Related papers: Functionals of the Brownian motion, localization a…
Functionals of Brownian/non-Brownian motions have diverse applications and attracted a lot of interest of scientists. This paper focuses on deriving the forward and backward fractional Feynman-Kac equations describing the distribution of…
The indefinite integral of the homogenized Ornstein-Uhlenbeck process is a well-known model for physical Brownian motion, modelling the behaviour of an object subject to random impulses [L. S. Ornstein, G. E. Uhlenbeck: On the theory of…
The dynamics of a tracer molecule near a fluid membrane is investigated, with particular emphasis given to the interplay between the instantaneous position of the particle and membrane fluctuations. It is found that hydrodynamic…
In stochastic thermodynamics, significant attention has been given to studying the statistical behavior of thermodynamic quantities such as heat and work. However, fluctuations in other quantities, such as kinetic energy and internal…
We study how the spectral properties of resonance fluorescence propagate through a two-atom system. Within the weak-driving-field approximation we find that, as we go from one atom to the next, the power spectrum exhibits both sub-natural…
We study the dynamics of overdamped Brownian particles interacting through soft pairwise potentials on a comb-like structure. Within the linearized Dean-Kawasaki framework, we characterize the particle density fluctuations by computing…
The problem of a bouncing ball on a non-planar surface is investigated. We discovered that surface undulation adds a horizontal component to the impact force, which acquires a random character. Some aspects of Brownian motion are found in…
We consider exponential functionals of a multi-dimensional Brownian motion with drift, defined via a collection of linear functionals. We give a characterization of the Laplace transform of their joint law as the unique bounded solution, up…
We study spectral properties of the Fokker-Planck operator that represents particles moving via a combination of diffusion and advection in a time-independent random velocity field, presenting in detail work outlined elsewhere [J. T.…
The directed transport of an overdamped Brownian motor moving in a spatially periodic potential that lacks reflection symmetry (i.e. a ratchet potential) is studied when driven by thermal and dichotomic nonequilibrium noise in the presence…
We develop the kinetic theory of the flux-carrying Brownian motion recently introduced in the context of open quantum systems. This model constitutes an effective description of two-dimensional dissipative particles violating both…
This paper investigates the relationship between the geometric properties of a domain and the diffusion dynamics of Brownian motion, with a specific focus on the phenomenon of "trapping" in terms of the behavior of stochastic processes.
We consider the motion of a quantum particle whose position is measured in random places at random moments in time. We show that a freely moving particle measured in this way undergoes superdiffusion, while a charged particle moving in a…
A system reservoir model, where the associated reservoir is modulated by an external colored random force, is proposed to study the transport of an overdamped Brownian particle in a periodic potential. We then derive the analytical…
We numerically investigate the diffusive behavior of active Brownian particles in a two-dimensional confined channel filled with soft obstacles, whose softness is controlled by a parameter $K$. Here, active particles are subjected to…
Transport phenomena in spatially periodic systems far from thermal equilibrium are considered. The main emphasize is put on directed transport in so-called Brownian motors (ratchets), i.e. a dissipative dynamics in the presence of thermal…
In the paper by Franosch et al., Nature 478, 85 (2011), the positional fluctuations of Brownian microspheres in fluids were studied by confining the particles in an optical trap. Experimental access to short timescales has revealed a…
The paper studies the overdamped motion of Brownian particles in a tilted sawtooth potential. The dependencies of the diffusion coefficient and coherence level of Brownian transport on temperature, tilting force, and the shape of the…
We study a model of Brownian particles which are pumped with energy by means of a non-linear friction function, for which different types are discussed. A suitable expression for a non-linear, velocity-dependent friction function is derived…
We consider multi-dimensional Schr\"odinger operators with a weak random perturbation distributed in the cells of some periodic lattice. In every cell the perturbation is described by the translate of a fixed abstract operator depending on…