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In this paper, we investigate the optimal control problem for systems driven by mixed fractional Brownian motion (including a fractional Brownian motion with Hurst parameter $H>1/2$ and the standard Brownian motion). By using Malliavin…

Optimization and Control · Mathematics 2024-12-25 Yuhang Li , Yuecai Han

In systems possessing a spatial or dynamical symmetry breaking thermal Brownian motion combined with unbiased, non-equilibrium noise gives rise to a channelling of chance that can be used to exercise control over systems at the micro- and…

Statistical Mechanics · Physics 2009-11-10 P. Hänggi , F. Marchesoni , F. Nori

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…

Soft Condensed Matter · Physics 2025-03-07 Robin A. Kopp , Sabine H. L. Klapp

We study impact of inertia on directed transport of a Brownian particle under non-equilibrium conditions: the particle moves in a one-dimensional periodic and symmetric potential, is driven by both an unbiased time-periodic force and a…

Statistical Mechanics · Physics 2021-03-25 Aleksandra Słapik , Jerzy Łuczka , Jakub Spiechowicz

We review recent work on feedback control of one-dimensional colloidal systems, both with instantaneous feedback and with time delay. The feedback schemes are based on measurement of the average particle position, a natural control target…

Soft Condensed Matter · Physics 2015-12-14 R. Gernert , S. A. M. Loos , K. Lichtner , S. H. L. Klapp

Thermodynamics of nanoscale devices is an active area of research. Despite their noisy surround- ing they often produce mechanical work (e.g. micro-heat engines) or display rectified Brownian motion (e.g. molecular motors). This invokes the…

Statistical Mechanics · Physics 2016-09-14 Arnab Saha , Rahul Marathe , A. M. Jayannavar

Brownian particles placed sequentially in contact with distinct thermal reservoirs and subjected to external driving forces are promising candidates for the construction of reliable thermal engines. In this contribution, we address the role…

Statistical Mechanics · Physics 2022-06-14 Fernando S. Filho , Bruno A. N. Akasaki , Carlos E. Fernadéz Noa , Bart Cleuren , Carlos E. Fiore

The transport of interacting Brownian particles in a periodic asymmetric (ratchet) substrate is studied numerically. In a zero-temperature regime, the system behaves as a reversible step motor, undergoing multiple sign reversals of the…

Statistical Mechanics · Physics 2008-12-31 Rogério M. da Silva , Clécio C. de Souza Silva , Sérgio Coutinho

We consider the motion of an underdamped Brownian particle in a tilted periodic potential in a wide temperature range. Based on the previous data [1] and the new simulation results we show that the underdamped motion of particles in…

Statistical Mechanics · Physics 2013-07-17 I. G. Marchenko , I. I. Marchenko , A. V. Zhiglo

For a Brownian system the evolution of thermodynamic quantities is a stochastic process. In particular, the work performed on a driven colloidal particle held in an optical trap changes for each realization of the experimental manipulation,…

Statistical Mechanics · Physics 2015-05-19 Giuseppe Pesce , Giovanni Volpe , Alberto Imparato , Giulia Rusciano , Antonio Sasso

We demonstrate a Brownian motor, based on cold atoms in optical lattices, where isotropic random fluctuations are rectified in order to induce controlled atomic motion in arbitrary directions. In contrast to earlier demonstrations of…

We investigate the stochastic motion of a Brownian particle in the harmonic potential with a time-dependent force constant. It may describe the motion of a colloidal particle in an optical trap where the potential well is formed by a…

Statistical Mechanics · Physics 2014-04-11 Chulan Kwon , Jae Dong Noh , Hyunggyu Park

Control of stochastic systems is a challenging open problem in statistical physics, with potential applications in a wealth of systems from biology to granulates. Unlike most cases investigated so far, we aim here at controlling a genuinely…

Statistical Mechanics · Physics 2024-01-09 Marco Baldovin , David Guéry-Odelin , Emmanuel Trizac

We discuss the dynamics of a Brownian particle under the influence of a spatially periodic noise strength in one dimension using analytical theory and computer simulations. In the absence of a deterministic force, the Langevin equation can…

Statistical Mechanics · Physics 2022-01-28 Davide Breoni , Ralf Blossey , Hartmut Löwen

Feedback traps are tools for trapping and manipulating single charged objects, such as molecules in solution. An alternative to optical tweezers and other single-molecule techniques, they use feedback to counteract the Brownian motion of a…

Statistical Mechanics · Physics 2017-01-24 Momčilo Gavrilov , John Bechhoefer

We consider motion of an overdamped Brownian particle in a washboard potential exerted to a static tilting force. The bias yields directed net particle motion, i.e. a current. It is demonstrated that with an additional time-delayed feedback…

Statistical Mechanics · Physics 2011-02-07 Dirk Hennig

Circular Dyson Brownian motion describes the Brownian dynamics of particles on a circle (periodic boundary conditions), interacting through a logarithmic, long-range two-body potential. Within the log-gas picture of random matrix theory, it…

Statistical Mechanics · Physics 2024-06-11 Wouter Buijsman

We study the transport properties for a walker on a ratchet potential. The walker consists of two particles coupled by a bistable potential that allow the interchange of the order of the particles while moving through a one-dimensional…

Adaptation and Self-Organizing Systems · Physics 2012-01-24 José L. Mateos , Fernando R. Alatriste

We study the dynamics of an active Brownian particle with a nonlinear friction function located in a spatial cubic potential. For strong but finite damping, the escape rate of the particle over the spatial potential barrier shows a…

Statistical Mechanics · Physics 2012-04-02 P. S. Burada , B. Lindner

In this paper we study the stochastic control problem of partially observed (multi-dimensional) stochastic system driven by both Brownian motions and fractional Brownian motions. In the absence of the powerful tool of Girsanov…

Optimization and Control · Mathematics 2023-08-22 Yueyang Zheng , Yaozhong Hu