Related papers: Fractional Brownian Gyrator
We show that in driven systems the Gaussian nature of the fluctuating force and time-reversibility are equivalent properties. This result together with the potential condition of the external force drastically restricts the form of the…
We study the dynamics of a Brownian particle in Morse potential under thermal fluctuations, modeled by Gaussian white noise whose amplitude depends on absolute temperature. Dynamics of such a particle is investigated by numerically…
Stochastic processes driven by stationary fractional Gaussian noise, that is, fractional Brownian motion and fractional Langevin equation motion, are usually considered to be ergodic in the sense that, after an algebraic relaxation, time…
We consider a system of independent point-like particles performing a Brownian motion while interacting with a Gaussian fluctuating background. These particles are in addition endowed with a discrete two-state internal degree of freedom…
We derive the distribution of particle currents for a system of interacting active Brownian particles in the long time limit using large deviation theory and a weighted many body expansion. We find the distribution is non-Gaussian, except…
The generalized fractional Brownian motion is a Gaussian self-similar process whose increments are not necessarily stationary. It appears in applications as the scaling limit of a shot noise process with a power law shape function and…
The emerging diffusive dynamics in many complex systems shows a characteristic crossover behaviour from anomalous to normal diffusion which is otherwise fitted by two independent power-laws. A prominent example for a subdiffusive-diffusive…
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…
This article is devoted to study stochastic lattice dynamical systems driven by a fractional Brownian motion with Hurst parameter $H\in(1/2,1)$. First of all, we investigate the existence and uniqueness of pathwise mild solutions to such…
We reveal the mechanism of subdiffusion which emerges in a straightforward, one dimensional classical nonequilibrium dynamics of a Brownian ratchet driven by both a time-periodic force and Gaussian white noise. In a tailored parameter set…
In this paper, we prove a mimicking theorem for stochastic processes with an additive Gaussian noise along with some entropy and transport type estimates. As an application of these results, we prove sharp quantitative propagation of chaos…
Based on the Heisenberg-picture analog of the master equation, we develop a method for computing the exact time dependence of noise-averaged observables for general noninteracting fermionic systems with noisy fluctuations. Upon noise…
The transport phenomenon (movement and diffusion) of inertia Brownian particles in a periodic potential with non-Gaussian noise is investigated. It is found that proper noise intensity Q will promote particles directional movement(or…
The Fluctuation Relation for a stationary state, kept at constant energy by a deterministic thermostat - the Gallavotti-Cohen Theorem -- relies on the ergodic properties of the system considered. We show that when perturbed by an…
With this work we investigate an often neglected aspect of Brownian motor transport: The r\^{o}le of fluctuations of the noise-induced current and its consequences for the efficiency of rectifying noise. In doing so, we consider a Brownian…
We prove existence and uniqueness of the solution of a stochastic shell--model. The equation is driven by an infinite dimensional fractional Brownian--motion with Hurst--parameter $H\in (1/2,1)$, and contains a non--trivial coefficient in…
A paradigm for isothermal, mechanical rectification of stochastic fluctuations is introduced in this paper. The central idea is to transform energy injected by random perturbations into rigid-body rotational kinetic energy. The prototype…
A self-propelled artificial microswimmer is often modeled as a ballistic Brownian particle moving with constant speed aligned along one of its axis, but changing direction due to random collisions with the environment. Similarly to thermal…
It is shown that in systems with time-dependent and/or spatially nonuniform temperature $T(t,x)$, (i) most of the transport processes is weakly non-ergodic, and (ii) the diffusion (Brownian motion, BM) is anomalous. A few examples of simple…
Brownian motion in a granular gas in a homogeneous cooling state is studied theoretically and by means of molecular dynamics. We use the simplest first-principle model for the impact-velocity dependent restitution coefficient, as it follows…