Related papers: Brownian particles driven by spatially periodic no…
The motion of a quantum particle hopping on a simple cubic lattice under the influence of thermal noise and of a static random potential is expected to be diffusive, i.e., the particle is expected to exhibit `quantum Brownian motion', no…
Brownian oscillator, i.e. a micron-sized or smaller particle trapped in a thermally fluctuating environment is studied. The confining harmonic potential can move with a constant velocity. As distinct from the standard Langevin theory, the…
The dynamics of Brownian motion has widespread applications extending from transport in designed micro-channels up to its prominent role for inducing transport in molecular motors and Brownian motors. Here, Brownian transport is studied in…
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…
The state-dependent diffusion, which concerns the Brownian motion of a particle in inhomogeneous media has been described phenomenologically in a number of ways. Based on a system-reservoir nonlinear coupling model we present a microscopic…
We study the isothermal Brownian dynamics of a particle in a system with spatially varying diffusivity. Due to the heterogeneity of the system, the particle's mean displacement does not vanish even if it does not experience any physical…
The dynamics of a Brownian particle in a constant magnetic field and time-dependent electric field is studied in the limit of white noise, using a Langevin approach for the classical problem and the path-integral Feynman-Vernon and…
This paper further discusses the tempered fractional Brownian motion, its ergodicity, and the derivation of the corresponding Fokker-Planck equation. Then we introduce the generalized Langevin equation with the tempered fractional Gaussian…
Many active particles are embedded in environments that exhibit viscoelastic properties. An important class of such media lacks a single characteristic relaxation timescale when subjected to a time-dependent stress. Rather, the stress…
A study of the non-dissipative Brownian motion in vacuum is presented. The noise source associated to the stochastic process assumed in this work is vacuum fluctuations of some quantum field capable of interact with a massive particle. For…
Anomalous diffusion is an established phenomenon but still a theoretical challenge in non-equilibrium statistical mechanics. Physical models are built incrementally, and the most recent and most general family is based on the fractional…
We analyze the effects of spatiotemporal noise on stationary pulse solutions (bumps) in neural field equations on planar domains. Neural fields are integrodifferential equations whose integral kernel describes the strength and polarity of…
We investigate piecewise-linear stochastic models as with regards to the probability distribution of functionals of the stochastic processes, a question which occurs frequently in large deviation theory. The functionals that we are looking…
The Brownian motion of a particle in a one-dimensional periodic potential subjected to a uniform external force F is studied. Using the formula for the diffusion coefficient D obtained by other authors and an alternative one derived from…
We consider the influence of active speed fluctuations on the dynamics of a $d$-dimensional active Brownian particle performing a persistent stochastic motion. We use the Laplace transform of the Fokker-Planck equation to obtain exact…
The short-time motion of Brownian particles in an incompressible Newtonian fluid under shear, in which the fluid inertia becomes important, was investigated by direct numerical simulation of particulate flows. Three-dimensional simulations…
In this paper we revisit the Brownian motion on the basis of {the fractional Langevin equation which turns out to be a particular case of the generalized Langevin equation introduced by Kubo in 1966. The importance of our approach is to…
Fractional Brownian motion is a Gaussian stochastic process with long-range correlations in time; it has been shown to be a useful model of anomalous diffusion. Here, we investigate the effects of mutual interactions in an ensemble of…
We study a particular generalisation of the classical Kramers model describing Brownian particles in the external potential. The generalised model includes the stochastic force which is modelled as an additive random noise that depends upon…
Last year in [Phys. Rev. E 102, 042121 (2020)] the authors studied an overdamped dynamics of nonequilibrium noise driven Brownian particle dwelling in a spatially periodic potential and discovered a novel class of Brownian, yet non-Gaussian…