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Fractional Brownian motion is a Gaussian stochastic process with stationary, long-time correlated increments and is frequently used to model anomalous diffusion processes. We study numerically fractional Brownian motion confined to a finite…

Statistical Mechanics · Physics 2019-03-22 T. Guggenberger , G. Pagnini , T. Vojta , R. Metzler

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…

Soft Condensed Matter · Physics 2009-11-10 E. Heinsalu , R. Tammelo , T. Ord

We study transport of an inertial Brownian particle moving in a symmetric and periodic one-dimensional potential, and subjected to both a symmetric, unbiased external harmonic force as well as biased dichotomic noise $\eta(t)$ also known as…

Statistical Mechanics · Physics 2016-06-22 J. Spiechowicz , J. Luczka , L. Machura

We study the motion of Brownian particle in modulated media in the strong damping limit by using {\em toy model}, with special emphasis on the transition from localise to diffusive behavior. By using model potential we have seen the…

Statistical Mechanics · Physics 2007-05-23 Himadri S. Samanta

We present mathematically rigorous expressions for the residence-time and first-passage-time distributions of a periodically forced Brownian particle in a bistable potential. For a broad range of forcing frequencies and amplitudes, the…

Disordered Systems and Neural Networks · Physics 2007-05-23 Nils Berglund , Barbara Gentz

Based on analytical and numerical calculations we study the dynamics of an overdamped colloidal particle moving in two dimensions under time-delayed, non-linear feedback control. Specifically, the particle is subject to a force derived from…

Soft Condensed Matter · Physics 2025-03-07 Robin A. Kopp , Sabine H. L. Klapp

The transport phenomenon (movement and diffusion) of inertia Brownian particles in a periodic potential with non-Gaussian noise is investigated. It is found that proper noise intensity Q will promote particles directional movement(or…

Statistical Mechanics · Physics 2019-02-20 Bing Wang , Xiaoxiao Zhang , Yajuan Sun , Zhongwei Qu , Xuechao Li

To address the dynamics of a Brownian particle on a periodic symmetric substrate under high-frequency periodic forcing with a vanishing time average, we construct an effective Langevin dynamics by invoking Kapitza-Landau time window. Our…

We investigate an intermittent stochastic process, in which the diffusive motion with time-dependent diffusion coefficient $D(t)\sim t^{\alpha-1}$, $\alpha>0$ (scaled Brownian motion), is stochastically reset to its initial position and…

Statistical Mechanics · Physics 2019-07-24 Anna S. Bodrova , Aleksei V. Chechkin , Igor M. Sokolov

We study a Brownian particle diffusing under a time-modulated stochastic resetting mechanism to a fixed position. The rate of resetting r(t) is a function of the time t since the last reset event. We derive a sufficient condition on r(t)…

Statistical Mechanics · Physics 2016-05-18 Arnab Pal , Anupam Kundu , Martin R. Evans

We study the non-equilibrium steady states and first passage properties of a Brownian particle with position $X$ subject to an external confining potential of the form $V(X)=\mu|X|$, and that is switched on and off stochastically. Applying…

Statistical Mechanics · Physics 2020-11-11 Gabriel Mercado-Vásquez , Denis Boyer , Satya N. Majumdar , Grégory Schehr

Diffusive transport of particles or, more generally, small objects is a ubiquitous feature of physical and chemical reaction systems. In configurations containing confining walls or constrictions transport is controlled both by the…

Statistical Mechanics · Physics 2009-01-22 P. Sekhar Burada , Peter Hanggi , Fabio Marchesoni , Gerhard Schmid , Peter Talkner

Transport of point-size Brownian particles under the influence of a constant and uniform force field through a three-dimensional channel with smoothly varying periodic cross-section is investigated. Here, we employ an asymptotic analysis in…

Statistical Mechanics · Physics 2011-07-14 Steffen Martens , Gerhard Schmid , Lutz Schimansky-Geier , Peter Hänggi

The effect of a constant applied external force, induced for instance by an electric or gravitational field, on the dispersion of Brownian particles in periodic media with spatially varying diffusivity, and thus mobility, is studied. We…

Statistical Mechanics · Physics 2015-07-17 Thomas Guérin , David S Dean

We calculate the probability distribution function (PDF) of an overdamped Brownian particle moving in a periodic potential energy landscape $U(x)$. The PDF is found by solving the corresponding Smoluchowski diffusion equation. We derive the…

Statistical Mechanics · Physics 2018-11-21 Matan Sivan , Oded Farago

We investigate the transport of Brownian particles in a two-dimensional potential under the action of a uniform external force. The potential is periodic in one direction and confines the particle to a narrow channel of varying…

Statistical Mechanics · Physics 2016-05-04 Xinli Wang , German Drazer

We study the noise induced transport of an overdamped Brownian particle in frictional ratchet systems in the presence of external Gaussian white noise fluctuations. The analytical expressions for current and diffusion coefficient are…

Statistical Mechanics · Physics 2007-05-23 Raishma Krishnan , Debasis Dan , A. M. Jayannavar

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…

Statistical Mechanics · Physics 2025-04-24 Sang Yang , Juyuan Sun , Guangcan Guo , Ming Gong

We study biased, diffusive transport of Brownian particles through narrow, spatially periodic structures in which the motion is constrained in lateral directions. The problem is analyzed under the perspective of the Fick-Jacobs equation…

Statistical Mechanics · Physics 2007-07-10 P. S. Burada , G. Schmid , D. Reguera , J. M. Rubi , P. Hanggi

Giant diffusion, where the diffusion coefficient of a Brownian particle in a periodic potential with an external force is significantly enhanced by the external force, is a non-trivial non-equilibrium phenomenon. We propose a simple…

Statistical Mechanics · Physics 2025-06-17 Kento Iida , Andreas Dechant , Takuma Akimoto