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We discuss a family of time-inhomogeneous two-dimensional diffusions, defined over a finite time interval $[0,T]$, having transition density functions that are expressible in terms of the integral kernels for negative exponentials of the…

Probability · Mathematics 2023-07-04 Jeremy Clark , Barkat Mian

We show that solutions of free stochastic differential equations with regular drifts and diffusion coefficients, when considered backwards in time, still satisfy free SDEs for an explicit free Brownian motion and drift. We also study the…

Probability · Mathematics 2014-02-20 Yoann Dabrowski

We investigate DNA breathing dynamics by suggesting and examining several different Brownian functionals associated with bubble lifetime and reactivity. Bubble dynamics is described as an overdamped random walk in the number of broken base…

Soft Condensed Matter · Physics 2013-12-04 Malay Bandyopadhyay , Shamik Gupta , Dvira Segal

It has recently been reported that bacteria, such as E.coli and P. putida, perform distinct modes of motion when placed in porous media as compared to dilute regions or free space. This has led us to suggest an efficient strategy for active…

Soft Condensed Matter · Physics 2022-04-12 Ehsan Irani , Zahra Mokhtari , Annette Zippelius

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 analyse mobile-immobile transport of particles that switch between the mobile and immobile phases with finite rates. Despite this seemingly simple assumption of Poissonian switching we unveil a rich transport dynamics including…

Statistical Mechanics · Physics 2022-03-28 T. Doerries , A. V. Chechkin , R. Metzler

We study the long time behavior of a Brownian particle moving in an anomalously diffusing field, the evolution of which depends on the particle position. We prove that the process describing the asymptotic behaviour of the Brownian particle…

Mathematical Physics · Physics 2011-05-06 Michela Ottobre

We study far from equilibrium transport of a periodically driven inertial Brownian particle moving in a periodic potential. As detected recently for a SQUID ratchet dynamics (Spiechowicz J. & Luczka J. Phys. Rev. E 91, 062104 (2015)), the…

Statistical Mechanics · Physics 2016-12-07 Jakub Spiechowicz , Peter Hänggi , Jerzy Łuczka

We study systems of interacting Brownian particles in one dimension constructed as the diffusion scaling limits of Fisher's vicious walk models. We define two types of nonintersecting Brownian motions, in which we impose no condition (resp.…

Statistical Mechanics · Physics 2007-05-23 M. Katori , H. Tanemura

We study the 2D motion of colloidal dimers by single-particle tracking and compare the experimental observations obtained by bright-field microscopy to theoretical predictions for anisotropic diffusion. The comparison is based on the…

Individual movements of a rod-like self-propelled particle on a flat substrate are quantified. Biological systems that fit into this description may be the Gram-negative delta-proteobacterium Myxococcus xanthus, Gram-negative bacterium…

Biological Physics · Physics 2012-05-03 Gulmammad Mammadov

We investigate a two-dimensional system of active Brownian dumbbells using molecular dynamics simulations. In this model, each dumbbell is driven by an active force oriented perpendicular to the axis connecting its two constituent beads. We…

In vivo measurements of the passive movements of biomolecules or vesicles in cells consistently report ''anomalous diffusion'', where mean-squared displacements scale as a power law of time with exponent $\alpha< 1$ (subdiffusion). While…

Quantitative Methods · Quantitative Biology 2014-01-27 Hugues Berry , Hugues Chaté

We investigate Brownian motion with diffusivity alternately fluctuating between fast and slow states. We assume that sojourn-time distributions of these two states are given by exponential or power-law distributions. We develop a theory of…

Statistical Mechanics · Physics 2019-07-17 Tomoshige Miyaguchi , Takashi Uneyama , Takuma Akimoto

Consider a chaotic dynamical system generating Brownian motion-like diffusion. Consider a second, non-chaotic system in which all particles localize. Let a particle experience a random combination of both systems by sampling between them in…

Chaotic Dynamics · Physics 2019-05-01 Y. Sato , R. Klages

In a previous paper, we established strong existence and uniqueness for a reflected diffusion $(X,S)$ with values in $\bar D\times \mathbbm{R}^p$, solving the following pair of stochastic differential equations: $$ dX_t = \sigma(X_t)dB_t +…

Probability · Mathematics 2013-04-24 Mauricio Duarte E

The diffusion properties of self-propelled particles which move at constant speed and, in addition, reverse their direction of motion repeatedly are investigated. The internal dynamics of particles triggering these reversal processes is…

Biological Physics · Physics 2016-05-30 Robert Großmann , Fernando Peruani , Markus Bär

The probability distribution of the maximum $M_t$ of a single resetting Brownian motion (RBM) of duration $t$ and resetting rate $r$, properly centred and scaled, is known to converge to the standard Gumbel distribution of the classical…

Statistical Mechanics · Physics 2026-01-19 Alexander K. Hartmann , Satya N. Majumdar , Gregory Schehr

The transport of interacting Brownian particles in a periodic asymmetric (ratchet) substrate is studied numerically. In a zero-temperature regime, the system behaves as a reversible step motor, undergoing multiple sign reversals of the…

Statistical Mechanics · Physics 2008-12-31 Rogério M. da Silva , Clécio C. de Souza Silva , Sérgio Coutinho

We survey recent results of normal and anomalous diffusion of two types of random motions with long memory in ${\Bbb R}^d$ or ${\Bbb Z}^d$. The first class consists of random walks on ${\Bbb Z}^d$ in divergence-free random drift field,…

Probability · Mathematics 2019-01-01 Bálint Tóth
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