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Simultaneous diffusive and inertial motion of Brownian particles in laminar Couette flow is investigated via Lagrangian and Eulerian descriptions to determine the effect of particle inertia on diffusive transport in the long-time. The…

Statistical Mechanics · Physics 2010-08-13 Yannis Drossinos , Michael W. Reeks

The stochastic trajectories of molecules in living cells, as well as the dynamics in many other complex systems, often exhibit memory in their path over long periods of time. In addition, these systems can show dynamic heterogeneities due…

Statistical Mechanics · Physics 2024-07-10 Michał Balcerek , Agnieszka Wyłomańska , Krzysztof Burnecki , Ralf Metzler , Diego Krapf

We try to clarify what are the genuine quantal effects that are associated with generalized Brownian Motion (BM). All the quantal effects that are associated with the Zwanzig-Feynman-Vernon-Caldeira-Leggett model are (formally) a solution…

chao-dyn · Physics 2009-10-30 Doron Cohen

We have considered the underdamped motion of a Brownian particle in the presence of a correlated external random force. The force is modeled by an Ornstein-Uhlenbeck process. We investigate the fluctuations of the work done by the external…

Statistical Mechanics · Physics 2014-11-19 Arnab Pal , Sanjib Sabhapandit

We study quantum Brownian motion (QBM) models for a particle in a dissipative environment coupled to a periodic potential. We review QBM for a particle in a one-dimensional periodic potential and extend the study to that for a particle in…

Mesoscale and Nanoscale Physics · Physics 2017-11-29 Grace H. Zhang

A particle in a uniformly accelerated motion exhibits Brownian random motions around the classical trajectory due to the coupling to the field vacuum fluctuations. Previous works show that the Brownian random motions satisfy the energy…

High Energy Physics - Theory · Physics 2015-08-28 Naritaka Oshita , Kazuhiro Yamamoto , Sen Zhang

In this paper we study the effects of quantum scalar field vacuum fluctuations on scalar test particles in an analog model for the Friedmann-Robertson-Walker spatially flat geometry. In this scenario, the cases with one and two perfectly…

High Energy Physics - Theory · Physics 2017-05-03 C. H. G. Bessa , V. B. Bezerra , E. R. Bezerra de Mello , H. F. Mota

In this paper we investigate the quantum Brownian motion of a massive scalar point particle induced by the FRW spacetime in the presence of a linear topological defect named cosmic string. In addition, we also consider a flat boundary…

High Energy Physics - Theory · Physics 2019-04-10 Herondy F. Santana Mota , Eugênio R. Bezerra de Mello

We investigate the time average mean square displacement $\overline{\delta^2}(x(t))=\int_0^{t-\Delta}[x(t^\prime+\Delta)-x(t^\prime)]^2 dt^\prime/(t-\Delta)$ for fractional Brownian and Langevin motion. Unlike the previously investigated…

Data Analysis, Statistics and Probability · Physics 2014-01-30 Weihua Deng , Eli Barkai

Fractional Brownian motion (fBm) is a canonical model for long-memory phenomena. In the presence of large amounts of potentially memory-bearing data, the data are often averaged, which can change the structure of the underlying…

We regard the non-relativistic Schrodinger equation as an ensemble mean representation of the stochastic motion of a single particle in a vacuum, subject to an undefined stochastic quantum force. The local mean of the quantum force is found…

Quantum Physics · Physics 2017-10-17 Roumen Tsekov , Eyal Heifetz , Eliahu Cohen

Fractional Brownian motion is a non-Markovian Gaussian process indexed by the Hurst exponent $H\in [0,1]$, generalising standard Brownian motion to account for anomalous diffusion. Functionals of this process are important for practical…

Statistical Mechanics · Physics 2021-11-24 Tridib Sadhu , Kay Jörg Wiese

Levy flights and fractional Brownian motion (fBm) have become exemplars of the heavy tailed jumps and long-ranged memory seen in space physics and elsewhere. Natural time series frequently combine both effects, and Linear Fractional Stable…

Mathematical Physics · Physics 2008-03-20 Nicholas W. Watkins , Daniel Credgington , Raul Sanchez , Sandra C. Chapman

In this paper, we discuss some aspects of the energetics of a quantum Brownian particle placed in a harmonic trap, also known as the dissipative quantum oscillator. Based on the fluctuation-dissipation theorem, we analyze two distinct…

Quantum Physics · Physics 2023-10-06 Aritra Ghosh , Jasleen Kaur , Malay Bandyopadhyay

Surprisingly the looking natural random walk leading to Brownian motion occurs to be often biased in a very subtle way: usually refers to only approximate fulfillment of thermodynamical principles like maximizing uncertainty. Recently, a…

Quantum Physics · Physics 2015-06-03 Jarek Duda

Security of oscillatory true random number generators remains not fully understood due to insufficient understanding of complex $1/f^\alpha$ phase noise. To bridge this gap, we introduce fractional Brownian motion as a comprehensive…

Cryptography and Security · Computer Science 2025-05-30 Maciej Skorski

This article studies typical dynamics and fluctuations for a slow-fast dynamical system perturbed by a small fractional Brownian noise. Based on an ergodic theorem with explicit rates of convergence, which may be of independent interest, we…

Probability · Mathematics 2020-08-20 Solesne Bourguin , Siragan Gailus , Konstantinos Spiliopoulos

Brownian motion is a foundational physical process characterized by a mean squared displacement that scales linearly in time in thermal equilibrium, known as diffusion. At short times, the mean squared displacement becomes ballistic,…

Statistical Mechanics · Physics 2026-02-10 Jason Boynewicz , Michael C. Thumann , Mark G. Raizen

We calculate the effective long-term convective velocity and dispersive motion of an ellipsoidal Brownian particle in three dimensions when it is subjected to a constant external force. This long-term motion results as a "net" average…

Statistical Mechanics · Physics 2018-12-19 Erik Aurell , Stefano Bo , Marcelo Dias , Ralf Eichhorn , Raffaele Marino

We investigate the dynamics of a quantum particle in disordered tight-binding models in one and two dimensions which are exceptions to the common wisdom on Anderson localization, in the sense that the localization length diverges at some…

Disordered Systems and Neural Networks · Physics 2015-03-17 P. L. Krapivsky , J. M. Luck
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