Related papers: Brownian Functionals in Physics and Computer Scien…
Inertial effects in fluctuations of the work to sustain a system in a nonequilibrium steady state are discussed for a dragged massive Brownian particle model using a path integral approach. We calculate the work distribution function in the…
Brownian motion in periodic potentials has been widely investigated in statistical physics and related interdisciplinary fields. In the overdamped regime, it has been well-known that the diffusion constant $D^*$ is given by the…
This paper is a companion to 'Quantum Diffusion with Drift and the Einstein Relation I' (jointly submitted to arXiv). Its purpose is to describe and prove a certain number of technical results used in 'Quantum Diffusion with Drift and the…
In the first part of these short lecture notes, we will present an introduction on (auto-)correlation functions and linear-response functions in the language of a physicist. In particular, the fluctuation-dissipation theorem in classical…
We describe generalized Brownian motion related to parabolic equation systems from a logical point of view, i.e., as a generalization of Anderson's random walk. The connection to classical spaces is based on the Loeb measure. It seems that…
Quantum Brownian motion in a periodic cosine potential is studied and a simple estimate of the tunneling effect is obtained in the frames of a quasi-equilibrium semiclassical approach. It is shown that the latter is applicable for heavy…
We introduce fractional Brownian motion processes (fBm) as an alternative model for the turbulent index of refraction. These processes allow to reconstruct most of the refractive index properties, but they are not differentiable. We…
We present a field theoretic approach to capture the motion of a particle with dry friction for one- and two-dimensional diffusive particles, and further expand the framework for two-dimensional active Brownian particles. Starting with the…
This article discusses the numerical result predicted by the quantum Langevin equation of the generalized diffusion function of a Brownian particle immersed in an Ohmic quantum bath of harmonic oscillators. The time dependence of the…
The diffusion of chiral active Brownian particles in three-dimensional space is studied analytically, by consideration of the corresponding Fokker-Planck equation for the probability density of finding a particle at position…
Renewal theory is finding increasing applications in non-equilibrium statistical physics. One example relates the probability density and survival probability of a Brownian particle or an active run-and-tumble particle with stochastic…
Stimulated by experimental progress in high energy physics and astrophysics, the unification of relativistic and stochastic concepts has re-attracted considerable interest during the past decade. Focusing on the framework of special…
Quantum Brownian motion in the strong friction limit is studied based on the exact path integral formulation of dissipative systems. In this limit the time-nonlocal reduced dynamics can be cast into an effective equation of motion, the…
We investigate the impact of intermittent energy injections on a Brownian particle, modeled as stochastic renewals of its kinetic energy to a fixed value. Between renewals, the particle follows standard underdamped Langevin dynamics. For…
We develop a general framework for response theory in diffusion processes governed by Fokker-Planck equations, based on the notion of the Dissipation Function. Using the analytically solvable Brownian oscillator model, we derive exact…
Using simple kinematical arguments, we derive the Fokker-Planck equation for diffusion processes in curved spacetimes. In the case of Brownian motion, it coincides with Eckart's relativistic heat equation (albeit in a simpler form), and…
We try to clarify what are the genuine quantal effects that are associated with generalized Brownian Motion (BM). All the quantal effects that are associated with the Zwanzig-Feynman-Vernon-Caldeira-Leggett model are (formally) a solution…
We construct a two-dimensional diffusion process with rank-dependent local drift and dispersion coefficients, and with a full range of patterns of behavior upon collision that range from totally frictionless interaction, to elastic…
In classical statistical mechanics, the partition function is defined in phase space. We extend this concept to quantum statistical mechanics using Bohmian trajectories. The quantum partition function in phase space captures the ensemble of…
The first half of this chapter describes the development in mathematical models of Brownian motion after Einstein's seminal papers and current applications to optical tweezers. This instrument of choice among single-molecule biophysicists…