Related papers: Propagator for a driven Brownian particle in step …
We present a derivation of the propagator for a particle in the presence of the step and delta function potentials. These propagators are known, but we present a direct path integral derivation, based on the path decomposition expansion and…
We propose and develop a general method of numerical calculation of the wave function time evolution in a quantum system which is described by Hamiltonian of an arbitrary dimensionality and with arbitrary interactions. For this, we obtain a…
We analyze the equations governing the evolution of distributions of the work and the heat exchanged with the environment by a manipulated stochastic system, by means of a compact and general derivation. We obtain explicit solutions for…
Aim of this note is to analyse branching Brownian motion within the class of models introduced in the recent paper [4] and called chemical diffusion master equations. These models provide a description for the probabilistic evolution of…
We consider the driven diffusion of Brownian particles in 1D periodic potentials using the recently proposed Stochastic Path Integral Hyperdynamics (SPHD) scheme [L.Y. Chen and L.J.M. Horing, J. Chem. Phys. {\bf 126}, 224103 (2007)]. First,…
Stochastic thermodynamics is a developing theory for systems out of thermal equilibrium. It allows to formulate a wealth of nontrivial relations among thermodynamic quantities such as heat dissipation, excess work, and entropy production in…
The solution of a (stochastic) differential equation can be locally approximated by a (stochastic) expansion. If the vector field of the differential equation is a polynomial, the corresponding expansion is a linear combination of iterated…
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…
Is it possible to recover the position of a source from the steady-state fluxes of Brownian particles to small absorbing windows located on the boundary of a domain? To address this question, we develop a numerical procedure to avoid…
The Propagation-Separation approach is an iterative procedure for pointwise estimation of local constant and local polynomial functions. The estimator is defined as a weighted mean of the observations with data-driven weights. Within…
A quantum mechanical description of particle propagation on the discrete spacetime of a causal set is presented. The model involves a discrete path integral in which trajectories within the causal set are summed over to obtain a particle…
The steady state of a Brownian particle diffusing in an arbitrary potential under the stochastic resetting mechanism has been studied. We show that there are different classes of nonequilibrium steady states depending on the nature of the…
In this and subsequent paper arXiv:1011.5185 we develop a recursive approach for calculating the short-time expansion of the propagator for a general quantum system in a time-dependent potential to orders that have not yet been accessible…
We study reaction-diffusion particle systems with several interaction mechanisms. As the number of particles tends to infinity, the system admits a mean-field limit describing the bulk behaviour. We focus on determining the propagation…
We present a direct path integral derivation of the propagator in the presence of a step potential. The derivation makes use of the Path Decomposition Expansion (PDX), and also of the definition of the propagator as a limit of lattice…
We construct and exactly solve a model of an extended Brownian ratchet. The model comprises an arbitrary number of heterogeneous, growing and shrinking filaments which together move a rigid membrane by a ratchet mechanism. The model draws…
We discuss the distribution of various estimators for extracting the diffusion constant of single Brownian trajectories obtained by fitting the squared displacement of the trajectory. The analysis of the problem can be framed in terms of…
The propagation of light in a scattering medium is described as the motion of a special kind of a Brownian particle on which the fluctuating forces act only perpendicular to its velocity. This enforces strictly and dynamically the…
We solve the time-dependent Fokker-Planck equation for a two-dimensional active Brownian particle exploring a circular region with an absorbing boundary. Using the passive Brownian particle as basis states and dealing with the activity as a…
We present a numerical method that consistently implements thermal fluctuations and hydrodynamic interactions to the motion of Brownian particles dispersed in incompressible host fluids. In this method, the thermal fluctuations are…