Related papers: Aging properties of an anomalously diffusing parti…
We investigate both analytically and by computer simulations the ensemble averaged, time averaged, non-ergodic, and ageing properties of massive particles diffusing in a medium with a time dependent diffusivity. We call this stochastic…
We analyze the dynamics of particles in two dimensions with constant speed and a stochastic switching angle dynamics defined by a correlated dichotomous Markov process (telegraph noise) plus Gaussian white noise. We study various cases of…
A two dimensional self-gravitating Hamiltonian model made by $N$ fully-coupled classical particles exhibits a transition from a collapsing phase (CP) at low energy to a homogeneous phase (HP) at high energy. From a dynamical point of view,…
The time-asymptotic behavior of undamped, nonlinear oscillators with a random frequency is investigated analytically and numerically. We find that averaged quantities of physical interest, such as the oscillator's mechanical energy,…
Anomalous diffusion is discussed in the context of quantum Brownian motion with colored noise. It is shown that earlier results follow simply and directly from the fluctuation-dissipation theorem. The limits on the long-time dependence of…
Stochastic processes driven by stationary fractional Gaussian noise, that is, fractional Brownian motion and fractional Langevin equation motion, are usually considered to be ergodic in the sense that, after an algebraic relaxation, time…
We analyse the aging dynamics of the one-dimensional Fredrickson-Andersen (FA) model in the nonequilibrium regime following a low temperature quench. Relaxation then effectively proceeds via diffusion limited pair coagulation (DLPC) of…
The nonexponential relaxation and aging inherent to complex dynamics manifested in a wide variety of dissipative systems is analyzed through a model of diffusion in phase space in the presence of a nonconservative force. The action of this…
We consider Langevin equation with dichotomously fluctuating diffusivity, where the diffusion coefficient changes dichotomously in time, in order to study fluctuations of time-averaged observables in temporary heterogeneous diffusion…
We study the dynamics of Brownian particles in a heterogeneous one-dimensional medium with a spatially-dependent diffusion coefficient of the form $D(x)\sim |x|^c$, at constant temperature. The particle's probability distribution function…
The two-time correlation function of the displacement of a free quantum Brownian particle with respect to its position at a given time is calculated analytically in the framework of the Caldeira and Leggett ohmic dissipation model (linear…
We study Fluctuation Relations (FRs) for dynamics that are anomalous, in the sense that the diffusive properties strongly deviate from the ones of standard Brownian motion. We first briefly review the concept of transient work FRs for…
A Langevin equation is suggested to describe a system driven by correlated Gaussian white noise as well as with positive and negative damping demarcated by a critical velocity. The equation can be transformed into the Fokker-Planck equation…
The friction coefficient of a particle can depend on its position as it does when the particle is near a wall. We formulate the dynamics of particles with such state-dependent friction coefficients in terms of a general Langevin equation…
In the past few years systems with slow dynamics have attracted considerable theoretical and experimental interest. Ageing phenomena are observed during this ever-lasting non-equilibrium evolution. A simple instance of such a behaviour is…
The aging effects of a 'diffusing glass', a single elastic string diffusing in a two-dimensional disordered media assisted by thermal noise are studied by Monte Carlo (MC) simulations. We find for the first time convincing numerical…
We investigate the stochastic dynamics of an active particle moving at a constant speed under the influence of a fluctuating torque. In our model the angular velocity is generated by a constant torque and random fluctuations described as a…
The aging dynamics and the fluctuation-dissipation relation between the spontaneous diffusion induced by a random noise and the drift motion induced by a small stirring force are numerically investigated in a 3D schematic model of…
We discuss the dynamics of a Brownian particle under the influence of a spatially periodic noise strength in one dimension using analytical theory and computer simulations. In the absence of a deterministic force, the Langevin equation can…
We study the nonequilibrium aging dynamics in a system of quasi-hard spheres at large density by means of computer simulations. We find that, after a sudden quench to large density, the relaxation time initially increases exponentially with…