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We establish in this paper the existence of weak solutions of infinite-dimensional shift invariant stochastic differential equations driven by a Brownian term. The drift function is very general, in the sense that it is supposed to be…

Probability · Mathematics 2015-09-01 David Dereudre , Sylvie Roelly

We study the dynamics of overdamped Brownian particles diffusing in conservative force fields and undergoing stochastic resetting to a given location with a generic space-dependent rate of resetting. We present a systematic approach…

Statistical Mechanics · Physics 2017-08-15 Édgar Roldán , Shamik Gupta

We show that directed ratchet transport of a driven overdamped Brownian particle subjected to a spatially periodic and symmetric potential can be reliably controlled by tailoring a biharmonic temporal force, in coherence with the…

Statistical Mechanics · Physics 2015-06-12 Pedro J. Martínez , Ricardo Chacón

We consider the fluctuations of a time-integrated particle current around an atypical value in a generic stochastic Markov process involving classical particles with two-site interaction and hardcore repulsion on a finite one-dimensional…

Statistical Mechanics · Physics 2016-01-20 Pegah Torkaman , Farhad H. Jafarpour

The directed transport of an overdamped Brownian motor moving in a spatially periodic potential that lacks reflection symmetry (i.e. a ratchet potential) is studied when driven by thermal and dichotomic nonequilibrium noise in the presence…

Soft Condensed Matter · Physics 2008-08-05 Lukasz Machura , Jerzy Luczka , Peter Talkner , Peter Hänggi

The non-thermal nature of self-propelling colloids offers new insights into non-equilibrium physics. The central mathematical model to describe their trajectories is active Brownian motion, where a particle moves with a constant speed,…

We study a Brownian particle diffusing under a time-modulated stochastic resetting mechanism to a fixed position. The rate of resetting r(t) is a function of the time t since the last reset event. We derive a sufficient condition on r(t)…

Statistical Mechanics · Physics 2016-05-18 Arnab Pal , Anupam Kundu , Martin R. Evans

We study the spectral properties of classical and quantum Markovian processes that are reset at random times to a specific configuration or state with a reset rate that is independent of the current state of the system. We demonstrate that…

Statistical Mechanics · Physics 2018-08-28 Dominic C. Rose , Hugo Touchette , Igor Lesanovsky , Juan P. Garrahan

With a model for two-dimensional (2D) Brownian rotary ratchets being capable of producing a net torque under athermal random forces, its optimization for mean angular momentum ($L$), mean angular velocity ($\omega$), and efficiency ($\eta$)…

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

The random motion of a Brownian particle confined in some finite domain is considered. Quite generally, the relevant statistical properties involve infinite series, whose coefficients are related to the eigenvalues of the diffusion…

Statistical Mechanics · Physics 2010-04-26 Thomas Bickel

We demonstrate a Brownian motor, based on cold atoms in optical lattices, where isotropic random fluctuations are rectified in order to induce controlled atomic motion in arbitrary directions. In contrast to earlier demonstrations of…

The dynamics of nanomechanical resonators driven by both low- and high-frequency signals is studied. Considering, as an example, resonators made of a doubly-clamped beam with magnetomotive driving, it is shown that three-frequency…

Mesoscale and Nanoscale Physics · Physics 2016-03-08 Anastasiia Y. Nimets , Klaus Schuenemann , Dmytro M. Vavriv

This paper suggests a framework for the learning of discretizations of expensive forward models in Bayesian inverse problems. The main idea is to incorporate the parameters governing the discretization as part of the unknown to be estimated…

Inertia is intrinsic to many living and synthetic active systems, from animals and robotic agents to colloidal swimmers, and it strongly shapes transport. Many such systems employ intermittent restart protocols to regulate exploration.…

Soft Condensed Matter · Physics 2026-02-25 Manish Patel , Amir Shee

We present a Markovian market model driven by a hidden Brownian efficient price. In particular, we extend the queue-reactive model, making its dynamics dependent on the efficient price. Our study focuses on two sub-models: a signal-driven…

Trading and Market Microstructure · Quantitative Finance 2025-06-16 Emmanouil Sfendourakis

This paper addresses the question of how Brownian-like motion can arise from the solution of a deterministic differential delay equation. To study this we analytically study the bifurcation properties of an apparently simple differential…

Chaotic Dynamics · Physics 2013-09-26 Jinzhi Lei , Michael C. Mackey

We explore the possibility of obtaining unidirectional current in a symmetric (periodic) potential system without the application of any obvious (apparent) externally applied bias. There are many physical models proposed to accomplish this…

Statistical Mechanics · Physics 2007-05-23 A. M. Jayannavar

We use Dirichlet form methods to construct and analyze a reversible Markov process, the stationary distribution of which is the Brownian continuum random tree. This process is inspired by the subtree prune and regraft (SPR) Markov chains…

Probability · Mathematics 2007-05-23 Steven N. Evans , Anita Winter

Electric current-induced magnetoresistance oscillations recently discovered in two-dimensional electron systems are analyzed using a microscopic scheme for nonlinear magnetotransport direct controlled by the current. The magnetoresistance…

Mesoscale and Nanoscale Physics · Physics 2007-09-18 X. L. Lei

We study the crossover between classical and quantum dynamics by observing the behavior of a quantum ratchet created by exposing a Bose-Einstein condensate to short pulses of a potential which is periodic in both space and time. Such a…

Quantum Physics · Physics 2013-06-05 R. K. Shrestha , W. K. Lam , J. Ni , G. S. Summy