Related papers: Colossal Brownian yet non-Gaussian diffusion induc…
Based on analytical and numerical calculations we study the dynamics of an overdamped colloidal particle moving in two dimensions under time-delayed, non-linear feedback control. Specifically, the particle is subject to a force derived from…
We consider a 1-dimensional Brownian motion whose diffusion coefficient varies when it crosses the origin. We study the long time behavior and we establish different regimes, depending on the variations of the diffusion coefficient:…
We derive the exact evolution equation for the probability density function of particle displacements generated by arbitrary Gaussian velocity processes, when neither Markovianity and nor stationarity are assumed. Starting from the…
The one-dimensional overdamped Brownian motion in a symmetric periodic potential modulated by external time-reversible noise is analyzed. The calculation of the effective diffusion coefficient is reduced to the mean first passage time…
Anomalous diffusion and non-Gaussian statistics are detected experimentally in a two-dimensional driven-dissipative system. A single-layer dusty plasma suspension with a Yukawa interaction and frictional dissipation is heated with laser…
Fractional Brownian motion and the fractional Langevin equation are models of anomalous diffusion processes characterized by long-range power-law correlations in time. We employ large-scale computer simulations to study these models in two…
We study a one-dimensional system of spatially extended particles, which are fixated to regularly spaced locations by means of elastic springs. The particles are assumed to be driven by a Gaussian noise and to have dissipative,…
We analyse the impact of temperature on the diffusion coefficient of an inertial Brownian particle moving in a symmetric periodic potential and driven by a symmetric time-periodic force. Recent studies have revealed the low friction regime…
We analyze statistical properties of the separate multipole moments of the CMB temperature maps and find that the distribution tails are slightly non-Gaussian. Moreover, the deviation from Gaussianity peaks sharply at around $l\sim45\pm10$.…
It seems that a stochastic system must be a nonlinear one to observe the phenomenon, noise induced transition. But in the present paper, we have demonstrated that the phenomenon may be observed even in a linear stochastic process where both…
Probability distributions which emerge from the formalism of nonextensive statistical mechanics have been applied to a variety of problems. In this paper we unite modeling of such distributions with the model of widespread 1/f noise. We…
Diffusive transport properties of a quantum Brownian particle moving in a tilted spatially periodic potential and strongly interacting with a thermostat are explored. Apart from the average stationary velocity, we foremost investigate the…
The diffusion behavior of particles moving in complex heterogeneous environment is a very topical issue. We characterize particle's trajectory via an underdamped Langevin system driven by a Gaussian white noise with a time dependent…
It was recently suggested by Boldyrev & Gwinn that the characteristics of radio scintillations from distant pulsars are best understood if the interstellar electron-density fluctuations that cause the time broadening of the radio pulses…
We show that in driven systems the Gaussian nature of the fluctuating force and time-reversibility are equivalent properties. This result together with the potential condition of the external force drastically restricts the form of the…
Einstein's explanation of Brownian motion provided one of the cornerstones which underlie the modern approaches to stochastic processes. His approach is based on a random walk picture and is valid for Markovian processes lacking long-term…
Recently observation of random walks in complex environments like the cell and other glassy systems revealed that the spreading of particles, at its tails, follows a spatial exponential decay instead of the canonical Gaussian. We use the…
Classical diffusion in a random medium involves an exponential functional of Brownian motion. This functional also appears in the study of Brownian diffusion on a Riemann surface of constant negative curvature. We analyse in detail this…
We study the Brownian motion of ellipsoidal particles lying on an agitated granular bath composed of magnetic particles. We quantify the mobility of different floating ellipsoidal particles using the mean square displacement and the mean…
Redundancy in biology may be explained by the need to optimize extreme searching processes, where one or few among many particles are requested to reach the target like in human fertilization. We show that non-Gaussian rare fluctuations in…