Related papers: Current inversion in a periodically driven two-dim…
We study a generalization of the Brownian bridge as a stochastic process that models the position and velocity of inertial particles between the two end-points of a time interval. The particles experience random acceleration and are assumed…
A Markovian dichotomic system driven by a deterministic time-periodic force is analyzed in terms of the statistical properties of the switching events between the states. The consideration of the counting process of the switching events…
In \prl 84, 258 (2000), Mateos conjectured that current reversal in a classical deterministic ratchet is associated with bifurcations from chaotic to periodic regimes. This is based on the comparison of the current and the bifurcation…
We study interacting systems of linear Brownian motions whose drift vector at every time point is determined by the relative ranks of the coordinate processes at that time. Our main objective has been to study the long range behavior of the…
We construct a two-dimensional diffusion process with rank-dependent local drift and dispersion coefficients, and with a full range of patterns of behavior upon collision that range from totally frictionless interaction, to elastic…
An asymmetric Brownian particle subjected to an external time-dependent force may acquire a net drift velocity, and thus operate as a motor or ratchet, even if the external force is represented by an unbiased time-periodic function or by a…
It is well-known that discrete-time finite-state Markov Chains, which are described by one-sided conditional probabilities which describe a dependence on the past as only dependent on the present, can also be described as one-dimensional…
We consider a system of non-interacting particles on a line with initial positions distributed uniformly with density $\rho$ on the negative half-line. We consider two different models: (i) each particle performs independent Brownian motion…
Directed transport of interacting active (self-propelled)Brownian particles is numerically investigated in confined geometries (entropic barriers). The self-propelled velocity can break thermodynamical equilibrium and induce the directed…
The diffusive motion of overdamped Brownian particles in tilted piecewise linear pontentials is considered. It is shown that the enhancement of diffusion coefficient by an external static force is quite sensitive to the symmetry of periodic…
We present a generic formalism to describe Brownian motion of particles with intrinsic asymmetry and give predictions for the drift behavior in unbiased time-dependent force fields. Our findings are supported by molecular dynamics…
Transport of overdamped Brownian particles in a two-dimensional asymmetric tube is investigated in the presence of nonadiabatic periodic driving forces. By using Brownian dynamics simulations we can find that the phenomena in nonadiabatic…
We investigate the Brownian diffusion of particles in one spatial dimension and in the presence of finite regions within which particles can either evaporate or be reset to a given location. For open boundary conditions, we highlight the…
In this paper we consider the controllability of certain class of non-autonomous neutral evolution stochastic functional differential equations, with time varying delays, driven by a fractional Brownian motion in a separable real Hilbert…
Markov-modulated Brownian motion is a popular tool to model continuous-time phenomena in a stochastic context. The main quantity of interest is the invariant density, which satisfies a differential equation associated with the quadratic…
We consider reversible breaking of adhesion bonds or folding of proteins under the influence of a constant external force. We discuss the stochastic properties of the unbinding/rebinding events and analyze their mean number and their…
This paper establishes a discretization scheme for a large class of stochastic differential equations driven by a time-changed Brownian motion with drift, where the time change is given by a general inverse subordinator. The scheme involves…
We study the flashing ratchet model of a Brownian motor, which consists in cyclical switching between the Fokker-Planck equation with an asymmetric ratchet-like potential and the pure diffusion equation. We show that the motor really…
For Brownian motion of a single particle subject to a tilted periodic potential on a ring, we propose a formula for experimentally determining the cumulant generating function of time-averaged current without measurements of current…
Interpreting partial information collected from systems subject to noise is a key problem across scientific disciplines. Theoretical frameworks often focus on the dynamics of variables that result from coarse-graining the internal states of…