Related papers: Functionals of the Brownian motion, localization a…
Three-dimensional (3D) metals/semimetals under magnetic field have an instability toward a density wave (DW) ordering which breaks a translational symmetry along the field direction. Effective boson models for the DW phases take forms of XY…
In this work, we study the dynamics of a single active Brownian particle, as well as the collective behavior of interacting active Brownian particles, in a fluctuating heterogeneous environment. We employ a variant of the diffusing…
We study the Brownian motion of a charged test particle driven by quantum electromagnetic fluctuations in the vacuum region near a non-dispersive and non-absorbing dielectric half-space and calculate the mean squared fluctuations in the…
We present the results of a numerical investigation of charged-particle transport across a synthesized magnetic configuration composed of a constant homogeneous background field and a multiscale perturbation component simulating an effect…
This is the second part of our survey on exponential functionals of Brownian motion. We focus on the applications of the results about the distributions of the exponential functionals, which have been discussed in the first part. Pricing…
The energy partitioning during activation and relaxation events under steady-state conditions for a Brownian particle driven by multiple thermal reservoirs of different local temperatures is investigated. Specifically, we apply the…
Fractional Brownian motion (FBM), a non-Markovian self-similar Gaussian stochastic process with long-ranged correlations, represents a widely applied, paradigmatic mathematical model of anomalous diffusion. We report the results of…
A particle subjected to a fluctuating force originated from its interaction with an external quantum system undergoes quantum Brownian motion. This phenomenon is investigated in detail for the case of a particle confined by a harmonic…
Brownian motion of an array of harmonically coupled particles subject to a periodic substrate potential and driven by an external bias is investigated. In the linear response limit (small bias), the coupling between particles may enhance…
In this paper, we discuss the transport phenomena of electromagnetic waves in a two-dimensional random system which is composed of arrays of electrical dipoles, following the model presented earlier by Erdogan, et al. (J. Opt. Soc. Am. B…
We study the diffusive motion of a particle in a subharmonic potential of the form $U(x)=|x|^c$ ($0<c<2$) driven by long-range correlated, stationary fractional Gaussian noise $\xi_{\alpha}(t)$ with $0<\alpha\le2$. In the absence of the…
We study quantum Brownian motion (QBM) models for a particle in a dissipative environment coupled to a periodic potential. We review QBM for a particle in a one-dimensional periodic potential and extend the study to that for a particle in…
The dynamics of two Brownian particles trapped by two neighboring harmonic potentials in a linear shear flow is investigated. The positional correlation functions in this system are calculated analytically and analyzed as a function of the…
We prove that probability laws of certain multidimensional semimartingales which includes time-inhomogenous diffusions, under suitable assumptions, satisfy Quadratic Transportation Cost Inequality under the uniform metric. From this we…
We study the long-time behavior of underdamped Brownian particle moving through a viscous medium and in a systematic potential, when it is subjected to a space-dependent high-frequency periodic force. When the frequency is very large, much…
We analyze the rectified motion of a Brownian particle in a confined environment. We show the emergence of strong cooperativity between the inherent rectification of the ratchet mechanism and the entropic bias of the fluctuations caused by…
We study the motion of an inertial particle in a fractional Gaussian random field. The motion of the particle is described by Newton's second law, where the force is proportional to the difference between a background fluid velocity and the…
We investigate the stochastic dynamics of one sedimenting active Brownian particle in three dimensions under the influence of gravity and passive fluctuations in the translational and rotational motion. We present an analytical solution of…
We consider a generic system operating under non-equilibrium conditions. Explicitly, we consider an inertial classical Brownian particle dwelling a periodic structure with a spatially broken reflection symmetry. The particle is coupled to a…
We investigate piecewise-linear stochastic models as with regards to the probability distribution of functionals of the stochastic processes, a question which occurs frequently in large deviation theory. The functionals that we are looking…