Related papers: Controlling inertial active Brownian motion via st…
We study solutions of a class of one-dimensional continuous reflected backward stochastic Volterra integral equations driven by Brownian motion, where the reflection keeps the solution above a given stochastic process (lower obstacle). We…
We consider a Brownian particle which, in addition to being in contact with a thermal bath, is driven by fluctuating forces which stem from active processes in the system, such as self-propulsion or collisions with other active particles.…
We consider a system of non-interacting particles on a line with initial positions distributed uniformly with density $\rho$ on the negative half-line. We consider two different models: (i) each particle performs independent Brownian motion…
We present an exact, time-resolved theory for a two-dimensional chiral active Brownian particle (cABP) with translational inertia. Using a Laplace-transform moment hierarchy, we derive closed-form expressions for the mean velocity,…
Directed transport of interacting active (self-propelled)Brownian particles is numerically investigated in confined geometries (entropic barriers). The self-propelled velocity can break thermodynamical equilibrium and induce the directed…
We study a Brownian particle diffusing under a time-modulated stochastic resetting mechanism to a fixed position. The rate of resetting r(t) is a function of the time t since the last reset event. We derive a sufficient condition on r(t)…
We analyze a one-dimensional intermittent random walk on an unbounded domain in the presence of stochastic resetting. In this process, the walker alternates between local intensive search, diffusion, and rapid ballistic relocations in which…
We study stationary fluctuations in two models involving $N$ Brownian particles undergoing stochastic resetting to the origin in 1d. We start with the basic reset model where the particles reset independently (model A). Then we introduce…
A distinguishing feature of active particles is the nature of the non-equilibrium noise driving their dynamics. Control of these noise properties is, therefore, of both fundamental and applied interest. We demonstrate emergent tuning of the…
The recent interest into the Brownian gyrator has been confined chiefly to the analysis of Brownian dynamics both in theory and experiment despite the applicability of general cases with definite mass. Considering mass explicitly in the…
The state of many physical, biological and socio-technical systems evolves by combining smooth local transitions and abrupt resetting events to a set of reference values. The inclusion of the resetting mechanism not only provides the…
How long does a trajectory take to reach a stable equilibrium point in the basin of attraction of a dynamical system? This is a question of quite general interest, and has stimulated a lot of activities in dynamical and stochastic systems…
We study the movement of the living organism in a band form towards the presence of chemical substrates based on a system of partial differential evolution equations. We incorporate Einstein's method of Brownian motion to deduce the…
We study the problem of optimally managing an inventory with unknown demand trend. Our formulation leads to a stochastic control problem under partial observation, in which a Brownian motion with non-observable drift can be singularly…
We study the distributional and asymptotic properties of the supremum of Brownian motion with drift and exponential resetting. We obtain an explicit renewal-type formula for the distribution of the supremum and then derive an approximation…
We study the extreme value statistics of first-passage trajectories generating from a one-dimensional drifted Brownian motion subject to stochastic resetting to the starting point with a constant rate $r$. Each stochastic trajectory starts…
The non-equilibrium steady states emerging from stochastic resetting to a distribution is studied. We show that for a range of processes, the steady-state moments can be expressed as a linear combination of the moments of the distribution…
During a random search, resetting the searcher's position from time to time to the starting point often reduces the mean completion time of the process. Although many different resetting models have been studied over the past ten years,…
We are concerned with multidimensional nonlinear stochastic transport equation driven by Brownian motions. For irregular fluxes, by using stochastic BGK approximations and commutator estimates, we gain the existence and uniqueness of…
In this paper, we discuss the relationships between capacity of control in entropy theory and intrinsic properties in control theory for a class of finite dimensional stochastic dynamical systems described by a linear stochastic…