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We investigate the stochastic dynamics of an active particle moving at a constant speed under the influence of a fluctuating torque. In our model the angular velocity is generated by a constant torque and random fluctuations described as a…

Statistical Mechanics · Physics 2017-01-04 Joerg Noetel , Igor M. Sokolov , Lutz Schimansky-Geier

Non-equilibrium noise is characterized as noise realizations where external agitations disrupt the harmonic equilibrium of Brownian motion. Excitations in a particle's random walk into a so-called L\'evy flight changes the distribution of…

Statistical Mechanics · Physics 2024-06-25 Noah M. MacKay

A Brownian particle with diffusion coefficient $D$ is confined to a bounded domain of volume $V$ in $\rR^3$ by a reflecting boundary, except for a small absorbing window. The mean time to absorption diverges as the window shrinks, thus…

Mathematical Physics · Physics 2007-05-23 A. Singer , Z. Schuss , D. Holcman , R. S. Eisenberg

The analysis of noise-induced escape in populations of bistable elements is challenging, because nonlinearity, coupling, and noise all play essential roles. We show that the interplay of these three factors yields three qualitatively…

Adaptation and Self-Organizing Systems · Physics 2026-03-06 Hidemasa Ishii , Hiroshi Kori

The mean first-passage time (MFPT) for a Brownian particle to surmount a potential barrier of height $\Delta U$ is a fundamental quantity governing a wide array of physical and chemical processes. According to the Arrhenius Law, the MFPT…

Statistical Mechanics · Physics 2025-11-24 Vishwajeet Kumar , Ohad Shpielberg , Arnab Pal

We study transport of an inertial Brownian particle moving in a symmetric and periodic one-dimensional potential, and subjected to both a symmetric, unbiased external harmonic force as well as biased dichotomic noise $\eta(t)$ also known as…

Statistical Mechanics · Physics 2016-06-22 J. Spiechowicz , J. Luczka , L. Machura

We present an analytic study for subdiffusive escape of overdamped particles out of a cusp-shaped parabolic potential well which are driven by thermal, fractional Gaussian noise with a $1/\omega^{1-\alpha}$ power spectrum. This…

Statistical Mechanics · Physics 2011-11-09 I. Goychuk , P. Hanggi

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…

Statistical Mechanics · Physics 2015-05-14 Alessandro Fiasconaro , Bernardo Spagnolo

Based on a system-reservoir model, where the reservoir is driven by an external stationary, Gaussian noise with arbitrary decaying correlation function, we study the escape rate from a metastable state in the energy diffusion regime. For…

Chemical Physics · Physics 2009-11-11 Jyotipratim Ray Chaudhuri , Debashis Barik , Suman Kumar Banik

The time-dependent barrier passage of an anomalous system-reservoir coupling non-equilibrium open environment is studied where the heat bath is modulated by an external noise. The time-dependent barrier passing probability is obtained…

Chemical Physics · Physics 2012-09-11 Chun-Yang Wang , Jun Huang

The overdamped motion of a Brownian particle in randomly switching piece-wise metastable linear potential shows noise enhanced stability (NES): the noise stabilizes the metastable system and the system remains in this state for a longer…

Statistical Mechanics · Physics 2009-11-10 B. Spagnolo , A. A. Dubkov , N. V. Agudov

Anomalous diffusion and L\'evy flights, which are characterized by the occurrence of random discrete jumps of all scales, have been observed in a plethora of natural and engineered systems, ranging from the motion of molecules to climate…

Dynamical Systems · Mathematics 2023-09-04 Chunxi Jiao , Georg A. Gottwald

Dynamical systems driven by a general L\'evy stable noise are considered. The inertia is included and the noise, represented by a generalised Ornstein-Uhlenbeck process, has a finite relaxation time. A general linear problem (the additive…

Statistical Mechanics · Physics 2012-02-15 Tomasz Srokowski

We study the generic problem of the escape of a classical particle over a fluctuating barrier under the influence of non-Gaussian noise mimicking the effects of not-fully equilibrated bath. Our attention focuses on the effect of the stable…

Statistical Mechanics · Physics 2009-11-10 Bartlomiej Dybiec , Ewa Gudowska-Nowak

We study the trajectories followed by a particle subjected to weak noise when escaping from the domain of attraction of a stable fixed point. If detailed balance is absent, a _focus_ may occur along the most probable exit path, leading to a…

chao-dyn · Physics 2008-02-03 Robert S. Maier , Daniel L. Stein

We study the exit problem of solutions of the stochastic differential equation dX(t)=-U'(X(t))dt+epsilon dL(t) from bounded or unbounded intervals which contain the unique asymptotically stable critical point of the deterministic dynamical…

Probability · Mathematics 2007-05-23 Peter Imkeller , Ilya Pavlyukevich

First passage time experiments were used to explore the effects of low amplitude noise as a source of accelerated phase space diffusion in two-dimensional Hamiltonian systems, and these effects were then compared with the effects of…

Astrophysics · Physics 2009-10-31 Ilya V. Pogorelov , Henry E. Kandrup

Levy walk (LW) process has been used as a simple model for describing anomalous diffusion in which the mean squared displacement of the walker grows non-linearly with time in contrast to the diffusive motion described by simple random walks…

Statistical Mechanics · Physics 2021-10-27 Santanu Das , Anupam Kundu

We study the Brownian motion of a classical particle in one-dimensional inhomogeneous environments where the transition probabilities follow quasiperiodic or aperiodic distributions. Exploiting an exact correspondence with the…

Statistical Mechanics · Physics 2009-10-31 F. Igloi , L. Turban , H. Rieger

A dynamical system driven by non-Gaussian L\'evy noises of small intensity is considered. The first exit time of solution orbits from a bounded neighborhood of an attracting equilibrium state is estimated. For a class of non-Gaussian L\'evy…

Dynamical Systems · Mathematics 2008-08-08 Zhihui Yang , Jinqiao Duan