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We consider a particle with a Langevin dynamics driven by a uniform non-conservative force, in a one-dimensional potential with periodic boundary conditions. We are interested in the properties of the system for atypical values of the…

Statistical Mechanics · Physics 2021-11-15 Nicolás Tizón-Escamilla , Vivien Lecomte , Eric Bertin

Transition probabilities for stochastic systems can be expressed in terms of a functional integral over paths taken by the system. Evaluating the integral by the saddle point method in the weak-noise limit leads to a remarkable mapping…

Statistical Mechanics · Physics 2023-12-25 S P Fitzgerald , T J W Honour

We study the coherence of transport of an overdamped Brownian particle in frictional ratchet system in the presence of external Gaussian white noise fluctuations. The analytical expressions for the particle velocity and diffusion…

Statistical Mechanics · Physics 2009-11-11 Raishma Krishnan , Debasis Dan , A. M. Jayannavar

Exact reflection and transmission coefficients for supersymmetric shape-invariant potentials barriers are calculated by an analytical continuation of the asymptotic wave functions obtained via the introduction of new generalized ladder…

Quantum Physics · Physics 2008-11-26 A. N. F. Aleixo , A. B. Balantekin , M. A. Candido Ribeiro

We show how effective-potential path-integrals methods, stemming on a simple and nice idea originally due to Feynman and successfully employed in Physics for a variety of quantum thermodynamics applications, can be used to develop an…

Computational Finance · Quantitative Finance 2020-09-25 Luca Capriotti , Ruggero Vaia

An asymmetric Brownian particle subjected to an external time-dependent force may acquire a net drift velocity, and thus operate as a motor or ratchet, even if the external force is represented by an unbiased time-periodic function or by a…

Statistical Mechanics · Physics 2018-11-14 A. V. Plyukhin

We are exploring two archetypal noise induced escape scenarios: escape from a finite interval and from the positive half-line under the action of the mixture of L\'evy and Gaussian white noises in the overdamped regime, for the random…

Statistical Mechanics · Physics 2023-05-10 Przemysław Pogorzelec , Bartłomiej Dybiec

We compare the thermal escape rates of a Brownian particle, initially trapped into one of the two wells of an asymmetric double-well potential, for thermal Markovian and non-Markovian noise. The Markovian treatment of this problem goes…

Statistical Mechanics · Physics 2019-12-25 Benjamin Schüller , Alex Meistrenko , Hendrik van Hees , Zhe Xu , Carsten Greiner

This paper introduces a comprehensive extension of the path integral formalism to model stochastic processes with arbitrary multiplicative noise. To do so, It\^o diffusive process is generalized by incorporating a multiplicative noise term…

Mathematical Physics · Physics 2025-03-06 F. S. Abril-Bermúdez , C. J. Quimbay , J. E. Trinidad-Segovia , M. A Sánchez-Granero

Based on an optimal rate wavelet series representation, we derive a local modulus of continuity result with a refined almost sure upper bound for fractional Brownian motion. \sloppy The obtained upper bound of the small fractional Brownian…

Probability · Mathematics 2023-10-20 Qidi Peng , Nan Rao

We present a path integral formalism to compute potentials for nonequilibrium steady states, reached by a multiplicative stochastic dynamics. We develop a weak-noise expansion, which allows the explicit evaluation of the potential in…

Statistical Mechanics · Physics 2016-02-17 Daniel G. Barci , Zochil González Arenas , Miguel Vera Moreno

The rate of escape of polymers from a two-dimensionally confining potential well has been evaluated using self-avoiding as well as ideal chain representations of varying length, up to 80 beads. Long timescale Langevin trajectories were…

Soft Condensed Matter · Physics 2015-03-27 Harri Mökkönen , Timo Ikonen , Tapio Ala-Nissila , Hannes Jónsson

We present a study of the noise driven escape of an overdamped Brownian particle moving in a cubic potential profile with a metastable state. We analyze the role of the initial conditions of the particle on the enhancement of the average…

Statistical Mechanics · Physics 2009-11-10 A. Fiasconaro , D. Valenti , B. Spagnolo

We calculate the probability distribution function (PDF) of an overdamped Brownian particle moving in a periodic potential energy landscape $U(x)$. The PDF is found by solving the corresponding Smoluchowski diffusion equation. We derive the…

Statistical Mechanics · Physics 2018-11-21 Matan Sivan , Oded Farago

A Langevin equation is proposed to describe the transport of overdamped Brownian particles in a periodic rough potential and driven by an unbiased periodic force. The equation can be transformed into the Fokker-Planck equation by using the…

Statistical Mechanics · Physics 2023-04-05 Peng Wang , Yang Zhang , Peng-Juan Zhang , Jie Huo , Xu-Ming Wang

We study the effects of an intermittent harmonic potential of strength $\mu = \mu_0 \nu$ -- that switches on and off stochastically at a constant rate $\gamma$, on an overdamped Brownian particle with damping coefficient $\nu$. This can be…

Statistical Mechanics · Physics 2021-07-28 Ion Santra , Santanu Das , Sujit Kumar Nath

We study diffusion properties of an inertial Brownian motor moving on a ratchet substrate, i.e. a periodic structure with broken reflection symmetry. The motor is driven by an unbiased time-periodic symmetric force which takes the system…

Statistical Mechanics · Physics 2021-03-25 Jakub Spiechowicz , Marcin Kostur , Jerzy Łuczka

A theoretical approach for characterising the influence of asymmetry of noise distribution on the escape rate of a multi-stable system is presented. This was carried out via the estimation of an action, which is defined as an exponential…

Mesoscale and Nanoscale Physics · Physics 2014-02-26 I. A. Khovanov , N. A. Khovanova

Quantum tunneling from a thin wire or a thin film through a static potential barrier in a zero magnetic field is studied. The wire or the film should satisfy a condition of transverse quantization of levels and be inhomogeneous. Depending…

Quantum Physics · Physics 2008-06-11 B. Ivlev

We identify generic protocols achieving optimal power extraction from a single active particle subject to continuous feedback control under the assumption that its spatial trajectory, but not its instantaneous self-propulsion force, is…

Statistical Mechanics · Physics 2023-11-08 Luca Cocconi , Jacob Knight , Connor Roberts