Related papers: Synchronized First-Passages in a Double-Well Syste…
Numerical simulations are conducted to analyze flow characteristics around two tandem sharp-edged cylinders with cross sections of square (b*1 = 1) for the upstream cylinder and rectangle (b*2) for the downstream cylinder (b* = b/a, where a…
We investigate the properties of hysteresis cycles produced by a one-dimensional, periodically forced Langevin equation. We show that depending on amplitude and frequency of the forcing and on noise intensity, there are three qualitatively…
We study the coherent nonlinear tunneling dynamics of a binary mixture of Bose-Einstein condensates in a double-well potential. We demonstrate the existence of a new type of mode associated with the "swapping" of the two species in the two…
The synchrony and variability have been discussed of the coupled Langevin model subjected to spatially correlated additive and multiplicative noise. We have employed numerical simulations and the analytical augmented-moment method which is…
We investigate the escape behavior of systems governed by the one-dimensional nonlinear diffusion equation $\partial_t \rho = \partial_x[\partial_x U\rho] + D\partial^2_x \rho^\nu$, where the potential of the drift, $U(x)$, presents a…
Nonlinear stochastic differential equations generating signals with 1/f spectrum have been used so far to describe socio-economical systems. In this paper we consider the motion of a Brownian particle in an inhomogeneous environment such…
The combination of linear and nonlinear potentials, both shaped as a single well, enables competition between the confinement and expulsion induced by the former and latter potentials, respectively. We demonstrate that this setting leads to…
We measured the power spectrum and two-point correlation function for the randomly fluctuating free surface on the downstream side of a stationary flow with a maximum Froude number $F_{\rm max} \approx 0.85$ reached above a localised…
We establish asymptotic upper and lower bounds for the Wasserstein distance of any order $p\ge 1$ between the empirical measure of a fractional Brownian motion on a flat torus and the uniform Lebesgue measure. Our inequalities reveal an…
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…
We investigate the distribution of work performed on a Brownian particle in a time-dependent asymmetric potential well. The potential has a harmonic component with time-dependent force constant and a time-independent logarithmic barrier at…
We present a novel computational method of first-passage times between a starting site and a target site of regular bounded lattices. We derive accurate expressions for all the moments of this first-passage time, validated by numerical…
We study a one-dimensional anisotropic exclusion process describing particles injected at the origin, moving to the right on a chain of $L$ sites and being removed at the (right) boundary. We construct the steady state and compute the…
Using a simple model for nonlinear Landau-Zener tunneling between two energy bands of a Bose-Einstein condensate in a periodic potential, we find that the tunneling rates for the two directions of tunneling are not the same. Tunneling from…
We consider the thermally activated escape of an overdamped Brownian particle over a potential barrier in the presence of periodic driving. A time-dependent path-integral formalism is developed which allows us to derive asymptotically exact…
The relationship between anomalous superdiffusive behavior and particle trapping probability is analyzed on a rocking ratchet potential with spatially correlated weak disorder. The trapping probability density is shown, analytically and…
We derive the probability density function of the positive occupation time of one-dimensional Brownian motion with two-valued drift. Long time asymptotics of the density are also computed. We use the result to describe the transitional…
The stationary background flow in the spherically symmetric infall of a compressible fluid, coupled to the space-time defined by the static Schwarzschild metric, has been subjected to linearized perturbations. The perturbative procedure is…
A rapidly increasing number of systems is identified in which the stochastic motion of tracer particles follows the Brownian law $\langle\mathbf{r}^2(t) \rangle\simeq Dt$ yet the distribution of particle displacements is strongly…
This paper considers the class of L\'evy processes that can be written as a Brownian motion time changed by an independent L\'evy subordinator. Examples in this class include the variance gamma model, the normal inverse Gaussian model, and…