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In vivo measurements of the passive movements of biomolecules or vesicles in cells consistently report ''anomalous diffusion'', where mean-squared displacements scale as a power law of time with exponent $\alpha< 1$ (subdiffusion). While…

Quantitative Methods · Quantitative Biology 2014-01-27 Hugues Berry , Hugues Chaté

We investigate the splitting probability of a monitored continuous-time quantum walk with two targets and show that, in stark contrast to a classical random walk, it exhibits a nonanalytic, phase-transition-like behavior controlled by the…

Statistical Mechanics · Physics 2026-01-23 Prashant Singh , David A. Kessler , Eli Barkai

Fractional Brownian motion is a Gaussian stochastic process with stationary, long-time correlated increments and is frequently used to model anomalous diffusion processes. We study numerically fractional Brownian motion confined to a finite…

Statistical Mechanics · Physics 2019-03-22 T. Guggenberger , G. Pagnini , T. Vojta , R. Metzler

We investigate the absorption of diffusing molecules in a fluid-filled spherical beaker that contains many small reactive traps. The molecules are absorbed either by hitting a trap or by escaping via the beaker walls. In the physical…

Statistical Mechanics · Physics 2018-01-17 P. L. Krapivsky , S. Redner

We investigate a two-dimensional system of active particles confined to a narrow annular domain. Despite the absence of explicit interactions among the velocities or the active forces of different particles, the system displays a transition…

Statistical Mechanics · Physics 2022-03-15 Lorenzo Caprini , Claudio Maggi , Umberto Marini Bettolo Marconi

Variational perturbation theory is used to determine the decay rates of metastable states across a cubic barrier of arbitrary height. For high barriers, a variational resummation procedure is applied to the complex energy eigenvalues…

Quantum Physics · Physics 2016-08-15 H. Kleinert , I. Mustapic

A confined system of non-interacting electrons, subject to the combined effect of a time-dependent potential and different external chemical-potentials, is considered. The current flowing through such a system is obtained for arbitrary…

Mesoscale and Nanoscale Physics · Physics 2009-11-07 O. Entin-Wohlman , A. Aharony , Y. Levinson

It is well known that on long time scales the behaviour of tracer particles diffusing in a cellular flow is effectively that of a Brownian motion. This paper studies the behaviour on "intermediate" time scales before diffusion sets in.…

Analysis of PDEs · Mathematics 2016-09-09 Gautam Iyer , Alexei Novikov

We explore the archetype problem of an escape dynamics occurring in a symmetric double well potential when the Brownian particle is driven by {\it white L\'evy noise} in a dynamical regime where inertial effects can safely be neglected. The…

Statistical Mechanics · Physics 2009-11-11 B. Dybiec E. Gudowska-Nowak P. Hänggi

The average current of an overdamped Brownian particle moving along the axis of a three-dimensional periodic tube is investigated in the presence of a symmetric potential and a temporally symmetric unbiased external force. Reduction of the…

Statistical Mechanics · Physics 2015-05-20 Bao-quan Ai , Liang-gang Liu

We consider the scaling behavior of the range and $p$-multiple range, that is the number of points visited and the number of points visited exactly $p\geq 1$ times, of simple random walk on ${\mathbb Z}^d$, for dimensions $d\geq 2$, up to…

Probability · Mathematics 2020-03-25 Thomas Doehrman , Sunder Sethuraman , Shankar C. Venkataramani

Brownian fluctuations arise for any quantity that depends on the stochastic variables of a Brownian particle. In this study, we explore the Brownian fluctuations of a bidimensional quadratic potential that exhibits two regimes: a confining…

Statistical Mechanics · Physics 2024-08-01 Pedro B. Melo , Pedro V. Paraguassú , Eduardo S. Nascimento , Welles A. M. Morgado

Stochastic motion of particles in a highly unstable potential generates a number of diverging trajectories leading to undefined statistical moments of the particle position. This makes experiments challenging and breaks down a standard…

We study metastable behaviour in systems of weakly interacting Brownian particles with localised, attractive potentials which are smooth and globally bounded. In this particular setting, numerical evidence suggests that the particles…

Probability · Mathematics 2025-02-19 Zachary P. Adams , Maximilian Engel , Rishabh S. Gvalani

Recent studies suggest that non-cooperative behavior such as cannibalism may also be a driving mechanism of collective motion. Motivated by these novel results we introduce a simple model of Brownian particles interacting by pursuit and…

Statistical Mechanics · Physics 2009-11-13 Pawel Romanczuk , Iain D. Couzin , Lutz Schimansky-Geier

We study dynamics of a classical particle in a one-dimensional potential, which is composed of two periodic components, that are time-independent, have equal amplitudes and periodicities. One of them is externally driven by a random force…

Statistical Mechanics · Physics 2007-05-23 G. Oshanin , J. Klafter , M. Urbakh

Let $B=(B_t)_{t\geq 0}$ be a standard Brownian motion. The main objective is to find a uniform (in time) control of the modulus of continuity of $B$ in the spirit of what appears in (Kurtz, 1978). More precisely, it involves the control of…

Probability · Mathematics 2025-07-22 Julien Chevallier

The concept of entropy has been pivotal in the formulation of thermodynamics. For systems driven away from thermal equilibrium, a comparable role is played by entropy production and dissipation. Here we provide a comprehensive picture how…

Soft Condensed Matter · Physics 2025-05-15 Robin Bebon , Joshua F. Robinson , Thomas Speck

Systems switching between different dynamical phases is an ubiquitous phenomenon. The general understanding of such a process is limited. To this end, we present a general expression that captures fluctuations of a system exhibiting a…

Statistical Mechanics · Physics 2024-12-05 Ion Santra , Kristian Stølevik Olsen , Deepak Gupta

The one-dimensional overdamped Brownian motion in a symmetric periodic potential modulated by external time-reversible noise is analyzed. The calculation of the effective diffusion coefficient is reduced to the mean first passage time…

Statistical Mechanics · Physics 2009-11-11 Bernardo Spagnolo , Alexander Dubkov