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We consider the overdamped motion of Brownian particles, interacting via particle exclusion, in an external potential that varies with time and space. We show that periodic potentials that maintain specific position-dependent phase…

Statistical Mechanics · Physics 2011-05-09 Debasish Chaudhuri , Abhishek Dhar

Brownian computers utilize thermal fluctuations as a resource for computation and hold promise for achieving ultra-low-energy computations. However, the lack of a statistical direction in Brownian motion necessitates the incorporation of…

Statistical Mechanics · Physics 2025-12-23 Sho Nakade , Ferdinand Peper , Kazuki Kanki , Tomio Petrosky

We study the dynamics of a trapped, charged Brownian particle in presence of a time dependent magnetic field. We calculate work distributions for different time dependent protocols. In our problem thermodynamic work is related to variation…

Statistical Mechanics · Physics 2009-11-13 Arnab Saha , A. M. Jayannavar

We investigate the persistence probability of a Brownian particle in a harmonic potential, which decays to zero at long times -- leading to an unbounded motion of the Brownian particle. We consider two functional forms for the decay of the…

Statistical Mechanics · Physics 2012-07-26 D. Chakraborty

We study a model of Brownian particles which are pumped with energy by means of a non-linear friction function, for which different types are discussed. A suitable expression for a non-linear, velocity-dependent friction function is derived…

Statistical Mechanics · Physics 2016-08-31 Udo Erdmann , Werner Ebeling , Lutz Schimansky-Geier , Frank Schweitzer

Brownian motion in one or more dimensions is extensively used as a stochastic process to model natural and engineering signals, as well as financial data. Most works dealing with multidimensional Brownian motion consider the different…

Statistical Mechanics · Physics 2025-03-10 Michał Balcerek , Adrian Pacheco-Pozo , Agnieszka Wyłomanska , Krzysztof Burnecki , Diego Krapf

We derive the distribution function of work performed by a harmonic force acting on a uniformly dragged Brownian particle subjected to a rotational torque. Following the Onsager and Machlup's functional integral approach, we obtain the…

Statistical Mechanics · Physics 2016-01-29 Bappa Saha , Sutapa Mukherji

Brownian oscillator, i.e. a micron-sized or smaller particle trapped in a thermally fluctuating environment is studied. The confining harmonic potential can move with a constant velocity. As distinct from the standard Langevin theory, the…

Statistical Mechanics · Physics 2012-02-21 Lukas Glod , Gabriela Vasziova , Jana Tothova , Vladimir Lisy

The gedanken experiment of Maxwell's demon has led to the studies concerning the foundations of thermodynamics and statistical mechanics. The demon measures fluctuations of a system's observable and converts the information gain into work…

Quantum Physics · Physics 2018-05-09 Y. Masuyama , K. Funo , Y. Murashita , A. Noguchi , S. Kono , Y. Tabuchi , R. Yamazaki , M. Ueda , Y. Nakamura

The one-dimensional overdamped Brownian motion in a symmetric periodic potential modulated by external time-reversible noise is analyzed. The calculation of the effective diffusion coefficient is reduced to the mean first passage time…

Statistical Mechanics · Physics 2009-11-11 Bernardo Spagnolo , Alexander Dubkov

The movement of a Brownian particle in a fluctuating two-state periodic potential is investigated. At high transition rate, we use a perturbation method to obtain the analytical solution of the model. It is found that the net current is a…

Biological Physics · Physics 2007-09-17 Bao-Quan Ai , Liqiu Wang , Liang-Gang Liu

Rectification of interacting Brownian particles is investigated in a two-dimensional asymmetric channel in the presence of an external periodic driving force. The periodic driving force can break the thermodynamic equilibrium and induces…

Soft Condensed Matter · Physics 2021-07-19 Narender Khatri , P. S. Burada

We numerically solve the underdamped Langevin equation to obtain the trajectories of a particle in a sinusoidal potential driven by a temporally sinusoidal force in a medium with coefficient of friction periodic in space as the potential…

Statistical Mechanics · Physics 2016-09-21 D. Kharkongor , W. L. Reenbohn , Mangal C. Mahato

If one wants to explore the properties of a dynamical system systematically one has to be able to track equilibria and periodic orbits regardless of their stability. If the dynamical system is a controllable experiment then one approach is…

Dynamical Systems · Mathematics 2009-03-19 Jan Sieber , Bernd Krauskopf

A system reservoir model, where the associated reservoir is modulated by an external colored random force, is proposed to study the transport of an overdamped Brownian particle in a periodic potential. We then derive the analytical…

Soft Condensed Matter · Physics 2009-01-01 Jyotipratim Ray Chaudhuri , Suman Kumar Banik , Sudip Chattopadhyay , Pinaki Chaudhury

Optimal control of levitated nanoparticles subjected to thermal fluctuations is a challenging problem, both theoretically and experimentally. In this Letter, we compute the time-dependent harmonic confining potential that steers, in a…

Brownian circuits perform computations using stochastic transitions driven by thermal fluctuations. While the energetic costs of such fluctuation-driven computation have been extensively studied within stochastic thermodynamics, much less…

Statistical Mechanics · Physics 2026-02-19 Kota Okajima , Koji Hukushima

Stochastic motion of particles in a highly unstable potential generates a number of diverging trajectories leading to undefined statistical moments of the particle position. This makes experiments challenging and breaks down a standard…

An innovative extension of Geometric Brownian Motion model is developed by incorporating a weighting factor and a stochastic function modelled as a mixture of power and trigonometric functions. Simulations based on this Modified Brownian…

Pricing of Securities · Quantitative Finance 2015-07-09 Gurjeet Dhesi , Muhammad Bilal Shakeel , Ling Xiao

We consider the thermally activated escape of an overdamped Brownian particle over a potential barrier in the presence of periodic driving. A time-dependent path-integral formalism is developed which allows us to derive asymptotically exact…

Statistical Mechanics · Physics 2009-10-31 Jörg Lehmann , Peter Reimann , Peter Hänggi
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