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Related papers: Fractional Brownian Gyrator

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We experimentally study the fluctuations of the work done by an external Gaussian random force on two different stochastic systems coupled to a thermal bath: a colloidal particle in an optical trap and an atomic force microscopy cantilever.…

Statistical Mechanics · Physics 2010-04-20 Juan Ruben Gomez-Solano , Ludovic Bellon , Artyom Petrosyan , Sergio Ciliberto

The weak noise limit of dissipative dynamical systems is often the most fascinating one. In such a case fluctuations can interact with a rich complexity frequently hidden in deterministic systems to give rise of completely new phenomena…

Statistical Mechanics · Physics 2021-09-15 Jakub Spiechowicz , Jerzy Łuczka

Einstein realised that the fluctuations of a Brownian particle can be used to ascertain properties of its environment. A large number of experiments have since exploited the Brownian motion of colloidal particles for studies of dissipative…

Soft Condensed Matter · Physics 2014-08-05 J. Millen , T. Deesuwan , P. Barker , J. Anders

We consider a model of a two-dimensional molecular machine - called Brownian gyrator - that consists of two coordinates coupled to each other and to separate heat baths at temperatures respectively $T_x$ and $T_y$. We consider the limit in…

Statistical Mechanics · Physics 2020-11-09 Sara Cerasoli , Victor Dotsenko , Gleb Oshanin , Lamberto Rondoni

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…

Mathematical Physics · Physics 2017-09-22 Jürg Fröhlich , Jeffrey Schenker

A non-vanishing entropy production rate is one of the defining characteristics of any non-equilibrium system, and several techniques exist to determine this quantity directly from experimental data. The short-time inference scheme, derived…

Statistical Mechanics · Physics 2022-11-29 Biswajit Das , Sreekanth K Manikandan , Ayan Banerjee

Directed transport of overdamped Brownian particles driven by fractional Gaussian noises is investigated in asymmetrically periodic potentials. By using Langevin dynamics simulations, we find that rectified currents occur in the absence of…

Statistical Mechanics · Physics 2015-05-20 Bao-quan Ai , Ya-feng He , Wei-rong Zhong

Fractional Brownian motion (FBM) is the only Gaussian self-similar process with stationary increments. Its increment process, called fractional Gaussian noise, is ergodic and exhibits a property of power-like decaying autocorrelation…

Statistics Theory · Mathematics 2024-07-10 Michal Balcerek , Krzysztof Burnecki

The time evolution of quantum correlations of entangled two-mode continuous variable states is examined in single-reservoir as well as two-reservoir models, representing noisy correlated or uncorrelated non-Markovian quantum channels. For…

Quantum Physics · Physics 2009-11-13 C. Hoerhammer , H. Buettner

A Brownian Motor is a nanoscale or molecular device that combines the effects of thermal noise, spatial or temporal asymmetry, and directionless input energy to drive directed motion. Because of the input energy, Brownian motors function…

Statistical Mechanics · Physics 2009-11-13 R. Dean Astumian

We study the behavior of a tracer particle driven by a one-dimensional fluctuating potential, defined initially as a Brownian motion, and evolving in time according to the heat equation. We obtain two main results. First, in the short time…

Probability · Mathematics 2020-12-16 François Huveneers , François Simenhaus

We investigate the performance of a Brownian heat engine working in a heterogeneous thermal bath where the mobility fluctuates. Brownian particle is trapped by the time-dependent harmonic potential, by changing the stiffness coefficient and…

Statistical Mechanics · Physics 2024-05-20 I. Iyyappan , Jetin E. Thomas , Sibasish Ghosh

A diffusion process of a Brownian particle in a medium of temperature $T$ is re-considered. We assume that temperature of the medium fluctuates around its mean value. The velocity probability distribution is obtained. It is shown that the…

Statistical Mechanics · Physics 2007-05-23 J. Luczka , B. Zaborek

We study the motion of an inertial particle in a fractional Gaussian random field. The motion of the particle is described by Newton's second law, where the force is proportional to the difference between a background fluid velocity and the…

Dynamical Systems · Mathematics 2012-03-20 Georg Schöchtel

Observation of the Brownian motion of a small probe interacting with its environment is one of the main strategies to characterize soft matter. Essentially two counteracting forces govern the motion of the Brownian particle. First, the…

Soft Condensed Matter · Physics 2011-08-18 Thomas Franosch , Matthias Grimm , Maxim Belushkin , Flavio Mor , Giuseppe Foffi , László Forró , Sylvia Jeney

Fractional Brownian motion, a stochastic process with long-time correlations between its increments, is a prototypical model for anomalous diffusion. We analyze fractional Brownian motion in the presence of a reflecting wall by means of…

Statistical Mechanics · Physics 2018-02-21 Alexander H. O. Wada , Thomas Vojta

Does a closed quantum many-body system that is continually driven with a time-dependent Hamiltonian finally reach a steady state? This question has only recently been answered for driving protocols that are periodic in time, where the long…

Strongly Correlated Electrons · Physics 2017-08-24 Sourav Nandy , Arnab Sen , Diptiman Sen

We investigate the stabilization of unstable multidimensional partially observed single-sensor and multi-sensor linear systems driven by unbounded noise and controlled over discrete noiseless channels under fixed-rate information…

Optimization and Control · Mathematics 2012-09-21 Andrew P. Johnston , Serdar Yüksel

A dynamics between Newton and Langevin formalisms is elucidated within the framework of the generalized Langevin equation. For thermal noise yielding a vanishing zero-frequency friction the corresponding non-Markovian Brownian dynamics…

Statistical Mechanics · Physics 2007-07-23 Jing-Dong Bao , Yi-Zhong Zhuo , Fernando A. Oliveira , Peter Hanggi

Fractional Brownian motion (fBm) is an important scale-invariant Gaussian non-Markovian process with stationary increments, which serves as a prototypical example of a system with long-range temporal correlations and anomalous diffusion.…

Statistical Mechanics · Physics 2026-04-29 Baruch Meerson , Pavel V. Sasorov
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