Related papers: Brownian Dynamics, Time-averaging and Colored Nois…
Rotating equilibrated systems are widespread, but relatively little attention has been devoted to studying them from the first principles of statistical mechanics. We fill this gap by studying a Brownian particle coupled with a thermal bath…
We investigate the effect of time-correlated noise on the phase fluctuations of nonlinear oscillators. The analysis is based on a methodology that transforms a system subject to colored noise, modeled as an Ornstein-Uhlenbeck process, into…
We provide insights into energetics of a Brownian oscillator in contact with a heat bath and driven by an external unbiased time-periodic force that takes the system out of thermodynamic equilibrium. Solving the corresponding Langevin…
We consider a two-dimensional model system of Brownian particles in which slow particles are accelerated while fast particles are damped. The motion of the individual particles are described by a Langevin equation with Rayleigh-Helmholtz…
In this article, we consider the stochastic wave and heat equations driven by a Gaussian noise which is spatially homogeneous and behaves in time like a fractional Brownian motion with Hurst index $H>1/2$. The solutions of these equations…
We investigate the impact of noise on a two-dimensional simple paradigmatic piecewise-smooth dynamical system. For that purpose we consider the motion of a particle subjected to dry friction and coloured noise. The finite correlation time…
A harmonic oscillator under influence of the noise is a basic model of various physical phenomena. Under Gaussian white noise the position and velocity of the oscillator are independent random variables which are distributed according to…
The time evolution of a Gaussian density matrix of a one dimensional particle, generated by a quadratic, ${\cal O}(\partial_t^2)$ effective Lagrangian, describing a harmonic potential, a friction force and decoherence, is studied within the…
We present a theory for the description of energy relaxation in a nonequilibrium condensate of bosonic particles. The approach is based on coupling to a thermal bath of other particles (e.g., phonons in a crystal, or noncondensed atoms in a…
We present a numerical method that consistently implements thermal fluctuations and hydrodynamic interactions to the motion of Brownian particles dispersed in incompressible host fluids. In this method, the thermal fluctuations are…
We consider the motion of a particle governed by a weakly random Hamiltonian flow. We identify temporal and spatial scales on which the particle trajectory converges to a spatial Brownian motion. The main technical issue in the proof is to…
The aim of this paper is to study the $d$-dimensional stochastic heat equation with a multiplicative Gaussian noise which is white in space and it has the covariance of a fractional Brownian motion with Hurst parameter $% H\in (0,1)$ in…
This paper considers the motion of an object subjected to dry friction and an external random force. The objective is to characterize the role of the correlation time of the external random force. We develop efficient stochastic simulation…
Statistical properties of Brownian motion that arise by analyzing, separately, trajectories over which the system energy increases (upside) or decreases (downside) with respect to a threshold energy level, are derived. This selective…
Assuming an effective quadratic Hamiltonian, we derive an approximate, linear stochastic equation of motion for the density-fluctuations in liquids, composed of overdamped Brownian particles. From this approach, time dependent two point…
We investigate the dynamics of single microparticles immersed in water that are driven out of equilibrium in the presence of an additional external colored noise. As a case study, we trap a single polystyrene particle in water with optical…
Brownian motion (BM) is pivotal in natural science for the stochastic motion of microscopic droplets. In this study, we investigate BM driven by thermal composition noise at sub-micro scales, where inter-molecular diffusion and surface…
This paper attempts to find a probability distribution for the white noise (rapidly fluctuating unbalanced force) in the Langevin Equation. Unbalanced force is the resultant impulse provided to the brownian particle by the colliding fluid…
The first-passage-time distribution of a leaky integrate-and-fire neuron driven by a characteristically coloured noise is approximated by matching a transient and a steady-state solution of the membrane voltage distribution. These…
In many instances, the dynamical richness and complexity observed in natural phenomena can be related to stochastic drives influencing their temporal evolution. For example, random noise allied to spatial asymmetries may induce…