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We study a frequency-dependent damping model of hyper-diffusion within the generalized Langevin equation. The model allows for the colored noise defined by its spectral density, assumed to be proportional to $\omega^{\delta-1}$ at low…

Statistical Mechanics · Physics 2017-04-05 Jia-Ming Zhang , Jing-Dong Bao

The average current of an overdamped Brownian particle moving along the axis of a three-dimensional periodic tube is investigated in the presence of a symmetric potential and a temporally symmetric unbiased external force. Reduction of the…

Statistical Mechanics · Physics 2015-05-20 Bao-quan Ai , Liang-gang Liu

The dynamics of a generic class of scalar active matter exhibiting a diffusivity edge is studied in a confining potential where the amplitude is governed by a time-dependent protocol. For such non-equilibrium systems, the diffusion…

Statistical Mechanics · Physics 2024-04-18 Jonas Berx

For optimizing a non-convex function in finite dimension, a method is to add Brownian noise to a gradient descent, allowing for transitions between basins of attractions of different minimizers. To adapt this for optimization over a space…

Probability · Mathematics 2025-05-13 Pierre Germain , Pierre Monmarché

We study stochastic thermodynamics of a Brownian particle which is subjected to a temperature gradient and is confined by an external potential. We first formulate an over-damped Ito-Langevin theory in terms of local temperature, friction…

Statistical Mechanics · Physics 2024-02-22 Mingnan Ding , Jun Wu , Xiangjun Xing

We consider the motion of an underdamped Brownian particle in a tilted periodic potential in a wide temperature range. Based on the previous data [1] and the new simulation results we show that the underdamped motion of particles in…

Statistical Mechanics · Physics 2013-07-17 I. G. Marchenko , I. I. Marchenko , A. V. Zhiglo

This paper provides information about the asymptotic behavior of a one-dimensional Brownian polymer in random medium represented by a space-time Gaussian field W assumed to be white noise in time and function-valued in space. According to…

Probability · Mathematics 2007-09-12 Sergio De Carvalho Bezerra , Samy Tindel , Frederi Viens

Diffusive scaling of position moments and a central limit theorem are obtained for the mean position of a quantum particle hopping on a cubic lattice and subject to a random potential consisting of a large static part and a small part that…

Mathematical Physics · Physics 2015-12-11 Jeffrey Schenker

A recent experiment [Sadoon AA, Wang Y. 2018 Phys. Rev. E 98, 042411] has revealed that nucleoid associated proteins (i.e., DNA-binding proteins) exhibit highly heterogeneous diffusion processes in bacteria where not only the diffusion…

Statistical Mechanics · Physics 2021-03-09 Yuichi Itto , Christian Beck

Diffusion coefficient usually decreases when friction increases. We analyze the opposite behavior in the paradigmatic system consisting of an inertial Brownian particle moving in a symmetric spatially periodic potential and driven by an…

Statistical Mechanics · Physics 2025-03-31 I. G. Marchenko , I. I. Marchenko , V. Aksenova , J. Łuczka , J. Spiechowicz

We study the motion of an inertial particle in a fractional Gaussian random field. The motion of the particle is described by Newton's second law, where the force is proportional to the difference between a background fluid velocity and the…

Dynamical Systems · Mathematics 2012-03-20 Georg Schöchtel

In the last years, a few experiments in the fields of biological and soft matter physics in colloidal suspensions have reported normal diffusion with a Laplacian probability distribution in the particles displacements (i.e., Brownian yet…

Soft Condensed Matter · Physics 2023-11-22 Francisco E. Alban Chacón , Erick A. Lamilla Rubio , Manuel S. Alvarez Alvarado

We study the diffusive motion of a particle in a subharmonic potential of the form $U(x)=|x|^c$ ($0<c<2$) driven by long-range correlated, stationary fractional Gaussian noise $\xi_{\alpha}(t)$ with $0<\alpha\le2$. In the absence of the…

Statistical Mechanics · Physics 2022-07-13 Tobias Guggenberger , Aleksei V. Chechkin , Ralf Metzler

In this paper we investigate the dynamic properties of the minimal Bell-Lavis (BL) water model and their relation to the thermodynamic anomalies. The Bell-Lavis model is defined on a triangular lattice in which water molecules are…

Statistical Mechanics · Physics 2015-05-19 Marcia M. Szortyka , Carlos E. Fiore , Vera B. Henriques , Marcia C. Barbosa

We investigate the ensemble and time averaged mean squared displacements for particle diffusion in a simple model for disordered media by assuming that the local diffusivity is both fluctuating in time and has a deterministic average growth…

Statistical Mechanics · Physics 2016-10-05 A. G. Cherstvy , R. Metzler

We consider the random walk of a particle in a two-dimensional self-affine random potential of Hurst exponent $H=1/2$ in the presence of an external force $F$. We present numerical results on the statistics of first-passage times that…

Disordered Systems and Neural Networks · Physics 2010-08-31 Cecile Monthus , Thomas Garel

We discuss the dynamics of a Brownian particle under the influence of a spatially periodic noise strength in one dimension using analytical theory and computer simulations. In the absence of a deterministic force, the Langevin equation can…

Statistical Mechanics · Physics 2022-01-28 Davide Breoni , Ralf Blossey , Hartmut Löwen

Sticky Brownian motion is the simplest example of a diffusion process that can spend finite time both in the interior of a domain and on its boundary. It arises in various applications such as in biology, materials science, and finance.…

Numerical Analysis · Mathematics 2020-07-21 Nawaf Bou-Rabee , Miranda Holmes-Cerfon

We investigate collective behavior of a system of two-dimensional interacting Brownian particles in the hydrodynamic regime. By means of the Martin-Siggia-Rose-Jenssen-de Dominicis formalism, we built up a generating functional for…

Statistical Mechanics · Physics 2025-03-10 Nathan O Silvano , Daniel G. Barci

We study the distribution of the mean radial displacement of charges of a 2D one-component plasma in the thermodynamic limit $N\to\infty$ at finite temperature $\beta>0$. We compute explicitly the large deviation functions showing the…

Mathematical Physics · Physics 2015-06-29 Fabio Deelan Cunden , Anna Maltsev , Francesco Mezzadri