Related papers: Brownian Dynamics, Time-averaging and Colored Nois…
We study the energy flow between a one dimensional oscillator and a chaotic system with two degrees of freedom in the weak coupling limit. The oscillator's observables are averaged over an initially microcanonical ensemble of trajectories…
We give an exact solution to the generalized Langevin equation of motion of a charged Brownian particle in a uniform magnetic field that is driven internally by an exponentially-correlated stochastic force. A strong dissipation regime is…
We derive the distribution function of work performed by a harmonic force acting on a uniformly dragged Brownian particle subjected to a rotational torque. Following the Onsager and Machlup's functional integral approach, we obtain the…
Previous years researchers began to simulate open quantum system, taking into account the interaction between system and the environment. One approach to deal with this problem is to use the density matrix within the Liouville-von-Neumann…
Efficiency of a Brownian particle moving along the axis of a three-dimensional asymmetric periodic channel is investigated in the presence of a symmetric unbiased force and a load. Reduction of the spatial dimensionality from two or three…
We study the dynamics of a Brownian particle in Morse potential under thermal fluctuations, modeled by Gaussian white noise whose amplitude depends on absolute temperature. Dynamics of such a particle is investigated by numerically…
We analytically describe the decay to equilibrium of generic observables of a non-integrable system after a perturbation in the form of a random matrix. We further obtain an analytic form for the time-averaged fluctuations of an observable…
We consider a system of globally-coupled phase-only oscillators with distributed intrinsic frequencies and evolving in presence of distributed Gaussian, white noise, namely, a Gaussian, white noise whose strength for every oscillator is a…
The evolution of prices on ideal market is given by geometrical Brownian motion, where Gaussian white noise describes fluctuations. We study the effect of correlations introduced by a color noise.
For the stochastic heat equation with multiplicative noise we consider the problem of estimating the diffusivity parameter in front of the Laplace operator. Based on local observations in space, we first study an estimator that was derived…
An alternative equilibrium stochastic dynamics for a Brownian particle in inhomogeneous space is derived. Such a dynamics can model the motion of a complex molecule in its conformation space when in equilibrium with a uniform heat bath. The…
We present a technique for recovering the spectrum of a non-Markovian bosonic bath and/or non-Markovian noises coupled to an harmonic oscillator. The treatment is valid under the conditions that the environment is large and hot compared to…
We investigate the macroscopic behavior of the disordered harmonic chain of oscillators, through energy diffusion. The Hamiltonian dynamics of the system is perturbed by a degenerate conservative noise. After rescaling space and time…
Einstein realised that the fluctuations of a Brownian particle can be used to ascertain properties of its environment. A large number of experiments have since exploited the Brownian motion of colloidal particles for studies of dissipative…
In this work, we study a system of passive Brownian (non-self-propelled) particles in two dimensions, interacting only through a social-like force (velocity alignment in this case) that resembles Kuramoto's coupling among phase oscillators.…
Previous works have shown that time asymmetric forcing on the one hand, as well as non-Gaussian noises on the other, can separately enhance the efficiency and current of a Brownian motor. Here, we study the result of subjecting a Brownian…
We study experimentally and numerically the dynamics of colloidal beads confined by a harmonic potential in a bath of swimming E. coli bacteria. The resulting dynamics is well approximated by a Langevin equation for an overdamped oscillator…
We obtain exact results on autocorrelation of the order parameter in the nonequilibrium stationary state of a paradigmatic model of spontaneous collective synchronization, the Kuramoto model of coupled oscillators, evolving in presence of…
A quantum dynamical model of two interacting spins, with chaotic and regular components, is investigated using a finite two-particles symmetrized basis. Chaotic eigenstates give rise to an equilibrium occupation number distribution in close…
We present a study of the escape time from a metastable state of an overdamped Brownian particle, in the presence of colored noise generated by Ornstein-Uhlenbeck process. We analyze the role of the correlation time on the enhancement of…