Related papers: The Brownian Castle
In analogy to Brownian computers we explicitly show how to construct stochastic models, which mimic the behaviour of a general purpose computer (a Turing machine). Our models are discrete state systems obeying a Markovian master equation,…
We consider scaled Brownian motion (sBm), a random process described by a diffusion equation with explicitly time-dependent diffusion coefficient $D(t) = D_0 t^{\alpha - 1}$ (Batchelor's equation) which, for $\alpha < 1$, is often used for…
The classical models for irreversible diffusion-influenced reactions can be derived by introducing absorbing boundary conditions to over-damped continuous Brownian motion (BM) theory. As there is a clear corresponding stochastic process,…
We examine the non-ergodic properties of scaled Brownian motion, a non-stationary stochastic process with a time dependent diffusivity of the form $D(t)\simeq t^{\alpha-1}$. We compute the ergodicity breaking parameter EB in the entire…
We establish that the exact quantum dynamics of a Brownian particle in the Caldeira-Leggett model can be mapped, at any temperature, onto a classical, non-Markovian stochastic process in phase space. Starting from a correlated thermal…
Brownian motion is a continuum scaling limit for a wide class of random processes, and there has been great success in developing a theory for its properties (such as distribution functions or regularity) and expanding the breadth of its…
Anomalous diffusion is frequently described by scaled Brownian motion (SBM), a Gaussian process with a power-law time dependent diffusion coefficient. Its mean squared displacement is $\langle x^2(t)\rangle\simeq\mathscr{K}(t)t$ with…
The heat equation, based on Fourier's law, is commonly used for description of heat conduction. However, Fourier's law is valid under the assumption of local thermodynamic equilibrium, which is violated in very small dimensions and short…
A particle that is immersed in a uniform temperature bath performs Brownian diffusion, as discussed by Einstein. But Sinai has realized that in a "random environment" the diffusion is suppressed. Follow-up works have pointed out that in the…
In this paper we study the nonequilibrium evolution of a quantum Brownian oscillator, modeling the internal degree of freedom of a harmonic atom or an Unruh-DeWitt detector, coupled to a nonequilibrium, nonstationary quantum field and…
We investigate a mean-field approach to a quantum brownian particle interacting with a quantum thermal bath at temperature $T$, and subjected to a non-linear potential. An exact, partially classical description of quantum brownian motion is…
We analyze and simulate a two dimensional Brownian multi-type particle system with death and branching (birth) depending on the position of particles of different types. The system is confined in the two dimensional box, whose boundaries…
The value of a continuous character evolving on a phylogenetic tree is commonly modelled as the location of a particle moving under one-dimensional Brownian motion with constant rate. The Brownian motion model is best suited to characters…
We study the pure and random-bond versions of the square lattice ferromagnetic Blume-Capel model, in both the first-order and second-order phase transition regimes of the pure model. Phase transition temperatures, thermal and magnetic…
We use the stochastic quantization method to construct a supersymmetric version of the quantum spherical model. This is based on the equivalence between the Brownian motion described by a Langevin equation and the supersymmetric quantum…
The Brownian web is a collection of one-dimensional coalescing Brownian motions starting from every point in space and time, while the Brownian net is an extension that also allows branching. We show here that the Brownian net is the…
The celebrated Sutherland-Einstein relation for systems at thermal equilibrium states that spread of trajectories of Brownian particles is an increasing function of temperature. Here, we scrutinize diffusion of underdamped Brownian motion…
When a physical system evolves in a thermal bath at a constant temperature, it arrives eventually to an equilibrium state whose properties are independent of the kinetic parameters and of the precise evolution scenario. This is generically…
Starting from the Caldeira-Leggett (CL) model, we derive the equation describing the Quantum Brownian motion, which has been originally proposed by Dekker purely from phenomenological basis containing extra anomalous diffusion terms.…
Motivated by the existence of remarkably ordered cluster arrays of bacteria colonies growing in Petri dishes and related problems, we study the spontaneous emergence of clustering and patterns in a simple nonequilibrium system: the…