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The stochastic motion of a particle with long-range correlated increments (the moving phase) which is intermittently interrupted by immobilizations (the traping phase) in a disordered medium is considered in the presence of an external…

Statistical Mechanics · Physics 2023-08-31 Yingjie Liang , Wei Wang , Ralf Metzler

In colloidal systems, Brownian motion emerges from the massive separation of time and length scales associated to characteristic dynamics of the solute and solvent constituents. This separation of scales produces several temporal regimes in…

We introduce a constructive framework to learn effective Langevin equations from stationary time series. Unlike conventional approaches that require iterative calibration to match target statistics, our construction guarantees the observed…

Chaotic Dynamics · Physics 2026-02-16 Ludovico Theo Giorgini

Subdiffusion is a hallmark of complex systems, ranging from protein folding to transport in viscoelastic media. However, despite its pervasiveness, the mechanistic origins of subdiffusion remain contested. Here, we analyze both Markovian…

Soft Condensed Matter · Physics 2025-06-04 Anton Klimek , Benjamin A. Dalton , Roland R. Netz

The non-Markovian stochastic dynamics involving Levy flights and a potential in the form of a harmonic and non-linear oscillator is discussed. The subordination technique is applied and the memory effects, which are nonhomogeneous, are…

Statistical Mechanics · Physics 2015-07-21 Tomasz Srokowski

We present an efficient method for simulating a stationary Gaussian noise with an arbitrary covariance function and then study numerically the impact of time-correlated noise on the time evolution of a 1 + 1 dimensional generalized Langevin…

Statistical Mechanics · Physics 2015-11-09 Julian Schmidt , Alex Meistrenko , Hendrik van Hees , Carsten Greiner

The Brownian motion in water-ethanol mixtures exhibits abnormally large displacements. Using falling-ball viscometry applied to colloidal particles, we experimentally verified that no anomaly exists in the viscosity coefficient of the…

Soft Condensed Matter · Physics 2025-03-14 Ken Judai , Satoshi Shibuta , Kazuki Furukawa

We consider different Markovian embedding schemes of non-Markovian stochastic processes that are described by generalized Langevin equations (GLE) and obey thermal detailed balance under equilibrium conditions. At thermal equilibrium…

Statistical Mechanics · Physics 2010-02-08 Peter Siegle , Igor Goychuk , Peter Talkner , Peter Hanggi

We analyze the effects of additive, spatially extended noise on spatiotemporal patterns in continuum neural fields. Our main focus is how fluctuations impact patterns when they are weakly coupled to an external stimulus or another…

Neurons and Cognition · Quantitative Biology 2015-01-08 Paul C. Bressloff , Zachary P. Kilpatrick

We propose a generalization of the widely used fractional Brownian motion (FBM), memory-multi-FBM (MMFBM), to describe viscoelastic or persistent anomalous diffusion with time-dependent memory exponent $\alpha(t)$ in a changing environment.…

We study exclusion processes on the integer lattice in which particles change their velocities due to stickiness. Specifically, whenever two or more particles occupy adjacent sites, they stick together for an extended period of time, and…

Probability · Mathematics 2016-08-11 Miklós Z. Rácz , Mykhaylo Shkolnikov

We address the problem of the so-called ``granular gases'', i.e. gases of massive particles in rapid movement undergoing inelastic collisions. We introduce a class of models of driven granular gases for which the stationary state is the…

Statistical Mechanics · Physics 2009-10-31 A. Puglisi , V. Loreto , U. Marini Bettolo Marconi , A. Vulpiani

The Generalized Langevin Equation, in history, arises as a natural fix for the rather traditional Langevin equation when the random force is no longer memoryless. It has been proved that with fractional Gaussian noise (fGn) mostly…

Numerical Analysis · Mathematics 2022-09-20 Di Fang , Lei Li

We use stochastic computer simulations to study the transport of a spherical cargo particle along a microtubule-like track on a planar substrate by several kinesin-like processive motors. Our newly developed adhesive motor dynamics…

Subcellular Processes · Quantitative Biology 2010-02-24 Christian B. Korn , Stefan Klumpp , Reinhard Lipowsky , Ulrich S. Schwarz

Many active systems move in complex environments whose mechanical response is slow and history dependent. To address this regime, we study the collective dynamics of self-sustained active particles in non-Markovian media within a…

Soft Condensed Matter · Physics 2026-05-29 Ivan Di Terlizzi , Lara Koehler , John D. Treado

We analyze the statistical physics of self-propelled particles from a general theoretical framework that properly describes the most salient characteristic of active motion, $persistence$, in arbitrary spatial dimensions. Such a framework…

Statistical Mechanics · Physics 2021-12-14 Francisco J. Sevilla , Pavel Castro-Villarreal

Condensation phenomena in non-equilibrium systems have been modeled by the zero-range process, which is a model of particles hopping between boxes with Markovian dynamics. In many cases, memory effects in the dynamics cannot be neglected.…

Statistical Mechanics · Physics 2012-12-18 Ori Hirschberg , David Mukamel , Gunter M. Schütz

We evidence a Kovacs-like memory effect in a uniformly driven granular gas. A system of inelastic hard particles, in the low density limit, can reach a non-equilibrium steady state when properly forced. By following a certain protocol for…

Statistical Mechanics · Physics 2016-11-17 E. Trizac , A. Prados

Dynamics of non-Markovian systems is a classic problem yet it attracts an everlasting activity in physics and beyond. A powerful tool for modeling such setups is the Generalized Langevin Equation, however, its analysis typically poses a…

Statistical Mechanics · Physics 2024-10-29 Mateusz Wiśniewski , Jakub Spiechowicz

We study fractional Laplace motion (FLM) obtained from subordination of fractional Brownian motion to a gamma process, in the presence of an external drift that acts on the composite process or of an internal drift acting solely on the…

Statistical Mechanics · Physics 2024-12-20 Wei Wang , Yingjie Liang , Aleksei V. Chechkin , Ralf Metzler