Related papers: Sub-diffusive regimes for long range self-interact…
The dynamical behavior of networked complex systems is shaped not only by the direct links among the units, but also by the long-range interactions occurring through the many existing paths connecting the network nodes. In this work, we…
We propose here a testing methodology based on the autocovariance, detrended moving average, and time-averaged mean-squared displacement statistics for tempered fractional Brownian motions (TFBMs) which are related to the notions of…
We consider the stochastic continuity equation perturbed by a fractional Brownian motion and the drift is allowed to be discontinuous. We show that for almost all paths of the fractional Brownian motion there exists a solution to the…
Area fluctuations of a Brownian excursion are described by the Airy distribution, which found applications in different areas of physics, mathematics and computer science. Here we generalize this distribution to describe the area…
We investigate the transport of suspended Brownian particles dc driven along corrugated narrow channels in a regime of finite damping. We demonstrate that inertial corrections cannot be neglected as long as the width of the channel…
The problem of Brownian motion in a periodic potential, under the influence of external forcing, which is either random or periodic in time, is studied in this paper. Multiscale techniques are used to derive general formulae for the steady…
We investigate the ensemble and time averaged mean squared displacements for particle diffusion in a simple model for disordered media by assuming that the local diffusivity is both fluctuating in time and has a deterministic average growth…
Sticky diffusion processes on bounded domains spend finite time (and finite mean time) on the lower-dimensional space given by the boundary. Once the process hits the boundary, then it starts again after a random amount of time. While on…
Living organisms have developed advanced motion strategies for efficient space exploration, serving as inspiration for the movements of microrobots. These real-life strategies often involve anomalous dynamics displaying random movement…
We study the effects of mobility on two crucial characteristics in multi-scale dynamic networks: percolation and connection times. Our analysis provides insights into the question, to what extent long-time averages are well-approximated by…
We study the large deviations of time-integrated observables of Markov diffusions that have perfectly reflecting boundaries. We discuss how the standard spectral approach to dynamical large deviations must be modified to account for such…
The effective interaction between two probe particles in a one-dimensional driven system is studied. The analysis is carried out using an asymmetric simple exclusion process with nearest-neighbor interactions. It is found that the driven…
We propose a macroscopic realization of planar Brownian motion by vertically vibrated disks. We perform a systematic statistical analysis of many random trajectories of individual disks. The distribution of increments is shown to be almost…
In this review we deal with open (dissipative and stochastic) quantum systems within the Bohmian mechanics framework which has the advantage to provide a clear picture of quantum phenomena in terms of trajectories, originally in…
We present the results of a numerical investigation of charged-particle transport across a synthesized magnetic configuration composed of a constant homogeneous background field and a multiscale perturbation component simulating an effect…
Fractional Brownian motion, a stochastic process with long-time correlations between its increments, is a prototypical model for anomalous diffusion. We analyze fractional Brownian motion in the presence of a reflecting wall by means of…
We prove that probability laws of certain multidimensional semimartingales which includes time-inhomogenous diffusions, under suitable assumptions, satisfy Quadratic Transportation Cost Inequality under the uniform metric. From this we…
We revisit the problem of diffusion in a driven system consisting of an inertial Brownian particle moving in a symmetric periodic potential and subjected to a symmetric time-periodic force. We reveal parameter domains in which diffusion is…
Brownian motion of an array of harmonically coupled particles subject to a periodic substrate potential and driven by an external bias is investigated. In the linear response limit (small bias), the coupling between particles may enhance…
Typically, in the description of active Brownian particles, a constant effective propulsion force is assumed, which is then subjected to fluctuations in orientation and translation leading to a persistent random walk with an enlarged…