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In [4], it is proved that we can have a continuous first-passage-time density function of one dimensional standard Brownian motion when the boundary is H\"older continuous with exponent greater than 1/2. For the purpose of extending [4]…

Probability · Mathematics 2018-11-16 JM Lee

One-dimensional run-and-tumble processes may converge towards some localized non-equilibrium steady state when the two velocities and/or the two switching rates are space-dependent. A long dynamical trajectory can be then analyzed via the…

Statistical Mechanics · Physics 2021-08-23 Cecile Monthus

We consider a problem of statistical estimation of an unknown drift parameter for a stochastic differential equation driven by fractional Brownian motion. Two estimators based on discrete observations of solution to the stochastic…

Probability · Mathematics 2013-09-26 Yuliya Mishura , Kostiantyn Ral'chenko , Oleg Seleznev , Georgiy Shevchenko

We study simple models of intermittency, involving switching between two states, within the dynamical large-deviation formalism. Singularities appear in the formalism when switching is cooperative, or when its basic timescale diverges. In…

Statistical Mechanics · Physics 2018-06-13 Stephen Whitelam

We discover novel transitions characterized by distinguishability of bosons in non-unitary dynamics with parity-time ($\mathcal{PT}$) symmetry. We show that $\mathcal{PT}$ symmetry breaking, a unique transition in non-Hermitian open…

Quantum Physics · Physics 2025-01-10 Ken Mochizuki , Ryusuke Hamazaki

We consider stochastic dynamical systems defined by differential equations with a uniform random time delay. The latter equations are shown to be equivalent to deterministic higher-order differential equations: for an $n$-th order equation…

Statistical Mechanics · Physics 2011-10-11 P. L. Krapivsky , J. M. Luck , K. Mallick

We study the first-passage-time (FPT) properties of an active Brownian particle under stochastic resetting to its initial configuration, comprising its position and orientation, to reach an absorbing wall in two dimensions. Coupling a…

Soft Condensed Matter · Physics 2025-04-04 Yanis Baouche , Christina Kurzthaler

We investigate the dynamics of Brownian particles in internal state- dependent symmetric and periodic potentials. Although no space or time symmetry of the Hamiltonian is broken, we show that directed transport can appear. We demonstrate…

Other Condensed Matter · Physics 2009-11-10 Laurent Sanchez-Palencia

Period tripling in driven quantum oscillators reveals unique features absent for linear and parametric drive, but generic for all higher-order resonances. Here, we focus at zero temperature on the relaxation dynamics towards a stationary…

Mesoscale and Nanoscale Physics · Physics 2020-02-19 Jennifer Gosner , Björn Kubala , Joachim Ankerhold

Based on Brownian Dynamics (BD) simulations, we study the dynamical self-assembly of active Brownian particles with dipole-dipole interactions, stemming from a permanent point dipole at the particle center. The propulsion direction of each…

Soft Condensed Matter · Physics 2021-06-09 Guo-Jun Liao , Carol K. Hall , Sabine H. L. Klapp

We consider a model of active Brownian particles with velocity-alignment in two spatial dimensions with passive and active fluctuations. Hereby, active fluctuations refers to purely non-equilibrium stochastic forces correlated with the…

Statistical Mechanics · Physics 2016-05-02 Robert Grossmann , Lutz Schimansky-Geier , Pawel Romanczuk

Langevin dynamical simulations are performed to study the depinning dynamics of two-dimensional dusty plasmas on a one-dimensional periodic substrate. From the diagnostics of the sixfold coordinated particles $P_6$ and the collective drift…

Plasma Physics · Physics 2024-04-23 L. Gu , W. Li , C. Reichhardt , C. J. O. Reichhardt , M. S. Murillo , Yan Feng

Many properties of Brownian motion on spaces with varying dimension (BMVD in abbreviation) have been explored in [5]. In this paper, we study Brownian motion with drift on spaces with varying dimension (BMVD with drift in abbreviation).…

Probability · Mathematics 2018-07-03 Shuwen Lou

We examine colloidal particles driven over a periodic muffin tin substrate using numerical simulations. In the absence of a driving force this system exhibits a rich variety of commensurate and incommensurate static phases in which…

Soft Condensed Matter · Physics 2015-06-16 D. McDermott , J. Amelang , C. J. Olson Reichhardt , C. Reichhardt

Global quenches of quantum many-body models can give rise to periodic dynamical quantum phase transitions (DQPTs) directly connected to the zeros of a Landau order parameter (OP). The associated dynamics has been argued to bear close…

Quantum Physics · Physics 2023-08-15 Maarten Van Damme , Jean-Yves Desaules , Zlatko Papić , Jad C. Halimeh

This paper establishes connection between discrete cosine transform (DCT) and 1st and 2nd order discrete-time fractional Brownian motion process. It is proved that the eigenvectors of the auto-covariance matrix of a 1st and 2nd order…

Applications · Statistics 2013-02-25 Anubha Gupta , ShivDutt Joshi

We study an active random walker model in which a particle's motion is determined by a self-generated field. The field encodes information about the particle's path history. This leads to either self-attractive or self-repelling behavior.…

Statistical Mechanics · Physics 2009-11-11 R. Grima

We have numerically studied the trapping problem in a two-dimensional lattice where particles are continuously generated. We have introduced interaction between particles and directionality of their movement. This model presents a critical…

High Energy Physics - Lattice · Physics 2009-10-22 I. Campos , A. Tarancon

Phase transitions and critical behavior of driven systems are reviewed. Models exhibiting phase transitions, spontaneous symmetry breaking, phase separation and coarsening processes in d=1 dimension are discussed.

Statistical Mechanics · Physics 2007-05-23 David Mukamel

Based on Dynamical Density Functional Theory (DDFT) we investigate a binary mixture of interacting Brownian particles driven over a substrate via a one-dimensional ratchet potential. The particles are modeled as soft spheres where one…

Soft Condensed Matter · Physics 2015-06-19 Ken Lichtner , Sabine H. L. Klapp