Related papers: Minimal Brownian Ratchet: An Exactly Solvable Mode…
Consider the motion of a Brownian particle in two or more dimensions, whose coordinate processes are standard Brownian motions with zero drift initially, and then at some random/unobservable time, one of the coordinate processes gets a…
We present an exact solution for one-dimensional overdamped dynamics near a hard wall, allowing us to connect steady-state distributions under confinement with the extreme value statistics of unconfined stochastic processes. This mapping…
We address a general optimal switching problem over finite horizon for a stochastic system described by a differential equation driven by Brownian motion. The main novelty is the fact that we allow for infinitely many modes (or regimes,…
We show by numerical simulations that a non rotationally symmetric body, whose orientation is fixed and whose center of mass can only slide along a rectilinear guide, under the effect of inelastic collisions with a surrounding gas of…
Considering the paradigmatic driven Brownian motion, we perform extensive numerical analysis on the performance of optimal linear-response processes far from equilibrium. We focus on the overdamped regime where exact optimal processes are…
We show that directed ratchet transport of a driven overdamped Brownian particle subjected to a spatially periodic and symmetric potential can be reliably controlled by tailoring a biharmonic temporal force, in coherence with the…
We study pathwise approximation of scalar stochastic differential equations at a single point. We provide the exact rate of convergence of the minimal errors that can be achieved by arbitrary numerical methods that are based (in a…
We study the least-energy way to reshape a probability distribution when motion is constrained to a horizontal bundle, that is, optimal transport and distribution steering in sub-Riemannian geometry, motivated by density control over…
A fully reconfigurable two-dimensional (2D) rocking ratchet system created with holographic optical micromanipulation is presented. We can generate optical potentials with the geometry of any Bravais lattice in 2D and introduce a spatial…
Let $B=(B_t)_{t\in {\mathbb{R}}}$ be a two-sided standard Brownian motion. An unbiased shift of $B$ is a random time $T$, which is a measurable function of $B$, such that $(B_{T+t}-B_T)_{t\in {\mathbb{R}}}$ is a Brownian motion independent…
A ratchet model for coupled Brownian motors, inspired by the motion of individual two-headed molecular motors on cytoskeletal filaments, is proposed. Such motors are modeled as two elastically coupled Brownian particles, each of which moves…
A model of Brownian particles with the ability to take up energy from the environment, to store it in an internal depot, and to convert internal energy into kinetic energy of motion, is discussed. The general dynamics outlined in Sect. 2 is…
This paper deals with the balanced truncation model reduction of discrete-time, linear time-varying, heterogeneous subsystems interconnected over finite arbitrary directed graphs. The information transfer between the subsystems is subject…
This article establishes cutoff convergence or abrupt convergence of three statistical quantities for multivariate (Hurwitz) stable geometric Brownian motion: the autocorrelation function, the Wasserstein distance between the current state…
This paper establishes the averaging method to a coupled system consisting of two stochastic differential equations which has a slow component driven by fractional Brownian motion (FBM) with less regularity $1/3< H \leq 1/2$ and a fast…
The directed transport of Brownian particles requires a system with an asymmetry and with non-equilibrium noise. We here investigate numerically alternative ways of fulfilling these requirements for a two-state Brownian motor, realised with…
We study the problem of minimising the connection time between non-equilibrium steady states of the Brownian Gyrator. This is a paradigmatic model in non-equilibrium statistical mechanics, an overdamped Brownian particle trapped in a…
We study the asymptotic behaviour, in the small noise limit, of stochastic travelling wave solutions to reaction-diffusion equations perturbed by Wright-Fisher noise. Such equations are predicted to display three distinct responses to noise…
In systems possessing spatial or dynamical symmetry breaking, Brownian motion combined with symmetric external input signals, deterministic or random, alike, can assist directed motion of particles at the submicron scales. In such cases,…
An unbiased shift of the two-sided Brownian motion $(B_t \colon t\in{\mathbb R})$ is a random time $T$ such that $(B_{T+t} \colon t\in{\mathbb R})$ is still a two-sided Brownian motion. Given a pair $\mu, \nu$ of orthogonal probability…