticles in water, giving rise to a ratchet potential. The sample is…
Rate processes are simple and analytically tractable models for many dynamical systems which switch stochastically between a discrete set of quasi stationary states but they may also approximate continuous processes by coarse grained,…
We present a new method to sample conditioned trajectories of a system evolving under Langevin dynamics, based on Brownian bridges. The trajectories are conditioned to end at a certain point (or in a certain region) in space. The bridge…
We reveal the mechanism of subdiffusion which emerges in a straightforward, one dimensional classical nonequilibrium dynamics of a Brownian ratchet driven by both a time-periodic force and Gaussian white noise. In a tailored parameter set…
Quantum-resonance ratchets have been realized over the last ten years for the production of directed currents of atoms. These non-dissipative systems are based on the interaction of a Bose-Einstein condensate with an optical standing wave…
In this paper, we study a class of multi-dimensional reflected backward stochastic differential equations when the noise is driven by a Brownian motion and an independent Poisson point process, and when the solution is forced to stay in a…
We derive bounds on the precision of fluctuating currents, which are valid for the steady state of underdamped Langevin dynamics. These bounds provide a generalization of the overdamped thermodynamic uncertainty relation to the finite-mass…
We demonstrate that directed transport of particles in a two dimensional driven lattice can be dynamically reversed multiple times by superimposing additional spatially localized lattices on top of a background lattice. The timescales of…
We study the deterministic dynamics of a periodically driven particle in the underdamped case in a spatially symmetric periodic potential. The system is subjected to a space-dependent friction coefficient, which is similarly periodic as the…
We prove the existence and uniqueness of a strong solution of a stochastic differential equation with normal reflection representing the random motion of finitely many globules. Each globule is a sphere with time-dependent random radius and…
We develop two-dimensional Brownian dynamics simulations to examine the motion of disks under thermal fluctuations and Hookean forces. Our simulations are designed to be experimental-like, since the experimental conditions define the…
Current fluctuations play an important role in non-equilibrium statistical mechanics, and are a key object of interest in both theoretical studies and in practical applications. So far, most of the studies were devoted to the fluctuations…
Directed transport of overdamped Brownian particles in an asymmetrically periodic tube is investigated in the presence of the tube wall vibration. From the Brownian dynamics simulations we can find that the perpendicular wall vibration can…
A class of exclusion processes in which particles perform history-dependent random walks is introduced, stimulated by dynamic phenomena in some biological and artificial systems. The particles locally interact with the underlying substrate…