Related papers: Dynamically emergent correlations in a Brownian ga…
We consider a one-dimensional gas of $N$ independent Brownian particles subject to simultaneous stochastic resetting, with inter-reset times drawn from a general waiting-time distribution $\psi(\tau)$. This includes the well-known…
A considerable number of systems have recently been reported in which Brownian yet non-Gaussian dynamics was observed. These are processes characterised by a linear growth in time of the mean squared displacement, yet the probability…
We experimentally study a gas of $N = 8$ one-dimensional Brownian particles, each confined in a harmonic trap with identical stiffness. The stiffness switches simultaneously between two values at random Poissonian times. This collective…
We study a one dimensional gas of $N$ noninteracting diffusing particles in a harmonic trap, whose stiffness switches between two values $\mu_1$ and $\mu_2$ with constant rates $r_1$ and $r_2$ respectively. Despite the absence of direct…
The diffusion of chiral active Brownian particles in three-dimensional space is studied analytically, by consideration of the corresponding Fokker-Planck equation for the probability density of finding a particle at position…
We investigate a system of Brownian particles weakly bound by attractive parity-symmetric potentials that grow at large distances as $V(x) \sim |x|^\alpha$, with $0 < \alpha < 1$. The probability density function $P(x,t)$ at long times…
We consider the $1d$ one-component plasma (OCP) in thermal equilibrium, consisting of $N$ equally charged particles on a line, with pairwise Coulomb repulsion and confined by an external harmonic potential. We study two observables: (i) the…
We study the motion of an overdamped particle connected to a thermal heat bath in the presence of an external periodic potential in one dimension. When we coarse-grain, i.e., bin the particle positions using bin sizes that are larger than…
In the framework of a stochastic picture for the one-dimensional branching Brownian motion, we compute the probability density of the number of particles near the rightmost one at a time $T$, that we take very large, when this extreme…
We present a study on the dynamics of a system consisting of a pair of hardcore particles diffusing with different rates. We solved the drift-diffusion equation for this model in the case when one particle, labeled F, drifts and diffuses…
We study the fluctuations of the area $A=\int_0^T x(t) dt$ under a one-dimensional Brownian motion $x(t)$ in a trapping potential $\sim |x|$, at long times $T\to\infty$. We find that typical fluctuations of $A$ follow a Gaussian…
We study a two state ``jumping diffusivity'' model for a Brownian process alternating between two different diffusion constants, $D_{+}>D_{-}$, with random waiting times in both states whose distribution is rather general. In the limit of…
Explicit density expansions of non-equilibrium probability distribution functions for molecular Brownian particle in ideal gas are obtained in original form what visually implies (is exact solution to) the previously established dynamical…
We study the diffusive behavior of biased Brownian particles in a two dimensional confined geometry filled with the freezing obstacles. The transport properties of these particles are investigated for various values of the obstacles density…
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…
Stochastic motion of particles in a highly unstable potential generates a number of diverging trajectories leading to undefined statistical moments of the particle position. This makes experiments challenging and breaks down a standard…
A possible mechanism leading to anomalous diffusion is the presence of long-range correlations in time between the displacements of the particles. Fractional Brownian motion, a non-Markovian self-similar Gaussian process with stationary…
We investigate an intermittent stochastic process, in which the diffusive motion with time-dependent diffusion coefficient $D(t)\sim t^{\alpha-1}$, $\alpha>0$ (scaled Brownian motion), is stochastically reset to its initial position and…
We study the order statistics of one dimensional branching Brownian motion in which particles either diffuse (with diffusion constant $D$), die (with rate $d$) or split into two particles (with rate $b$). At the critical point $b=d$ which…
We study the dynamics of a Brownian particle in a strongly correlated quenched random potential defined as a periodically-extended (with period $L$) finite trajectory of a fractional Brownian motion with arbitrary Hurst exponent $H \in…