Related papers: Brownian Dynamics, Time-averaging and Colored Nois…
In this study, we investigate the behavior of free inertial Active Brownian Particles (ABP) in the presence of thermal noise. While finding a closed-form solution for the joint distribution of positions, orientations, and velocities using…
We study the statistical properties of the time-averaged mean-square displacements (TAMSD). This is a standard non-local quadratic functional for inferring the diffusion coefficient from an individual random trajectory of a diffusing tracer…
Using the Onsager-Machlup functional integral approach, we obtain the work distribution function and the distribution of the dissipated heat of a Brownian particle subjected to a confining harmonic potential and an oscillatory driving…
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 properties of the thermal force driving micron particles in incompressible fluids are studied within the hydrodynamic theory of the Brownian motion. It is shown that the assumption used for the hydrodynamic Langevin equation in its…
We investigate the behavior of dissipative particle dynamics (DPD) with time-correlated random noise. A new stochastic force for DPD is proposed which consists of a random force whose noise has an algebraic correlation proportional to 1/t…
Recently, many interesting features of the hydrodynamically coupled motions of the Brownian particles in a viscous fluid have been reported which are impossible for the uncoupled motions of the similar particles. However, it is expected…
This paper discusses the fractional diffusion equation forced by a tempered fractional Gaussian noise. The fractional diffusion equation governs the probability density function of the subordinated killed Brownian motion. The tempered…
In this work, we investigate the multimode Brownian oscillators in nonequilibrium scenarios with multiple reservoirs at different temperatures. For this purpose, an algebraic method is proposed. This approach gives the exact time-local…
The in-in formalism and its influence functional generalization are widely used to describe the out-of-equilibrium dynamics of unitary and open quantum systems, respectively. In this paper, we build on these techniques to develop an…
Nonlinear stochastic differential equations generating signals with 1/f spectrum have been used so far to describe socio-economical systems. In this paper we consider the motion of a Brownian particle in an inhomogeneous environment such…
By virtue of the thermal entangled states representation of density operator and using dissipative interaction picture we solve the master equation of a driven damped harmonic oscillator in a squeezed bath. We show that the essential part…
The Brownian dynamics of the density operator for a quantum system interacting with a classical heat bath is described using a stochastic, non-linear Liouville equation obtained from a variational principle. The environment's degrees of…
We consider an open (Brownian) classical harmonic oscillator in contact with a non-Markovian thermal bath and described by the generalized Langevin equation. When the bath's spectrum has a finite upper cutoff frequency, the oscillator may…
In this article, we study the hyperbolic Anderson model in dimension 1, driven by a time-independent rough noise, i.e. the noise associated with the fractional Brownian motion of Hurst index $H \in (1/4,1/2)$. We prove that, with…
We provide a comprehensive analysis of the positional dynamics and average thermodynamics of an overdamped Brownian particle subject to both, harmonic confinement and annealed disorder due to a temporarily fluctuating trap stiffness. We…
A parameter estimation problem is considered for a one-dimensional stochastic wave equation driven by additive space-time Gaussian white noise. The estimator is of spectral type and utilizes a finite number of the spatial Fourier…
The infinitesimal generator (fractional Laplacian) of a process obtained by subordinating a killed Brownian motion catches the power-law attenuation of wave propagation. This paper studies the numerical schemes for the stochastic wave…
We study the diffusive dynamics of a Brownian particle in proximity of a flat surface under non-equilibrium conditions, which are created by an anisotropic thermal environment with different temperatures being active along distinct spatial…
The asymptotic behavior of a nonlinear oscillator subject to a multiplicative Ornstein-Uhlenbeck noise is investigated. When the dynamics is expressed in terms of energy-angle coordinates, it is observed that the angle is a fast variable as…