Related papers: Kinetic description of one-dimensional stochastic …
We analyse four approaches to elimination of a fast variable, which are applicable to systems like passive Brownian particles: (i) moment formalism, (ii) corresponding cumulant formalism, (iii) Hermite function basis, (iv) formal…
A harmonically trapped active Brownian particle exhibits two types of positional distributions -- one has a single peak, the other has a single well -- that signify steady-state dynamics with low and high activity, respectively. Adding…
We review theoretical models of individual motility as well as collective dynamics and pattern formation of active particles. We focus on simple models of active dynamics with a particular emphasis on nonlinear and stochastic dynamics of…
We investigate the stochastic dynamics of one sedimenting active Brownian particle in three dimensions under the influence of gravity and passive fluctuations in the translational and rotational motion. We present an analytical solution of…
This article studies typical dynamics and fluctuations for a slow-fast dynamical system perturbed by a small fractional Brownian noise. Based on an ergodic theorem with explicit rates of convergence, which may be of independent interest, we…
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…
We present a theory for the steady-state dynamics of a two-dimensional system of spherically symmetric active Brownian particles. The derivation of the theory consists of two steps. First, we integrate out the self-propulsions and obtain a…
We derive the probability density function of the positive occupation time of one-dimensional Brownian motion with two-valued drift. Long time asymptotics of the density are also computed. We use the result to describe the transitional…
We analyze two approaches to elimination of a fast variable (velocity) in stochastic systems: moment and cumulant formalisms. With these approaches, we obtain the corresponding Smoluchovski-type equations, which contain only the…
We develop a microscopic approach to the kinetic theory of many-particle systems with dissipative and potential interactions in presence of active fluctuations. The approach is based on a generalization of Bogolyubov--Peletminsky reduced…
We investigate a model of a stochastic engine operating cyclically at constant bath temperature, which consists of an overdamped Brownian harmonic oscillator that plays the role of working substance and is elastically coupled to an active…
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…
The dynamical behavior of a harmonic chain in a spatially periodic potential (Frenkel-Kontorova model, discrete sine-Gordon equation) under the influence of an external force and a velocity proportional damping is investigated. We do this…
Systems composed of large numbers of interacting agents often admit an effective coarse-grained description in terms of a multidimensional stochastic dynamical system, driven by small-amplitude intrinsic noise. In applications to…
We study the large-time behaviour of Brownian particles moving through a viscous medium in a confined potential, and which are further subjected to position-dependent driving forces that are periodic in time. We focus on the case where…
We develop an information-theoretic formulation of stochastic dynamics in which the fundamental stochastic variable is the total action connecting spacetime points, rather than individual paths. By maximizing Shannon entropy over a joint…
We carry out a comprehensive linear stability analysis of active Brownian particle systems around a constant homogeneous state. These scalar models, being important prototypes for the continuous description of active matter, are…
We present a class of stochastic processes in which the large deviation functions of time-integrated observables exhibit singularities that relate to dynamical phase transitions of trajectories. These illustrative examples include Brownian…
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…
We formulate a dynamical fluctuation theory for stationary non equilibrium states (SNS) which is tested explicitly in stochastic models of interacting particles. In our theory a crucial role is played by the time reversed dynamics. Within…