Related papers: A note on an absorption problem for a Brownian par…
We give an exact solution to the generalized Langevin equation of motion of a charged Brownian particle in a uniform magnetic field that is driven internally by an exponentially-correlated stochastic force. A strong dissipation regime is…
We study an inertial Brownian particle moving in a symmetric periodic substrate, driven by a zero-mean biharmonic force and correlated thermal noise. The Brownian motion is described in terms of a Generalized Langevin Equation with an…
We study the first-passage-time (FPT) properties of an active Brownian particle under stochastic resetting to its initial configuration, comprising its position and orientation, to reach an absorbing wall in two dimensions. Coupling a…
We investigate the motion of an inert (massive) particle being impinged from below by a particle performing (reflected) Brownian motion. The velocity of the inert particle increases in proportion to the local time of collisions and…
Particle oscillations in absorbing matter are considered. The approach based on the optical potential is shown to be inapplicable in the strong absorption region. Models with Hermitian Hamiltonian are analyzed. They give an increase of the…
In this thesis, branching Brownian motion (BBM) is a random particle system where the particles diffuse on the real line according to Brownian motions and branch at constant rate into a random number of particles with expectation greater…
The fluctuation-dissipation theorem is a central theorem in nonequilibrium statistical mechanics by which the evolution of velocity fluctuations of the Brownian particle under a fluctuating environment is intimately related to its…
We consider the motion of a particle governed by a weakly random Hamiltonian flow. We identify temporal and spatial scales on which the particle trajectory converges to a spatial Brownian motion. The main technical issue in the proof is to…
We study the effects of an intermittent harmonic potential of strength $\mu = \mu_0 \nu$ -- that switches on and off stochastically at a constant rate $\gamma$, on an overdamped Brownian particle with damping coefficient $\nu$. This can be…
We consider a single Brownian particle in a spatially symmetric, periodic system far from thermal equilibrium. This setup can be readily realized experimentally. Upon application of an external static force F, the average particle velocity…
In this Letter, we clarify the physical origin of effective transport in periodic and tilted periodic systems. When Brownian dynamics is examined on the scale of a single period, the particle displacement admits a natural separation into a…
Stochastic motion of particles in a highly unstable potential generates a number of diverging trajectories leading to undefined statistical moments of the particle position. This makes experiments challenging and breaks down a standard…
We consider Brownian particles immersed in the fluid which flow is turbulent. We study the limit where the particles' inertia is weak and their velocity relaxes fast to the velocity of the flow. The trajectories of the particles in this…
We study transport properties of an inertial Brownian particle moving in viscous symmetric periodic structures and driven by an oscillating signal of two harmonic components. We analyze the influence of symmetric, antisymmetric and…
We consider a generic system operating under non-equilibrium conditions. Explicitly, we consider an inertial classical Brownian particle dwelling a periodic structure with a spatially broken reflection symmetry. The particle is coupled to a…
The Brownian motion of microscopic particles is driven by the collisions with the molecules of the surrounding fluid. The noise associated with these collisions is not white, but coloured due, e.g., to the presence of hydrodynamic memory.…
A system reservoir model, where the associated reservoir is modulated by an external colored random force, is proposed to study the transport of an overdamped Brownian particle in a periodic potential. We then derive the analytical…
We consider, through PDE methods, branching Brownian motion with drift and absorption. It is well know that there exists a critical drift which separates those processes which die out almost surely and those which survive with positive…
Consider branching Brownian motion in which we begin with one particle at the origin, particles independently move according to Brownian motion, and particles split into two at rate one. It is well-known that the right-most particle at time…
We study the dynamics of an active Brownian particle with a nonlinear friction function located in a spatial cubic potential. For strong but finite damping, the escape rate of the particle over the spatial potential barrier shows a…