Related papers: Surmounting Oscillating Barriers: Path-integral ap…
Motivated to understand the asymptotic behavior of periodically driven thermodynamic systems, we study the prototypical example of Brownian particle, overdamped and underdamped, in harmonic potentials subjected to periodic driving. The…
We consider the driven diffusion of Brownian particles in 1D periodic potentials using the recently proposed Stochastic Path Integral Hyperdynamics (SPHD) scheme [L.Y. Chen and L.J.M. Horing, J. Chem. Phys. {\bf 126}, 224103 (2007)]. First,…
We investigate time-dependent probability for a Brownian particle passing over the barrier to stay at a metastable potential pocket against escaping over the barrier. This is related to whole fusion-fission dynamical process and can be…
We describe an experiment on an underdamped mechanical oscillator used as an information engine. The system is equivalent to an inertial Brownian particle confined in a harmonic potential whose center is controlled by a feedback protocol…
Many complex systems are described by Langevin-type equations in which the noise exhibits long-range correlations and couples to the system in a state-dependent, multiplicative manner, leading to heterogeneous non-Markovian diffusion. Here,…
We investigate the Kramers escape from a potential well of a test particle driven by fractional Gaussian noise with Hurst exponent 0<H<1. From a numerical analysis we demonstrate the exponential distribution of escape times from the well…
Path integrals play a crucial role in describing the dynamics of physical systems subject to classical or quantum noise. In fact, when correctly normalized, they express the probability of transition between two states of the system. In…
Sine-Wiener noise is increasingly adopted in realistic stochastic modeling for its bounded nature. However, many features of the SW noise are still unexplored. In this paper, firstly, the properties of the SW noise and its integral process…
When monitoring the dynamics of stochastic systems, such as interacting particles agitated by thermal noise, disentangling deterministic forces from Brownian motion is challenging. Indeed, we show that there is an information-theoretic…
We derive asymptotics for the quenched probability that a critical branching Brownian motion killed at a small rate in Poissonian obstacles exits a large domain. Results are formulated in terms of the solution to a semilinear partial…
We discuss the dynamics of a Brownian particle under the influence of a spatially periodic noise strength in one dimension using analytical theory and computer simulations. In the absence of a deterministic force, the Langevin equation can…
We investigate the first-passage properties and extreme-value statistics of an overdamped Brownian particle confined by an external linear potential $V(x)=\mu |x-x_0|$, where $\mu>0$ is the strength of the potential and $x_0>0$ is the…
We derive the path-integral representation of the fractional Ornstein-Uhlenbeck process driven by Riemann-Liouville fractional Gaussian noise, for both the subdiffusive and superdiffusive regimes. We express the corresponding action, which…
We present an analytic study for subdiffusive escape of overdamped particles out of a cusp-shaped parabolic potential well which are driven by thermal, fractional Gaussian noise with a $1/\omega^{1-\alpha}$ power spectrum. This…
The effect of noise is studied in one-dimensional maps undergoing transcritical, tangent, and pitchfork bifurcations. The attractors of the noiseless map become metastable states in the presence of noise. In the weak-noise limit, a…
We develop a numerical algorithm for computing the effective drift and diffusivity of the steady-state behavior of an overdamped particle driven by a periodic potential whose amplitude is modulated in time by multiplicative noise and forced…
Non-Gaussian noise influences many complex out-of-equilibrium systems on a wide range of scales such as quantum devices, active and living matter, and financial markets. Despite the ubiquitous nature of non-Gaussian noise, its effect on…
In various models and systems involving the escape of periodically forced particle from the potential well, a common pattern is observed. Namely, the minimal forcing amplitude required for the escape exhibits sharp minimum for the…
The paper considers a process of escape of classical particle from a one-dimensional potential well by virtue of an external harmonic forcing. We address a particular model of the infinite-range potential well that allows independent…
We study the long-time behavior of underdamped Brownian particle moving through a viscous medium and in a systematic potential, when it is subjected to a space-dependent high-frequency periodic force. When the frequency is very large, much…