Related papers: Fractional Brownian Gyrator
The classical theory of Brownian dynamics follows from coarse-graining the underlying linearized fluctuating hydrodynamics of the solvent. We extend this procedure to globally non-isothermal conditions, requiring only a local thermal…
In this thesis, we develop analytical methods to study out-of-equilibrium stochastic processes driven by colored noise, i.e., noise with temporal correlations. These non-Markovian processes pose significant analytical challenges compared to…
We consider a system of multiscale stochastic differential equations whose slow component is drivenby a fractional Brownian motion with Hurst parameter H greater than 1/2. Under ergodic assumptions ensuring the applicability of the…
In this work, we study a system of passive Brownian (non-self-propelled) particles in two dimensions, interacting only through a social-like force (velocity alignment in this case) that resembles Kuramoto's coupling among phase oscillators.…
In striking contrast to equilibrium systems, inertia can profoundly alter the structure of active systems. Here, we demonstrate that driven systems can exhibit effective equilibrium-like states with increasing particle inertia, despite…
Brownian vortexes are stochastic machines that use static non-conservative force fields to bias random thermal fluctuations into steadily circulating currents. The archetype for this class of systems is a colloidal sphere in an optical…
The dynamics of a linear system embedded in a heat bath environment and subject to non- Gaussian noise is studied. Higher order cumulants in coordinate space are derived and their impact on the dynamics and on asymptotic steady state…
We analyze quantal Brownian motion in $d$ dimensions using the unified model for diffusion localization and dissipation, and Feynman-Vernon formalism. At high temperatures the propagator possess a Markovian property and we can write down an…
We study the stochastic motion of an intruder in a dilute driven granular gas. All particles are coupled to a thermostat, representing the external energy source, which is the sum of random forces and a viscous drag. The dynamics of the…
Many real-world systems are well-modeled by Brownian particles subject to gradient dynamics plus noise arising, e.g., from the thermal fluctuations of a heat bath. Of central importance to many applications in physics and biology (e.g.,…
We present a quantum open-system approach to analyze the nonunitary dynamics of a superconducting qubit when it evolves under the influence of external noise. We consider the presence of longitudinal and transverse environmental…
Based on analytical and numerical calculations we study the dynamics of an overdamped colloidal particle moving in two dimensions under time-delayed, non-linear feedback control. Specifically, the particle is subject to a force derived from…
We study the two-dimensional overdamped motion of an active particle whose orientational dynamics is subject to fractional Brownian noise, whereas its position is affected by self-propulsion and Brownian fluctuations. From a Langevin-like…
Let an infinite, homogeneous, many-body quantum system be unitarily evolved for a long time from a state where two halves are independently thermalized. One says that a non-equilibrium steady state emerges if there are nonzero steady…
We present a detailed study of a Brownian particle driven by Carnot-type refrigerating protocol operating between two thermal baths. Both the underdamped as well as the overdamped limits are investigated. The particle is in a harmonic…
Fractional Brownian motion is a Gaussian process x(t) with zero mean and two-time correlations <x(t)x(s)> ~ t^{2H} + s^{2H} - |t-s|^{2H}, where H, with 0<H<1 is called the Hurst exponent. For H = 1/2, x(t) is a Brownian motion, while for H…
Diffusive transport in many complex systems features a crossover between anomalous diffusion at short times and normal diffusion at long times. This behavior can be mathematically modeled by cutting off (tempering) beyond a mesoscopic…
Fractional Brownian motion (FBM), a non-Markovian self-similar Gaussian stochastic process with long-ranged correlations, represents a widely applied, paradigmatic mathematical model of anomalous diffusion. We report the results of…
When two resonantly interacting modes are in contact with a thermostat, their statistics is exactly Gaussian and the modes are statistically independent despite strong interaction. Considering noise-driven system, we show that when one mode…
We investigate the dynamics of single microparticles immersed in water that are driven out of equilibrium in the presence of an additional external colored noise. As a case study, we trap a single polystyrene particle in water with optical…