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We study the mobility of an overdamped particle in a periodic potential tilted by a constant force. The mobility exhibits a stochastic resonance in inhomogeneous systems with space dependent friction coefficient. The result indicates that…

Statistical Mechanics · Physics 2009-10-31 Debasis Dan , Mangal. C. Mahato , A. M. Jayannavar

Properties of systems driven by white non-Gaussian noises can be very different from these systems driven by the white Gaussian noise. We investigate stationary probability densities for systems driven by $\alpha$-stable L\'evy type noises,…

Statistical Mechanics · Physics 2009-11-13 B. Dybiec , E. Gudowska-Nowak , I. M. Sokolov

We theoretically investigate time-dependent resonant tunneling via two discrete states in an experimentally relevant setup. Our results show that the dc transport through the system can be controled by applying irradiation with a frequency…

Condensed Matter · Physics 2009-10-28 T. H. Stoof , Yu. V. Nazarov

We consider the collapse behavior of cavitation bubbles near walls under high ambient pressure conditions. Generic configurations with different stand-off distances are investigated by numerical simulation using a fully compressible…

Fluid Dynamics · Physics 2021-04-14 Theresa Trummler , Steffen J. Schmidt , Nikolaus A. Adams

Early warning indicators often suffer from the shortness and coarse-graining of real-world time series. Furthermore, the typically strong and correlated noise contributions in real applications are severe drawbacks for statistical measures.…

Data Analysis, Statistics and Probability · Physics 2026-03-03 Martin Heßler , Oliver Kamps

The state matrix $\rho$ for an open quantum system with Markovian evolution obeys a master equation. The master equation evolution can be unraveled into stochastic nonlinear trajectories for a pure state $P$, such that on average $P$…

Quantum Physics · Physics 2009-11-06 H. M. Wiseman , L. Diosi

In this study, we investigate the transition path of a free active Brownian particle (ABP) on a two-dimensional plane between two given states. The extremum conditions for the most probable path connecting the two states are derived using…

Statistical Mechanics · Physics 2024-05-20 Kento Yasuda , Kenta Ishimoto

Passive scalar dynamics in wall-bounded turbulence is studied via Direct Numerical Simulations of plane channel flow, for a friction Reynolds number $Re_* = 160$ and a Schmidt number $Sc=1$. Peculiar to the present research is that the…

Fluid Dynamics · Physics 2015-03-17 Luca Galantucci , Maurizio Quadrio

We simulate the dynamics of a single circle microswimmer exploring a disordered array of fixed obstacles. The interplay of two different types of randomness, quenched disorder and stochastic noise, is investigated to unravel their impact on…

Biological Physics · Physics 2020-07-17 Oleksandr Chepizhko , Thomas Franosch

We consider diffusion in arbitrary spatial dimension d with the addition of a resetting process wherein the diffusive particle stochastically resets to a fixed position at a constant rate $r$. We compute the non-equilibrium stationary state…

Statistical Mechanics · Physics 2015-06-19 Martin R. Evans , Satya N. Majumdar

Machine learning pipelines often rely on optimization procedures to make discrete decisions (e.g., sorting, picking closest neighbors, or shortest paths). Although these discrete decisions are easily computed, they break the…

Machine Learning · Computer Science 2020-06-11 Quentin Berthet , Mathieu Blondel , Olivier Teboul , Marco Cuturi , Jean-Philippe Vert , Francis Bach

We consider the rate-distortion function for lossy source compression, as well as the channel capacity for error correction, through the lens of distributional robustness. We assume that the distribution of the source or of the additive…

Information Theory · Computer Science 2024-05-14 Vikrant Malik , Taylan Kargin , Victoria Kostina , Babak Hassibi

The solutions of SDEs with multiplicative noise are not Markovian. On a coarse-grained time scale they still are, but only in the "anti-Ito" case. This allows a simple computation of the most likely path. Any density peak moves along such a…

General Physics · Physics 2021-09-27 Dietrich Ryter

We consider reaction-diffusion systems with multiplicative noise on a spatial domain of dimension two or higher. The noise process is white in time, coloured in space, and invariant under translations. In the deterministic setting,…

Analysis of PDEs · Mathematics 2024-06-07 Mark van den Bosch , Hermen Jan Hupkes

We study the motion of an active Brownian particle (ABP) using overdamped Langevin dynamics on a two-dimensional substrate with periodic array of obstacles and in a quasi-one-dimensional corrugated channel comprised of periodically arrayed…

Soft Condensed Matter · Physics 2019-05-28 Sudipta Pattanayak , Rakesh Das , Manoranjan Kumar , Shradha Mishra

We study lower and upper bounds for the probability that a diffusion process in $\mathbb{R}^n$ remains in a tube around a skeleton path up to a fixed time. We assume that the diffusion coefficients $\sigma_1,\ldots,\sigma_d$ may degenerate…

Probability · Mathematics 2016-07-19 Vlad Bally , Lucia Caramellino , Paolo Pigato

We study a model for microscopic segregation in a homogeneous system of particles moving on a one-dimensional lattice. Particles tend to separate from each other, and evolution ceases when at least one empty site is found between any two…

Adaptation and Self-Organizing Systems · Physics 2009-11-11 Santiago Gil , Damian H. Zanette

We address the problem of controlling a stochastic version of a Dubins vehicle such that the probability of satisfying a temporal logic specification over a set of properties at the regions in a partitioned environment is maximized. We…

Robotics · Computer Science 2012-07-06 Igor Cizelj , Calin Belta

The individual motion of a colloidal particle is described by an overdamped Langevin equation. When rotational degrees of freedom are relevant, these are described by a corresponding Langevin process. Our purpose is to show that the…

The time-dependent barrier passage of a particle driven by the structured noise is studied in the field of a metastable potential. Quantities such as the probability of passing over the saddle point and transmission coefficient of the…

Chemical Physics · Physics 2015-02-26 Chun-Yang Wang