Related papers: Dichotomous acceleration process in one dimension:…
We study extreme-value statistics of Brownian trajectories in one dimension. We define the maximum as the largest position to date and compare maxima of two particles undergoing independent Brownian motion. We focus on the probability P(t)…
We show that the general two-variable Langevin equations with inhomogeneous noise and friction can generate many different forms of power-law distributions. By solving the corresponding stationary Fokker-Planck equation, we can obtain a…
We study analytically the correlations between the positions of tagged particles in the random average process, an interacting particle system in one dimension. We show that in the steady state the mean squared auto-fluctuation of a tracer…
We consider two sequential models of deposition and aggregation for particles. The first model (No Diffusion) simulates surface diffusion through a deterministic capture area, while the second (Sequential Diffusion) allows the atoms to…
We study the motion of an elastic object driven in a disordered environment in presence of both dissipation and inertia. We consider random forces with the statistics of random walks and reduce the problem to a single degree of freedom. It…
Prolongating our previous paper on the Einstein relation, we study the motion of a particle diffusing in a random reversible environment when subject to a small external forcing. In order to describe the long time behavior of the particle,…
Fluctuation properties of the Langevin equation including a multiplicative, power-law noise and a quadratic potential are discussed. The noise has the Levy stable distribution. If this distribution is truncated, the covariance can be…
We discuss a reaction-diffusion model in one dimension subjected to an external driving force. Each lattice site may be occupied by at most one particle. The particles hop with asymmetric rates (the sum of which is one) to the right or left…
The empirical speed of travelling reaction-diffusion fronts fluctuates due to the intrinsic shot noise of the reactions and diffusion. Here we study the long-time front speed fluctuations of a stochastic Huxley-Zel'dovich front. It involves…
In relativistic dynamics, force and acceleration are no longer parallel. In this article, we revisit the relativistic motion of a particle under the action of a constant force, $\boldsymbol{f}$. \ For a two-dimensional motion, the final…
Using direct numerical simulations, we study the statistical properties of reversals in two-dimensional Rayleigh-B\'enard convection for infinite Prandtl number. We find that the large-scale circulation reverses irregularly, with the…
Single-point measurements of fluctuations in the scrape-off layer of magnetized plasmas are generally found to be dominated by large-amplitude bursts which are associated with radial motion of blob-like structures. A stochastic model for…
We analyze a system of stochastic differential equations describing the joint motion of a massive (inert) particle in a viscous fluid in the presence of a gravitational field and a Brownian particle impinging on it from below, which…
We study experimentally the particle velocity fluctuations in an electrostatically driven dilute granular gas. The experimentally obtained velocity distribution functions have strong deviations from Maxwellian form in a wide range of…
We perform a time-dependent study of the driven dynamics of overdamped particles which are placed in a one-dimensional, piecewise linear random potential. This set-up of spatially quenched disorder then exerts a dichotomous varying random…
In this paper, we study the basic problem of a charged particle in a stochastic magnetic field. We consider dichotomous fluctuations of the magnetic field {where the sojourn time in one of the two states are distributed according to a given…
In turbulent magnetized plasmas, charged particles can be accelerated to high energies through their interactions with the turbulent motions. As they do so, they draw energy from the turbulence, possibly up to the point where they start…
We study the limit fluctuations of the rescaled occupation time process of a branching particle system in $\mathbb{R}^d$, where the particles are subject to symmetric $\alpha$-stable migration ($0<\alpha\leq2$), critical binary branching,…
The problem of anomalous diffusion in momentum (velocity) space is considered based on the master equation and the appropriate probability transition function (PTF). The approach recently developed by the author for coordinate space, is…
We consider a particle which moves on the x axis and is subject to a constant force, such as gravity, plus a random force in the form of Gaussian white noise. We analyze the statistics of first arrival at point $x_1$ of a particle which…