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We study the noise-induced escape from a stable limit cycle of a non-gradient dynamical system driven by a small additive noise. The fact that the optimal transition path in this case is infinitely long imposes a severe numerical challenge…

Optimization and Control · Mathematics 2018-06-12 Xiang Zhou , Haijun Yu , Ling Lin

We study an inertial Brownian particle moving in a symmetric periodic substrate, driven by a zero-mean biharmonic force and correlated thermal noise. The Brownian motion is described in terms of a Generalized Langevin Equation with an…

Statistical Mechanics · Physics 2010-10-19 Lukasz Machura , Jerzy Luczka

We propose a formulation of an absorbing boundary for a quantum particle. The formulation is based on a Feynman-type integral over trajectories that are confined by the absorbing boundary. Trajectories that reach the absorbing wall are…

Quantum Physics · Physics 2007-05-23 A. Marchewka , Z. Schuss

Based on analytical and numerical calculations we study the dynamics of an overdamped colloidal particle moving in two dimensions under time-delayed, non-linear feedback control. Specifically, the particle is subject to a force derived from…

Soft Condensed Matter · Physics 2025-03-07 Robin A. Kopp , Sabine H. L. Klapp

We consider the motion of an underdamped Brownian particle in a tilted periodic potential in a wide temperature range. Based on the previous data [1] and the new simulation results we show that the underdamped motion of particles in…

Statistical Mechanics · Physics 2013-07-17 I. G. Marchenko , I. I. Marchenko , A. V. Zhiglo

We study a one-dimensional Brownian motion conditioned on a self-repelling behaviour. Given a nondecreasing positive function f(t), consider the measures mu_t obtained by conditioning a Brownian path so that L_s< f(s), for all s<t, where…

Probability · Mathematics 2010-04-22 Itai Benjamini , Nathanael Berestycki

The weak noise limit of dissipative dynamical systems is often the most fascinating one. In such a case fluctuations can interact with a rich complexity frequently hidden in deterministic systems to give rise of completely new phenomena…

Statistical Mechanics · Physics 2021-09-15 Jakub Spiechowicz , Jerzy Łuczka

We report a theoretical study of an overdamped Brownian particle dynamics in the presence of both a spatially modulated one-dimensional periodic potential and a periodic alternating force (AF). As the periodic potential has a low symmetry…

Statistical Mechanics · Physics 2013-05-29 M. V. Fistul

We calculate crossing probabilities and one-sided last exit time densities for a class of moving barriers on an interval $[0,T]$ via Schwartz distributions. We derive crossing probabilities and first hitting time densities for another class…

Probability · Mathematics 2008-08-28 Nabil Kahale

When tunneling occurs out of generic initial states, a significant fraction of probability is lost at early times during which the dynamics is governed by excited resonance states. However, first-principles analyses based on path integrals…

High Energy Physics - Theory · Physics 2025-11-13 Joshua Lin , Bruno Scheihing-Hitschfeld , Thomas Steingasser

In systems possessing a spatial or dynamical symmetry breaking thermal Brownian motion combined with unbiased, non-equilibrium noise gives rise to a channelling of chance that can be used to exercise control over systems at the micro- and…

Statistical Mechanics · Physics 2009-11-10 P. Hänggi , F. Marchesoni , F. Nori

The resonant activation effect (RA) has been well studied in different ways during the last two decades. It consists in the presence of a minimum in the mean time spent by a Brownian particle to exit from a potential well in the presence of…

Statistical Mechanics · Physics 2008-10-23 Alessandro Fiasconaro

Continuous-time random walks offer powerful coarse-grained descriptions of transport processes. We here microscopically derive such a model for a Brownian particle diffusing in a deep periodic potential. We determine both the waiting-time…

Statistical Mechanics · Physics 2019-08-21 Andreas Dechant , Farina Kindermann , Artur Widera , Eric Lutz

We study the thermal escape problem in the moderate-to-high and high damping regime of a system with a parabolic barrier. We present a formula that matches our numerical results accounting for finite barrier effects, and compare it with…

Statistical Mechanics · Physics 2013-03-12 J. J. Mazo , O. Y. Fajardo , D. Zueco

The narrow escape problem consists of deriving the asymptotic expansion of the solution of a drift-diffusion equation with the Dirichlet boundary condition on a small absorbing part of the boundary and the Neumann boundary condition on the…

Analysis of PDEs · Mathematics 2010-03-12 Habib Ammari , Kostis Kalimeris , Hyeonbae Kang , Hyundae Lee

We study a system of non-interacting active particles, propelled by colored noises, characterized by an activity time $\tau$, and confined by a double-well potential. A straightforward application of this system is the problem of barrier…

Statistical Mechanics · Physics 2019-01-30 Lorenzo Caprini , Umberto Marini Bettolo Marconi , Andrea Puglisi , Angelo Vulpiani

We study noise induced thermally activated barrier crossing of a Brownian particle that hops in a periodic ratchet potential where the ratchet potential is coupled with a spatially uniform temperature. The viscous friction is considered to…

Statistical Mechanics · Physics 2016-09-27 Solomon Fekade Duki , Mesfin Asfaw Taye

We use an effective Hamiltonian to characterize particle dynamics and find escape rates in a periodically kicked Hamiltonian. We study a model of particles in storage rings that is described by a chaotic symplectic map. Ignoring the…

Statistical Mechanics · Physics 2017-07-31 Archishman Raju , Sayan Choudhury , David L. Rubin , Amie Wilkinson , James P. Sethna

We present a barrier potential with bound states that is exactly solvable and determine the eigenfunctions and eigenvalues of the Hamiltonian. The equilibrium density matrix of a particle moving at temperature T in this nonlinear barrier…

chem-ph · Physics 2009-10-28 Franz Josef Weiper , Joachim Ankerhold , Hermann Grabert

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…

Statistical Mechanics · Physics 2022-11-23 I. G. Marchenko , A. Zhiglo , V. Aksenova , V. Tkachenko , I. I. Marchenko , J. Łuczka , J. Spiechowicz
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