Related papers: Residence Time Statistics for Normal and Fractiona…
In this paper the solutions $u_{\nu}=u_{\nu}(x,t)$ to fractional diffusion equations of order $0<\nu \leq 2$ are analyzed and interpreted as densities of the composition of various types of stochastic processes. For the fractional equations…
The Fokker-Planck equation for the probability $f(r,t)$ to find a random walker at position $r$ at time $t$ is derived for the case that the the probability to make jumps depends nonlinearly on $f(r,t)$. The result is a generalized form of…
We investigate the Brownian diffusion of particles in one spatial dimension and in the presence of finite regions within which particles can either evaporate or be reset to a given location. For open boundary conditions, we highlight the…
We investigate occupation time statistics for random walks on a comb with ramified teeth. This is achieved through the relation between the occupation time and the first passage times. Statistics of occupation times in half space follows…
We consider a Markovian jumping process which is defined in terms of the jump-size distribution and the waiting-time distribution with a position-dependent frequency, in the diffusion limit. We assume the power-law form for the frequency.…
We study spectral properties of the Fokker-Planck operator that describes particles diffusing in a quenched random velocity field. This random operator is non-Hermitian and has eigenvalues occupying a finite area in the complex plane. We…
Fractional Brownian motion is a generalised Gaussian diffusive process that is found to describe numerous stochastic phenomena in physics and biology. Here we introduce a multi-dimensional fractional Brownian motion (FBM) defined as a…
We investigate the overdamped Langevin motion for particles in a potential well that is asymptotically flat. When the potential well is deep compared to temperature, physical observables like the mean square displacement are essentially…
A structure of generator of a quantum dynamical semigroup for the dynamics of a test particle interacting through collisions with the environment is considered, which has been obtained from a microphysical model. The related master-equation…
Anomalous diffusion has been widely observed by single particle tracking microscopy in complex systems such as biological cells. The resulting time series are usually evaluated in terms of time averages. Often anomalous diffusion is…
Single particle tracking has become a standard tool to investigate diffusive properties, especially in small systems such as biological cells. Usually the resulting time series are analyzed in terms of time averages over individual…
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…
Fractional Brownian motion, a stochastic process with long-time correlations between its increments, is a prototypical model for anomalous diffusion. We analyze fractional Brownian motion in the presence of a reflecting wall by means of…
We analyze the escape of Brownian particles over potential barriers using the Fokker-Planck equation in a similar way to that of Chandrasekhar (Rev. Modern Phys., 1943), deriving a formula for the particle deposition velocity to a surface…
We establish limit theorems for the fluctuations of the rescaled occupation time of a $(d,\alpha,\beta)$-branching particle system. It consists of particles moving according to a symmetric $\alpha$-stable motion in $\mathbb{R}^d$. The…
In this paper, we consider an opioid epidemic dynamical model with random perturbation that typically describes the interplay between regular prescription use, addictive use, and the process of rehabilitation from addiction and vice-versa.…
Non-equilibrium fluctuations of various stochastic variables, such as work and entropy production, have been widely discussed recently in the context of large deviations, cumulants and fluctuation relations. Typically, one looks at the…
We investigate the dynamics of a run-and-tumble particle in a double-well potential and demonstrate that, in stark contrast to Brownian particles, active dynamics can lead to strong ergodicity breaking. When the barrier height exceeds a…
We study the Brownian motion of a particle in a bounded circular 2-dimensional domain, in search for a stationary target on the boundary of the domain. The process switches between two modes: one where it performs a two-dimensional…
We study the statistical properties of overdamped particles driven by two cross-correlated multiplicative Gaussian white noises in a time-dependent environment. Using the Langevin and Fokker-Planck approaches, we derive the exact…