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A Brownian particle with diffusion coefficient $D$ is confined to a bounded domain of volume $V$ in $\rR^3$ by a reflecting boundary, except for a small absorbing window. The mean time to absorption diverges as the window shrinks, thus…

Mathematical Physics · Physics 2007-05-23 A. Singer , Z. Schuss , D. Holcman , R. S. Eisenberg

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 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…

Statistical Mechanics · Physics 2025-06-17 Feng Huang , Hanshuang Chen

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

The escape rate of a Brownian particle over a potential barrier is accurately described by the Kramers theory. A quantitative theory explicitly taking the activity of Brownian particles into account has been lacking due to the inherently…

Soft Condensed Matter · Physics 2017-02-01 A. Sharma , R. Wittmann , J. M. Brader

The out-of-equilibrium character of active particles, responsible for accumulation at boundaries in confining domains, determines not-trivial effects when considering escape processes. Non-monotonous behavior of exit times with respect to…

Soft Condensed Matter · Physics 2024-05-29 Luca Angelani

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…

We study the norm of the two-dimensional Brownian motion conditioned to stay outside the unit disk at all times. By conditioning the process is changed from barely recurrent to slightly transient. We obtain sharp results on the rate of…

Probability · Mathematics 2021-11-01 Orphée Collin , Francis Comets

The nonintegrable Hamiltonian dynamics of particles placed in a symmetric, spatially periodic potential and subjected to a periodically varying field is explored. Such systems can exhibit a rich diversity of unusual transport features. In…

Chaotic Dynamics · Physics 2008-07-10 D. Hennig , L. Schimansky-Geier , P. Hänggi

A new universal {\it empirical} function that depends on a single critical exponent (acceleration exponent) is proposed to describe the scaling behavior in a dissipative kicked rotator. The scaling formalism is used to describe two regimes…

Chaotic Dynamics · Physics 2015-05-27 Diego F. M. Oliveira , Marko Robnik , Edson D. Leonel

A particle moves randomly over the integer points of the real line. Jumps of the particle outside the membrane (a fixed "locally perturbating set") are i.i.d., have zero mean and finite variance, whereas jumps of the particle from the…

Probability · Mathematics 2015-04-28 Alexander Iksanov , Andrey Pilipenko

Escape of active agents from metastable states is of great interest in statistical and biological physics. In this study, we investigate the escape of a flexible active ring, composed of active Brownian particles, from a flat attractive…

Soft Condensed Matter · Physics 2024-08-21 Bin Tang , Jin-cheng Gao , Kang Chen , Tian Hui Zhang , Wen-de Tian

We explore the dependence of the thermally activated barrier crossing rate on various model parameters for a dimer that undergoes a Brownian motion on a piecewise linear bistable potential employing the method of adiabatic elimination of…

Statistical Mechanics · Physics 2014-07-15 Mesfin Asfaw

We evaluate the steady-state distribution and escape rate for an Active Ornstein-Uhlenbeck Particle (AOUP) using methods from the theory of large deviations. The calculation is carried out both for small and large memory times of the active…

Statistical Mechanics · Physics 2022-08-31 Eric Woillez , Yariv Kafri , Vivien Lecomte

We calculate the exact asymptotic survival probability, Q, of a one-dimensional Brownian particle, initially located located at the point x in (-L,L), in the presence of two moving absorbing boundaries located at \pm(L+ct). The result is…

Statistical Mechanics · Physics 2015-06-25 Alan J. Bray , Richard Smith

We consider a reduced two-channel model of an atom consisting of a quantum dot coupled to an open scattering channel described by a three-dimensional Laplacian. We are interested in the survival probability of a bound state when the dot…

Mathematical Physics · Physics 2018-08-29 Horia D. Cornean , Arne Jensen , Hans Konrad Knörr , Gheorghe Nenciu

We develop a quantum Smoluchowski equation in terms of a true probability distribution function to describe quantum Brownian motion in configuration space in large friction limit at arbitrary temperature and derive the rate of barrier…

Condensed Matter · Physics 2009-11-07 Dhruba Banerjee , Bidhan Chandra Bag , Suman Kumar Banik , Deb Shankar Ray

The problems of escape from metastable state in randomly flipping potential and of diffusion in fast fluctuating periodic potentials are considered. For the overdamped Brownian particle moving in a piecewise linear dichotomously fluctuating…

Statistical Mechanics · Physics 2009-11-10 Bernardo Spagnolo , Alexander A. Dubkov , Nikolay V. Agudov

Consider the radial projection onto the unit sphere of the path a d-dimensional Brownian motion W, started at the center of the sphere and run for unit time. Given the occupation measure mu of this projected path, what can be said about the…

Probability · Mathematics 2007-05-23 Robin Pemantle , Yuval Peres , Jim Pitman , Marc Yor

The paper addresses Brownian motion in the logarithmic potential with time-dependent strength, $U(x,t) = g(t) \log(x)$, subject to the absorbing boundary at the origin of coordinates. Such model can represent kinetics of…

Statistical Mechanics · Physics 2015-09-29 Artem Ryabov , Ekaterina Berestneva , Viktor Holubec