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This paper is concerned with the stochastic thermodynamics of non-equilibrium Gaussian processes that can exhibit anomalous diffusion. In the systems considered, the noise correlation function is not necessarily related to friction. Thus,…

Statistical Mechanics · Physics 2022-12-20 S. Mohsen J. Khadem , Rainer Klages , Sabine H. L. Klapp

In this Letter, we clarify the physical origin of effective transport in periodic and tilted periodic systems. When Brownian dynamics is examined on the scale of a single period, the particle displacement admits a natural separation into a…

Statistical Mechanics · Physics 2026-01-27 Sang Yang , Zhixin Peng

Brownian motion in confinement and at interfaces is a canonical situation, encountered from fundamental biophysics to nanoscale engineering. Using the Lorenz-Mie framework, we optically record the thermally-induced tridimensional…

Soft Condensed Matter · Physics 2021-07-14 Maxime Lavaud , Thomas Salez , Yann Louyer , Yacine Amarouchene

We study the relaxation of a Brownian particle with long range memory under confinement in one dimension. The particle diffuses in an arbitrary confining potential and resets at random times to previously visited positions, chosen with a…

Statistical Mechanics · Physics 2025-07-15 Denis Boyer , Satya N. Majumdar

We study the first-passage-time (FPT) properties of active Brownian particles to reach an absorbing wall in two dimensions. Employing a perturbation approach we obtain exact analytical predictions for the survival and FPT distributions for…

Soft Condensed Matter · Physics 2025-03-10 Yanis Baouche , Magali Le Goff , Christina Kurzthaler , Thomas Franosch

Fractional Brownian motion, a stochastic process with long-time correlations between its increments, is a prototypical model for anomalous diffusion. We analyze fractional Brownian motion in the presence of a reflecting wall by means of…

Statistical Mechanics · Physics 2018-02-21 Alexander H. O. Wada , Thomas Vojta

Stochastic resetting has recently emerged as an efficient target-searching strategy in various physical and biological systems. The efficiency of this strategy depends on the type of environmental noise, whether it is thermal or telegraphic…

Statistical Mechanics · Physics 2024-07-08 Priyo Shankar Pal , Jong-Min Park , Arnab Pal , Hyunggyu Park , Jae Sung Lee

A model for anomalous transport of tracer particles diffusing in complex media in two dimensions is proposed. The model takes into account the characteristics of persistent motion that active bath transfer to the tracer, thus the model…

Statistical Mechanics · Physics 2025-07-24 Francisco J. Sevilla , Adriano Valdés-Gómez , Alexis Torres-Carbajal

In these lecture notes, we explore the mathematical preliminaries and foundational concepts that connect stochastic processes with partial differential equations. We begin by investigating Brownian motion, which serves as a model for random…

Probability · Mathematics 2025-09-15 Helder Rojas

We prove a central limit theorem for the momentum distribution of a particle undergoing an unbiased spatially periodic random forcing at exponentially distributed times without friction. The start is a linear Boltzmann equation for the…

Mathematical Physics · Physics 2015-05-14 Jeremy Clark , Christian Maes

We construct a planar diffusion process whose infinitesimal generator depends only on the order of the components of the process. Speaking informally and a bit imprecisely for the moment, imagine you run two Brownian-like particles on the…

Probability · Mathematics 2012-06-19 E. Robert Fernholz , Tomoyuki Ichiba , Ioannis Karatzas , Vilmos Prokaj

We review recent work on systems with multiple interacting-particles having the dynamical feature of stochastic resetting. The interplay of time scales related to inter-particle interactions and resetting leads to a rich behavior, both…

Statistical Mechanics · Physics 2023-07-05 Apoorva Nagar , Shamik Gupta

In this work we have characterized the phase behaviour and the dynamics of bidimensional mixtures of active and passive Brownian particles. We have evaluated state diagrams at several concentrations of the passive components finding that,…

Soft Condensed Matter · Physics 2025-11-12 Diego Rogel Rodriguez , Francisco Alarcon , Raul Martinez , Jorge Ramirez , Chantal Valeriani

We study the counting of level crossings for inertial random processes exposed to stochastic resetting events. We develop the general approach of stochastic resetting for inertial processes with sudden changes in the state characterized by…

Statistical Mechanics · Physics 2023-12-22 Miquel Montero , Matteo Palassini , Jaume Masoliver

Stochastic resetting models diverse phenomena across numerous scientific disciplines. Current understanding stems from the renewal framework, which relates systems subject to global resetting to their non-resetting counterparts. Yet, in…

Statistical Mechanics · Physics 2021-03-10 Asaf Miron , Shlomi Reuveni

We investigate the collective dynamics of active Brownian particles (ABPs) subjected to a steady two-dimensional four-roll-mill flow using numerical simulations. By varying the packing fraction ($\phi$), we uncover a novel flow-induced…

Soft Condensed Matter · Physics 2026-03-17 Soni D. Prajapati , Kusum Seervi , Akshay Bhatnagar , Anupam Gupta

The emergent dynamics in phase-separated mixtures of isometric active and passive Brownian particles is studied numerically in two dimensions. A novel steady-state of well-defined traveling fronts is observed, where the interface between…

Soft Condensed Matter · Physics 2024-06-03 Adam Wysocki , Roland G. Winkler , Gerhard Gompper

A Langevin process diffusing in a periodic potential landscape has a time dependent diffusion constant which means that its average mean squared displacement (MSD) only becomes linear at late times. The long time, or effective diffusion…

Statistical Mechanics · Physics 2015-06-19 David S. Dean , Gleb Oshanin

We study the Brownian motion of a classical particle in one-dimensional inhomogeneous environments where the transition probabilities follow quasiperiodic or aperiodic distributions. Exploiting an exact correspondence with the…

Statistical Mechanics · Physics 2009-10-31 F. Igloi , L. Turban , H. Rieger

We investigate the first passage properties of a Brownian particle diffusing freely inside a $d$-dimensional sphere with absorbing spherical surface subject to stochastic resetting. We derive the mean time to absorption (MTA) as functions…

Statistical Mechanics · Physics 2022-03-22 Hanshuang Chen , Feng Huang
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