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Fractional Brownian motion is a Gaussian stochastic process with stationary, long-time correlated increments and is frequently used to model anomalous diffusion processes. We study numerically fractional Brownian motion confined to a finite…
We describe a two-dimensional model for active particles whose self-propulsion speed is not fixed, but varies in time, and whose motion is subject to both translational and rotational diffusion. In the conventional treatment of active…
The motion of weakly inertial Brownian particles, transported by steady two-dimensional fluid flows, is investigated by means of asymptotic methods. We focus on the phenomenon of noise-induced separatrix crossing, which can force particles…
We study the dynamics of an active Brownian particle with a nonlinear friction function located in a spatial cubic potential. For strong but finite damping, the escape rate of the particle over the spatial potential barrier shows a…
We consider Brownian particles immersed in the fluid which flow is turbulent. We study the limit where the particles' inertia is weak and their velocity relaxes fast to the velocity of the flow. The trajectories of the particles in this…
We study the coherence of transport of an overdamped Brownian particle in frictional ratchet system in the presence of external Gaussian white noise fluctuations. The analytical expressions for the particle velocity and diffusion…
The state-dependent diffusion, which concerns the Brownian motion of a particle in inhomogeneous media has been described phenomenologically in a number of ways. Based on a system-reservoir nonlinear coupling model we present a microscopic…
We discuss the two-dimensional motion of a Brownian particle that is confined to a harmonic trap and driven by a shear flow. The surrounding medium induces memory effects modelled by a linear, typically nonreciprocal coupling of the…
We study non-interacting Poissonian run-and-tumble particles (RTPs) in two dimensions whose velocity orientations are controlled by an arbitrary circular distribution $Q(\phi)$. RTP-type active transport has been reported to undergo…
We focus on the dynamics of a Brownian particle whose mass fluctuates. First we show that the behaviour is similar to that of a Brownian particle moving in a fluctuating medium, as studied by Beck [Phys. Rev. Lett. 87 (2001) 180601]. By…
Diffusion coefficient usually decreases when friction increases. We analyze the opposite behavior in the paradigmatic system consisting of an inertial Brownian particle moving in a symmetric spatially periodic potential and driven by an…
The Brownian motion of a particle in a one-dimensional periodic potential subjected to a uniform external force F is studied. Using the formula for the diffusion coefficient D obtained by other authors and an alternative one derived from…
We explore the self-propulsion of an active Ornstein-Uhlenbeck particle with a non-linear velocity dependent friction. Using analytical approach and numerical simulation, we have exactly investigated the dynamical behaviour of the particle…
Using a time-averaging technique we obtain exactly the probability distribution for position and velocity of a Brownian particle under the influence of two heat baths at different temperatures. These baths are expressed by a white noise…
We study the overdamped motion of a Brownian particle in a driven double-well system to understand various physical phenomena observed experimentally. These phenomena include hysteresis, stochastic resonance, and net unidirectional motion…
Nonlinear stochastic differential equations generating signals with 1/f spectrum have been used so far to describe socio-economical systems. In this paper we consider the motion of a Brownian particle in an inhomogeneous environment such…
Transport of overdamped Brownian particles in a two-dimensional asymmetric tube is investigated in the presence of nonadiabatic periodic driving forces. By using Brownian dynamics simulations we can find that the phenomena in nonadiabatic…
We study the statistical properties of the variation of the kinetic energy of a spherical Brownian particle that freely moves in an incompressible fluid at constant temperature. Based on the underdamped version of the generalized Langevin…
We look at the equilibrium of a Brownian particle in an inhomogeneous space following the alternative approach proposed in ref.[1]. We consider a coordinate dependent damping that makes the stochastic dynamics the one with multiplicative…
We study the dynamics of inertial active particles in a one-dimensional chain with harmonic nearest-neighbor interactions, highlighting the interplay of persistence, interaction, and inertial timescales. Using a Green's function approach,…