Related papers: Functionals of the Brownian motion, localization a…
The fluctuation-dissipation theorem is a central theorem in nonequilibrium statistical mechanics by which the evolution of velocity fluctuations of the Brownian particle under a fluctuating environment is intimately related to its…
We study the anomalous transport in systems of random walks (RW's) on comb-like lattices with fractal sidebranches, showing subdiffusion, and in a system of Brownian particles driven by a random shear along the x-direction, showing a…
Overdamped Brownian motion of a self-propelled particle is studied by solving the Langevin equation analytically. On top of translational and rotational diffusion, in the context of the presented model, the "active" particle is driven along…
We consider an electrically charged particle on the Euclidean plane subjected to a perpendicular magnetic field which depends only on one of the two Cartesian co-ordinates. For such a ``unidirectionally constant'' magnetic field (UMF),…
We derive a quantum master equation from first principles to describe friction in one dimensional, collisional Brownian motion. We are the first to avoid an ill-defined square of the Dirac delta function by using localized wave packets…
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,…
Diffusion and rectification of Brownian particles powered by a rotating wheel are numerically investigated in a two-dimensional channel. The nonequilibrium driving comes from the rotating wheel, which can break thermodynamical equilibrium…
We study the large fluctuations of the work injected by the random force into a Brownian particle under the action of a confining harmonic potential. In particular, we compute analytically the rate function for generic uncorrelated initial…
The transport of a dimer, consisting of two Brownian particles bounded by a harmonic potential, moving on a periodic substrate is investigated both numerically and analytically. The mobility and diffusion of the dimer center of mass present…
Brownian motion in one or more dimensions is extensively used as a stochastic process to model natural and engineering signals, as well as financial data. Most works dealing with multidimensional Brownian motion consider the different…
Transport properties of a two-band system with spectral nodes are studied in the presence of random scattering. Starting from a Grassmann functional integral, we derive a bosonic representation that is based on random phase fluctuations.…
We consider a two dimensional semiconductor with carriers subject to spin-orbit interactions and scattered by randomly distributed magnetic impurities. We solve the time-dependent Schroedinger equation to investigate the relationship…
We study impact of inertia on directed transport of a Brownian particle under non-equilibrium conditions: the particle moves in a one-dimensional periodic and symmetric potential, is driven by both an unbiased time-periodic force and a…
We show that the Brownian motion on the complex full flag manifold can be represented by a matrix-valued diffusion obtained from the unitary Brownian motion. This representation actually leads to an explicit formula for the characteristic…
In this Letter, we clarify the physical origin of effective transport in periodic and tilted periodic systems. When Brownian dynamics is examined on the scale of a single period, the particle displacement admits a natural separation into a…
We derive the probability density function of the positive occupation time of one-dimensional Brownian motion with two-valued drift. Long time asymptotics of the density are also computed. We use the result to describe the transitional…
We discuss the random motion of charged test particles driven by quantum electromagnetic fluctuations at finite temperature in both the unbounded flat space and flat spacetime with a reflecting boundary and calculate the mean squared…
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 use a simple model of particle shape to investigate how particle asymmetry affects particle-surface interaction, orientation, and stochastic dynamics over a planar surface. With this geometric model, we construct potential energy curves…
We consider a Brownian particle moving on a ring. We study the probability distributions of the total number of turns and the net number of counter-clockwise turns the particle makes till time t. Using a method based on the renewal…