Related papers: Structure of Stochastic Dynamics near Fixed Points
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 consider a tracer particle performing a random walk on a two-dimensional lattice in the presence of immobile hard obstacles. Starting from equilibrium, a constant force pulling on the particle is switched on, driving the system to a new…
Stochastic mechanics is based on the hypothesis that all matter is subject to universal modified Brownian motion. In this report, we calculated probability density distributions using concepts of stochastic mechanics independent of…
Motion under stochastic resetting serves to model a myriad of processes in physics and beyond, but in most cases studied to date resetting to the origin was assumed to take zero time or a time decoupled from the spatial position at the…
The stochastic dynamics of an active particle undergoing a constant speed and additionally driven by an overall fluctuating torque is investigated. The random torque forces are expressed by a stochastic differential equation for the angular…
We introduce a description of the collective transverse dynamics of charged (proton) beams in the stability regime by suitable classical stochastic fluctuations. In this scheme, the collective beam dynamics is described by time--reversal…
The inelastic Boltzmann equation for a granular gas is applied to spatially inhomogeneous states close to the uniform shear flow. A normal solution is obtained via a Chapman-Enskog-like expansion around a local shear flow distribution. The…
Simulation and experimental studies have demonstrated non-equilibrium ordering in driven colloidal suspensions: with increasing driving force, a uniform colloidal mixture transforms into a locally demixed state characterized by the lane…
The path probability of a particle undergoing stochastic motion is studied by the use of functional technique, and the general formula is derived for the path probability distribution functional. The probability of finding paths inside a…
The dynamics of a tagged particle immersed in a fluid of particles of the same size but different mass is studied when the system is confined between two hard parallel plates separated a distance smaller than twice the diameter of the…
We study a generalization of the Brownian bridge as a stochastic process that models the position and velocity of inertial particles between the two end-points of a time interval. The particles experience random acceleration and are assumed…
Diffusion with stochastic resetting, instantaneous returns of a diffusing particle to a reference point, creates a stationary probability distribution. The paradigm is extended here to a doubly stochastic protocol in which the resetting…
A stationary distribution function that describes the entire processes of propagation of relativistic particles, including the transition between the ballistic and diffusion regimes, is obtained. The spacial component of the constructed…
Proceeding from the concept of rational expectations, a new dynamic model of supply and demand in a single market with one supplier, one buyer, and one kind of commodity is developed. Unlike the cob-web dynamic theories with adaptive…
The consequences of discrete particle noise for a system possessing a possibly unstable collective mode are discussed. It is argued that a zonostrophic instability (of homogeneous turbulence to the formation of zonal flows) occurs just…
Returning a system to a desired state under a force field involves a thermodynamic cost, i.e., {\it work}. This cost fluctuates for a small-scale system from one experimental realization to another. We introduce a general framework to…
We study here the steady state attained in a granular gas of inelastic rough spheres that is subject to a spatially uniform random volume force. The stochastic force has the form of the so-called white noise and acts by adding impulse to…
The theory of the effect of external fluctuation force on the stability and spatial distribution of mutually interacting and slowly evaporating charged drops, levitated in an electrodynamic balance, is presented using classical…
We investigate the incremental stability properties of It\^o stochastic dynamical systems. Specifically, we derive a stochastic version of nonlinear contraction theory that provides a bound on the mean square distance between any two…
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…