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We consider a random walker on a ring, subjected to resetting at Poisson-distributed times to the initial position (the walker takes the shortest path along the ring to the initial position at resetting times). In the case of a Brownian…

Statistical Mechanics · Physics 2022-03-30 Pascal Grange

We study the long time behavior of a Brownian particle moving in an anomalously diffusing field, the evolution of which depends on the particle position. We prove that the process describing the asymptotic behaviour of the Brownian particle…

Mathematical Physics · Physics 2011-05-06 Michela Ottobre

We carry out a comprehensive linear stability analysis of active Brownian particle systems around a constant homogeneous state. These scalar models, being important prototypes for the continuous description of active matter, are…

Analysis of PDEs · Mathematics 2025-12-22 Michele Coti Zelati , Lucas Ertzbischoff , David Gerard-Varet

We solve a model of sluggish stochastic motion in which a Brownian particle diffuses with a diffusion coefficient that decays algebraically with the distance to the origin, as $|x|^{-\alpha}$. Additionally, the particle resets with a…

Statistical Mechanics · Physics 2026-03-03 Denis Boyer , Satya N. Majumdar

We study the statistical properties of first-passage Brownian functionals (FPBFs) of an Ornstein-Uhlenbeck (OU) process in the presence of stochastic resetting. We consider a one dimensional set-up where the diffusing particle sets off from…

Statistical Mechanics · Physics 2024-03-27 Ashutosh Dubey , Arnab Pal

Many stochastic processes in the physical and biological sciences can be modelled as Brownian dynamics with multiplicative noise. However, numerical integrators for these processes can lose accuracy or even fail to converge when the…

Numerical Analysis · Mathematics 2024-04-22 Dominic Phillips , Charles Matthews , Benedict Leimkuhler

The non-equilibrium steady states emerging from stochastic resetting to a distribution is studied. We show that for a range of processes, the steady-state moments can be expressed as a linear combination of the moments of the distribution…

Statistical Mechanics · Physics 2023-10-10 Kristian Stølevik Olsen

We study dynamical properties of confined, self-propelled Brownian particles in an inhomogeneous activity profile. Using Brownian dynamics simulations, we calculate the probability to reach a fixed target and the mean first passage time to…

Soft Condensed Matter · Physics 2019-08-30 Hidde Vuijk , Abhinav Sharma , Debasish Mondal , Jens-Uwe Sommer , Holger Merlitz

We derive the distribution of particle currents for a system of interacting active Brownian particles in the long time limit using large deviation theory and a weighted many body expansion. We find the distribution is non-Gaussian, except…

Statistical Mechanics · Physics 2018-12-19 Trevor GrandPre , David T. Limmer

We construct a two-dimensional diffusion process with rank-dependent local drift and dispersion coefficients, and with a full range of patterns of behavior upon collision that range from totally frictionless interaction, to elastic…

Probability · Mathematics 2012-08-24 E. Robert Fernholz , Tomoyuki Ichiba , Ioannis Karatzas

The effective diffusion of Brownian particles in periodic potential has been a central topic in nonequilibrium statistical physcis. A classical result is the Lifson formula which provides the effective diffusion constant in periodic…

Statistical Mechanics · Physics 2026-01-22 Sang Yang , Zhixin Peng

A self-propelled artificial microswimmer is often modeled as a ballistic Brownian particle moving with constant speed aligned along one of its axis, but changing direction due to random collisions with the environment. Similarly to thermal…

Soft Condensed Matter · Physics 2015-12-08 Pulak K. Ghosh , Yunyun Li , Giampiero Marchegiani , Fabio Marchesoni

Anomalous diffusion is frequently described by scaled Brownian motion (SBM), a Gaussian process with a power-law time dependent diffusion coefficient. Its mean squared displacement is $\langle x^2(t)\rangle\simeq\mathscr{K}(t)t$ with…

Statistical Mechanics · Physics 2014-12-24 J. -H. Jeon , A. V. Chechkin , R. Metzler

We investigate the wetting transitions displayed by the collection of active Brownian particles (ABPs) confined within rigid, impenetrable, flat walls. In our computational study using Brownian dynamics simulations, the wall-particle…

Soft Condensed Matter · Physics 2025-07-08 Suchismita Das , Raghunath Chelakkot

Stochastic resetting can be naturally understood as a renewal process governing the evolution of an underlying stochastic process. In this work, we formally derive well-known results of diffusion with resets from a renewal theory…

Statistical Mechanics · Physics 2022-10-05 Axel Masó-Puigdellosas , Daniel Campos , Vicenç Méndez

Active particles self-propel themselves with a stochastically evolving velocity, generating a persistent motion leading to a non-diffusive behavior of the position distribution. Nevertheless, an effective diffusive behavior emerges at times…

Statistical Mechanics · Physics 2022-09-14 Ion Santra , Urna Basu , Sanjib Sabhapandit

We consider dynamic boundary conditions involving non-local operators. Our analysis includes a detailed description of such operators together with their relations with random times and random (additive) functionals. We provide some new…

Probability · Mathematics 2025-10-14 Stefano Bonaccorsi , Fausto Colantoni , Mirko D'Ovidio , Gianni Pagnini

We consider the mean time to absorption by an absorbing target of a diffusive particle with the addition of a process whereby the particle is reset to its initial position with rate $r$. We consider several generalisations of the model of…

Statistical Mechanics · Physics 2015-11-24 Martin R. Evans , Satya N. Majumdar

We analyze predator-prey dynamics in one dimension in which a Brownian predator adopts a chasing strategy that consists in stochastically resetting its current position to locations previously visited by a diffusive prey. We study three…

Disordered Systems and Neural Networks · Physics 2019-12-05 J. Quetzalcoatl Toledo-Marin , Denis Boyer , Francisco J. Sevilla

We study the dynamics of a single active Brownian particle (ABP) in two spatial dimensions. The ABP has an intrinsic time scale $D_R^{-1}$ set by the rotational diffusion constant $D_R$. We show that, at short-times $t \ll D_R^{-1}$, the…

Statistical Mechanics · Physics 2020-04-29 Urna Basu , Satya N. Majumdar , Alberto Rosso , Gregory Schehr