Related papers: A reduction scheme for coupled Brownian harmonic o…
Many applications of contemporary science involve multiscale dynamics, which are typically characterized by the time and space scale separation of patterns of motion, with fewer slowly evolving variables and much larger set of faster…
This article introduces a novel construction of the two-dimensional fractional Brownian motion (2D fBm) with dependent components. Unlike similar models discussed in the literature, our approach uniquely accommodates the full range of model…
A fully quantum treatment of Einstein's Brownian motion is given, showing in particular the role played by the two original requirements of translational invariance and connection between dynamics of the Brownian particle and atomic nature…
We use a recently derived diagrammatic formulation of the dynamics of interacting Brownian particles [G. Szamel, J. Chem. Phys. 127, 084515 (2007)] to study a four-point dynamic density correlation function. We re-sum a class of diagrams…
We solve the model of N quantum Brownian oscillators linearly coupled to an environment of quantum oscillators at finite temperature, with no extra assumptions about the structure of the system-environment coupling. Using a compact…
The dynamics of the spin-boson Hamiltonian is considered in the stochastic approximation. The Hamiltonian describes a two-level system coupled to an environment and is widely used in physics, chemistry and the theory of quantum measurement.…
Following a recent work (briefly reviewed below) we consider temporal fluctuations in the reduced density matrix elements for a coupled system involving a pair of kicked rotors as also one made up of a pair of Harper Hamiltonians. These…
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 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…
Bayesian inference is applied to the level fluctuations of two coupled microwave billiards in order to extract the coupling strength. The coupled resonators provide a model of a chaotic quantum system containing two coupled symmetry classes…
In our previous publication [Kogan et al, Phys. Rev. {\bf 48}, 9404 (1993)] we considered the issue of statistics of radiation diffusively propagating in a disordered medium. The consideration was in the framework of diagrammatic techniques…
In order to optimize the directed motion of an inertial Brownian motor, we identify the operating conditions that both maximize the motor current and minimize its dispersion. Extensive numerical simulation of an inertial rocked ratchet…
The overdamped Brownian dynamics of a harmonic oscillator is a paradigmatic system in non-equilibrium statistical mechanics, which reliably models relevant stochastic systems such as colloidal particles submitted to optical confinement. In…
We consider a dynamical system subjected to weak but adiabatically slow fluctuations of external origin. Based on the ``adiabatic following'' approximation we carry out an expansion in \alpha/|\mu|, where \alpha is the strength of…
Quantum Brownian motion of a harmonic oscillator in the Markovian approximation is described by the respective Caldeira-Leggett master equation. This master equation can be brought into Lindblad form by adding a position diffusion term to…
Despite the success of fractional Brownian motion (fBm) in modeling systems that exhibit anomalous diffusion due to temporal correlations, recent experimental and theoretical studies highlight the necessity for a more comprehensive approach…
The continued-fraction method was developed systematically by Risken and co-workers to solve problems of arbitrary fluctuations in nonlinear systems. However, this efficient technique is limited to problems with a few variables, which in…
Herein we develop a dynamical foundation for fractional Brownian Motion. A clear relation is established between the asymptotic behaviour of the correlation function and diffusion in a dynamical system. Then, assuming that scaling is…
We consider the Bayesian approach to the linear Gaussian inference problem of inferring the initial condition of a linear dynamical system from noisy output measurements taken after the initial time. In practical applications, the large…
The system of nonlinear Langevin equations was obtained by using Hamiltonian's operator of two coupling quantum oscillators which are interacting with heat bath. By using the analytical solution of these equations, the analytical…