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We evaluate the mean escape time of overdamped particles over potential barriers in short-correlated quenched Gaussian disorder potentials in one dimension at low temperature. The thermally activated escape is very sensitive to the form of…

Statistical Mechanics · Physics 2023-03-27 Baruch Meerson

We describe the random motion of a particle immersed in a thermally fluctuating medium and harmonically trapped at a certain distance from a wall. The medium, modeled by a Gaussian field with a tunable correlation length $\xi$, is linearly…

Statistical Mechanics · Physics 2025-11-27 Marcin Piotr Pruszczyk , Andrea Gambassi

A model of homogeneously driven dissipative system, consisting of a collection of $N$ particles that are characterized by only their velocities, is considered. Adopting a discrete time dynamics, at each time step, a pair of velocities is…

Statistical Mechanics · Physics 2014-01-30 V. V. Prasad , Sanjib Sabhapandit , Abhishek Dhar

We present sharp tail asymptotics for the density and the distribution function of linear combinations of correlated log-normal random variables, that is, exponentials of components of a correlated Gaussian vector. The asymptotic behavior…

Probability · Mathematics 2016-01-07 Archil Gulisashvili , Peter Tankov

We investigate the dynamics of a single, overdamped colloidal particle, which is driven by a constant force through a one-dimensional periodic potential. We focus on systems with large barrier heights where the lowest-order cumulants of the…

Statistical Mechanics · Physics 2016-05-30 Clive Emary , Robert Gernert , Sabine H. L. Klapp

We consider the scattering of electron by a one-dimensional random potential (both passive and active medium) and numerically obtain the probability distribution of Wigner delay time ($\tau$). We show that in a passive medium our…

Disordered Systems and Neural Networks · Physics 2009-10-30 Sandeep K. Joshi , Abhijit Kar Gupta , A. M. Jayannavar

We show through a nonlinear Fokker-Planck formalism, and confirm by molecular dynamics simulations, that the overdamped motion of interacting particles at T=0, where T is the temperature of a thermal bath connected to the system, can be…

Statistical Mechanics · Physics 2011-02-08 J. S. Andrade , G. F. T. da Silva , A. A. Moreira , F. D. Nobre , E. M. F. Curado

Inferring the nature of disorder in the media where elastic objects are nucleated is of crucial importance for many applications but remains a challenging basic-science problem. Here we propose a method to discern whether weak-point or…

We establish sharp tail asymptotics for component-wise extreme values of bivariate Gaussian random vectors with arbitrary correlation between the components. We consider two scaling regimes for the tail event in which we demonstrate the…

Probability · Mathematics 2019-03-28 Remco van der Hofstad , Harsha Honnappa

We consider an overdamped particle with a general physical mechanism that creates noisy active movement (e.g., a run-and-tumble particle or active Brownian particle etc.), that is confined by an external potential. Focusing on the limit in…

Statistical Mechanics · Physics 2023-08-23 Naftali R. Smith

We study the long-time behavior of the scaled walker (particle) position associated with decoupled continuous-time random walk which is characterized by superheavy-tailed distribution of waiting times and asymmetric heavy-tailed…

Statistical Mechanics · Physics 2013-02-19 S. I. Denisov , Yu. S. Bystrik , H. Kantz

A systematic analysis of large scale fluctuations in the low temperature pinned phase of a directed polymer in a random potential is described. These fluctuations come from rare regions with nearly degenerate ``ground states''. The…

Condensed Matter · Physics 2016-08-31 Terence Hwa , Daniel S. Fisher

In this article the one-dimensional, overdamped motion of a classical particle is considered, which is coupled to a thermal bath and is drifting in a quenched disorder potential. The mobility of the particle is examined as a function of…

Condensed Matter · Physics 2016-08-31 Stefan SCHEIDL

Gaussian random vectors exhibit the loss of dimension phenomena, which relate to their joint survival tail behaviour. Besides, the fact that the components of such vectors are light-tailed complicates the approximations of various…

Risk Management · Quantitative Finance 2018-10-09 E. Hashorva

We consider a sheared colloidal suspension under the influence of an external potential that varies slowly in space in the plane perpendicular to the flow and acts on one selected (tagged) particle of the suspension. Using a Chapman-Enskog…

Soft Condensed Matter · Physics 2015-05-28 Grzegorz Szamel , Min Zhang

In this work we study the transport properties of non-interacting overdamped particles, moving on tilted disordered potentials, subjected to Gaussian white noise. We give exact formulas for the drift and diffusion coefficients for the case…

Statistical Mechanics · Physics 2014-09-04 Raul Salgado-Garcia

When a Brownian particle, initially being in the potential well, overcomes the barrier and moves to the absorptive border, it still has a chance to be scattered back to the well by thermal fluctuations. We study this phenomenon carefully…

Nuclear Theory · Physics 2018-03-21 Maria Chushnyakova , Igor Gontchar

We investigate analytically the motion of underdamped particles subject to a deterministic periodic potential and a periodic temperature. Despite the fact that an underamped particle experiences the temperature oscillation many times in its…

Statistical Mechanics · Physics 2009-10-31 Ya. M. Blanter , M. Buttiker

Using molecular dynamics simulations, we study particle-transport in a system of interacting colloidal particles on a ring, where the system is driven by a time-dependent external potential, moving along the ring. We consider two driving…

Statistical Mechanics · Physics 2018-12-06 Shubhashis Rana , Sanchari Goswami , Sakuntala Chatterjee , Punyabrata Pradhan

The dynamics of a tagged particle immersed in a fluid of particles of the same size but different mass is studied when the system is confined between two hard parallel plates separated a distance smaller than twice the diameter of the…

Statistical Mechanics · Physics 2022-12-06 P. Maynar , M. I. García de Soria , J. Javier Brey
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