Related papers: Fractional Dynamical Behavior in Quantum Brownian …
We present a model of anomalous diffusion consisting of an ensemble of particles undergoing homogeneous Brownian motion except for confinement by randomly placed reflecting boundaries. For power-law distributed compartment sizes, we…
Using a minimal-coupling-scheme we investigate the quantum Brownian motion of a particle in an anisotropic-dissipative-medium under the influence of an arbitrary potential in both relativistic and non-relativistic regimes. A general quantum…
An extended variational principle providing the equations of motion for a system consisting of interacting classical, quasiclassical and quantum components is presented, and applied to the model of bilinear coupling. The relevant dynamical…
In stochastic thermodynamics, significant attention has been given to studying the statistical behavior of thermodynamic quantities such as heat and work. However, fluctuations in other quantities, such as kinetic energy and internal…
Brownian particles in random potentials show an extended regime of subdiffusive dynamics at intermediate times. The asymptotic diffusive behavior is often established at very long times and thus cannot be accessed in experiments or…
We pursue the quantum-mechanical challenge to the efficient market hypothesis for the stock market by employing the quantum Brownian motion model. We utilize the quantum Caldeira-Leggett master equation as a possible phenomenological model…
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…
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…
We discuss the relationships between some classical representations of the fractional Brownian motion, as a stochastic integral with respect to a standard Brownian motion, or as a series of functions with independent Gaussian coefficients.…
In active Brownian motion, an internal propulsion mechanism interacts with translational and rotational thermal noise and other internal fluctuations to produce directed motion. We derive the distribution of its extreme fluctuations and…
This work proposes a method for the two-dimensional simulation of Brownian particles in a fluid with restrictions. The method is based on simple numerical rules between two matrices. One of the matrix represent the identification of all…
We introduce fractional Brownian motion processes (fBm) as an alternative model for the turbulent index of refraction. These processes allow to reconstruct most of the index properties, but they are not differentiable. We overcome the…
We analyze \emph{fractional Brownian motion} and \emph{scaled Brownian motion} on the two-dimensional sphere $\mathbb{S}^{2}$. We find that the intrinsic long time correlations that characterize fractional Brownian motion collude with the…
The stochastic motion of a particle with long-range correlated increments (the moving phase) which is intermittently interrupted by immobilizations (the traping phase) in a disordered medium is considered in the presence of an external…
In this paper we establish a formalism for the computation of observables due to acceleration-induced particle physics processes. General expressions for the transition rate, multiplicity, power, spectra, and displacement law of particles…
In certain applications, for instance biomechanics, turbulence, finance, or Internet traffic, it seems suitable to model the data by a generalization of a fractional Brownian motion for which the Hurst parameter $H$ is depending on the…
Brownian motion is the perpetual irregular motion exhibited by small particles immersed in a fluid. Such random motion of the particles is produced by statistical fluctuations in the collisions they suffer with the molecules of the…
We study the behaviour of a Brownian particle in the overdamped regime in the presence of a harmonic potential, assuming its diffusion coefficient to randomly jump between two distinct values. In particular, we characterize the probability…
We study the dynamics of a Brownian particle in a strongly correlated quenched random potential defined as a periodically-extended (with period $L$) finite trajectory of a fractional Brownian motion with arbitrary Hurst exponent $H \in…
We present a numerical method that consistently implements thermal fluctuations and hydrodynamic interactions to the motion of Brownian particles dispersed in incompressible host fluids. In this method, the thermal fluctuations are…