Related papers: Surmounting Oscillating Barriers: Path-integral ap…
We study the norm of the two-dimensional Brownian motion conditioned to stay outside the unit disk at all times. By conditioning the process is changed from barely recurrent to slightly transient. We obtain sharp results on the rate of…
We derive P(M,t_m), the joint probability density of the maximum M and the time t_m at which this maximum is achieved for a class of constrained Brownian motions. In particular, we provide explicit results for excursions, meanders and…
We investigate a diffusive motion of a system of interacting Brownian particles in quasi-one-dimensional micropores. In particular, we consider a semi-infinite 1D geometry with a partially absorbing boundary and the hard-core inter-particle…
We numerically investigate the mean exit time of an inertial active Brownian particle from a circular cavity with single or multiple exit windows. Our simulation results witness distinct escape mechanisms depending upon the relative…
What is the path associated with the fastest Brownian particle that reaches a narrow window located on the boundary of a domain? Although the distribution of the fastest arrival times has been well studied in dimension 1, much less is known…
A new approach for the weak noise analysis of exit problems removes an intrinsic contradiction of an existing method. It applies for both the mean time and the location of the exits; novel outcomes mainly concern the exits from entire…
In one-dimensional systems, the dynamics of a Brownian particle are governed by the force derived from a potential as well as by diffusion properties. In this work, we obtain the first-passage-time statistics of a Brownian particle driven…
A particle moves randomly over the integer points of the real line. Jumps of the particle outside the membrane (a fixed "locally perturbating set") are i.i.d., have zero mean and finite variance, whereas jumps of the particle from the…
The dynamics of mechanical systems such as turbomachinery with multiple blades are often modeled by arrays of periodically driven coupled nonlinear oscillators. It is known that such systems may have multiple stable vibrational modes, and…
A system reservoir model, where the associated reservoir is modulated by an external colored random force, is proposed to study the transport of an overdamped Brownian particle in a periodic potential. We then derive the analytical…
We show that directed ratchet transport of a driven overdamped Brownian particle subjected to a spatially periodic and symmetric potential can be reliably controlled by tailoring a biharmonic temporal force, in coherence with the…
Barrier crossing is a widespread phenomenon across natural and engineering systems. While an abundant cross-disciplinary literature on the topic has emerged over the years, the stochastic underpinnings of the process are yet to be linked…
Escape from a potential well is an extreme example of transient behavior. We consider the escape of the harmonically forced particle under viscous damping from the benchmark truncated weakly nonlinear potential well. Main attention is paid…
The approach to the theory of a relativistic random process is considered by the path integral method as Brownian motion taking into account the boundedness of speed. An attempt was made to build a relativistic analogue of the Wiener…
We analyze the fluctuation-driven escape of particles from a metastable state under the influence of a weak periodic force. We develop an asymptotic method to solve the appropriate Fokker-Planck equation with mixed natural and absorbing…
We show that an escape from the potential minimum of Fabry-Perot interferometers can be detected measuring the associated sudden change of reflectivity. We demonstrate that the loss of information that occurs retaining only the sequence of…
We introduce a numerically exact and computationally feasible nonlinear-response theory developed for lossy superconducting quantum circuits based on a framework of quantum dissipation in a minimally extended state space. Starting from the…
Escape of active agents from metastable states is of great interest in statistical and biological physics. In this study, we investigate the escape of a flexible active ring, composed of active Brownian particles, from a flat attractive…
A Brownian particle moving in a staircase-like potential with feedback control offers a way to implement Maxwell's demon. An experimental demonstration of such a system using sinusoidal periodic potential carried out by Toyabe et al. has…
The paper addresses Brownian motion in the logarithmic potential with time-dependent strength, $U(x,t) = g(t) \log(x)$, subject to the absorbing boundary at the origin of coordinates. Such model can represent kinetics of…