Related papers: Brownian Dynamics, Time-averaging and Colored Nois…
We study the Brownian dynamics of a solid particle on a vibrating solid surface. Phenomenologically, the interaction between the two solid surfaces is modeled by solid friction, and the Gaussian white noise models the vibration of the solid…
Quantum dynamics of a damped harmonic oscillator has been extensively studied since the sixties of the last century. Here, with a distinct tool termed the ``group-theoretical characteristic function" (GCF), we investigate analytically how a…
An explicit demonstration is given of a harmonic oscillator in equilibrium approaching the equilibrium of a corresponding interacting system by coupling it to a thermal bath consisting of a continuum of harmonic oscillators.
This paper develops further the semi-classical theory of an harmonic oscillator acted on by a Gaussian white noise force discussed in (arXiv:1508.02379). Here I add to that theory the effects of Brownian damping (friction). Albeit…
Dynamical random walk of classical particle in thermodynamically equilibrium fluctuating medium, - Gaussian random potential field, - is considered in the framework of explicit stochastic representation of deterministic interactions. We…
We analyze the dynamics of particles in two dimensions with constant speed and a stochastic switching angle dynamics defined by a correlated dichotomous Markov process (telegraph noise) plus Gaussian white noise. We study various cases of…
We present a method to numerically add thermal noise to the equations of motion for a circuit of Josephson junctions. A new noise term, which we call "linearly interpolated Gaussian noise," replaces the usual white noise process. It…
The relativistic generalization of the Brownian motion is discussed. We show that the transformation property of the noise term is determined by requiring for the equilibrium distribution function to be Lorentz invariant, such as the…
We review equilibrium properties for the dynamics of a single particle evolving in a visco--elastic medium under the effect of hydrodynamic backflow which includes added mass and Basset force. Arbitrary equilibrium forces acting upon the…
One of the key hallmarks of dense active matter in the liquid, supercooled, and solid phases is so-called equal-time velocity correlations. Crucially, these correlations can emerge spontaneously, i.e., they require no explicit alignment…
Based on a coherent state representation of noise operator and an ensemble averaging procedure we have recently developed [Phys. Rev. E {\bf 65}, 021109 (2002); {\it ibid.} 051106 (2002)] a scheme for quantum Brownian motion to derive the…
A novel representation of functions, called generalized Taylor form, is applied to the filtering of white noise processes. It is shown that every Gaussian colored noise can be expressed as the output of a set of linear fractional stochastic…
In this paper, a generalized Brownian motion model has been applied to describe the relative particle dispersion problem in more realistic turbulent flows. The fluctuating pressure forces acting on a fluid particle are taken to be a colored…
The initial-boundary value problem for an infinite one-dimensional chain of harmonic oscillators on the half-line is considered. The large time asymptotic behavior of solutions is studied. The initial data of the system are supposed to be a…
We study the dissipative quantum harmonic oscillator with general non-thermal preparations of the harmonic oscillator bath. The focus is on equilibration of the oscillator in the long-time limit and the additional requirements for…
We derive the exact action for a damped mechanical system ( and the special case of the linear oscillator) from the path integral formulation of the quantum Brownian motion problem developed by Schwinger and by Feynman and Vernon. The…
In this article, we consider the stochastic wave equation in spatial dimension $d=1$, with linear term $\sigma(u)=u$ multiplying the noise. This equation is driven by a Gaussian noise which is white in time and fractional in space with…
We consider the problem of computing energy distribution of inner harmonic oscillations of a nanoparticle in its phase space, when the particle moves in a medium in heat equilibrium under certain temperature. It is assumed that the particle…
We consider a charged Brownian gas under the influence of external and non uniform electric, magnetic and mechanical fields, immersed in a non uniform bath temperature. With the collision time as an expansion parameter, we study the…
We describe a new technique to estimate the mean square velocity of a Brownian particle from time series of the position of the particle sampled at frequencies several orders of magnitude smaller than the momentum relaxation frequency. We…