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It is well known that path probabilities of Brownian motion correspond to the equilibrium configurational probabilities of flexible Gaussian polymers, while those of active Brownian motion correspond to in-extensible semiflexible polymers.…

Statistical Mechanics · Physics 2020-12-14 Amir Shee , Abhishek Dhar , Debasish Chaudhuri

A possible mechanism leading to anomalous diffusion is the presence of long-range correlations in time between the displacements of the particles. Fractional Brownian motion, a non-Markovian self-similar Gaussian process with stationary…

Statistical Mechanics · Physics 2019-04-03 Alexander H O Wada , Alex Warhover , Thomas Vojta

For the KPZ equation on a torus with a $1+1$ spacetime white noise, it was shown in \cite{GK21,ADYGTK22} that the height function satisfies a central limit theorem, and the variance can be written as the expectation of an exponential…

Probability · Mathematics 2024-06-24 Yu Gu , Tomasz Komorowski

Given a Brownian Motion $W$, in this paper we study the asymptotic behavior, as $\eps \to 0$, of the quadratic covariation between $f (\eps W)$ and $W$ in the case in which $f$ is not smooth. Among the main features discovered is that the…

Probability · Mathematics 2014-06-24 Sergio A. Almada Monter

We investigate the extreme value statistics of a one-dimensional Brownian motion (with the diffusion constant $D$) during a time interval $\left[0, t \right]$ in the presence of a reflective boundary at the origin, starting from a positive…

Statistical Mechanics · Physics 2024-01-26 Feng Huang , Hanshuang Chen

The second quantization of a real massless scalar field in the presence of a material medium described by a Drude-like susceptibility is here examined in a 1+1 dimensional model. The modified vacuum fluctuations of this field imprint…

Quantum Physics · Physics 2023-01-20 C. C. H. Ribeiro , V. A. De Lorenci

The nonequilibrium structural and dynamical properties of semiflexible active polar polymers subject to linear flow are studied by numerical simulations. Filaments are confined in two dimensions and immersed in a fluid described by the…

Soft Condensed Matter · Physics 2026-04-23 A. Lamura , R. G. Winkler

We consider a general discrete model for heterogeneous semiflexible polymer chains. Both the thermal noise and the inhomogeneous character of the chain (the disorder) are modeled in terms of random rotations. We focus on the quenched…

Probability · Mathematics 2008-12-20 Francesco Caravenna , Giambattista Giacomin , Massimiliano Gubinelli

We study a model of directed polymers in random environment in dimension $1+d$, given by a Brownian motion in a Poissonian potential. We study the effect of the density and the strength of inhomogeneities, respectively the intensity…

Probability · Mathematics 2016-01-25 Francis Comets , Nobuo Yoshida

We consider a one-dimensional directed polymer in a random potential which is characterized by the Gaussian statistics with the finite size local correlations. It is shown that the well-known Kardar's solution obtained originally for a…

Statistical Mechanics · Physics 2009-10-30 S. E. Korshunov , Vik. S. Dotsenko

We consider a polymer of length $N$ translocating through a narrow pore in the absence of external fields. Characterization of its purportedly anomalous dynamics has so far remained incomplete. We show that the polymer dynamics is anomalous…

Soft Condensed Matter · Physics 2007-10-08 Debabrata Panja , Gerard T. Barkema , Robin C. Ball

Fractional Brownian motion is a Gaussian stochastic process with long-range correlations in time; it has been shown to be a useful model of anomalous diffusion. Here, we investigate the effects of mutual interactions in an ensemble of…

Statistical Mechanics · Physics 2025-09-15 Jonathan House , Rashad Bakhshizada , Skirmantas Janušonis , Ralf Metzler , Thomas Vojta

Anomalous diffusion is predicted for Brownian particles in inhomogeneous viscosity landscapes by means of scaling arguments, which are substantiated through numerical simulations. Analytical solutions of the related Fokker-Planck equation…

We consider the long-time behavior of a diffusion process on $\mathbb{R}^d$ advected by a stationary random vector field which is assumed to be divergence-free, dihedrally symmetric in law and have a log-correlated potential. A special case…

Probability · Mathematics 2024-09-19 Scott Armstrong , Ahmed Bou-Rabee , Tuomo Kuusi

Very recent experiments have discovered that localized light in strongly absorbing media displays intriguing diffusive phenomena. Here we develop a first-principles theory of light propagation in open media with arbitrary absorption…

Optics · Physics 2013-10-30 Li-Yi Zhao , Chu-Shun Tian , Zhao-Qing Zhang , Xiang-Dong Zhang

Overdamped Brownian motion of a self-propelled particle is studied by solving the Langevin equation analytically. On top of translational and rotational diffusion, in the context of the presented model, the "active" particle is driven along…

Soft Condensed Matter · Physics 2013-05-15 Borge ten Hagen , Sven van Teeffelen , Hartmut Löwen

The transport phenomenon (movement and diffusion) of inertia Brownian particles in a periodic potential with non-Gaussian noise is investigated. It is found that proper noise intensity Q will promote particles directional movement(or…

Statistical Mechanics · Physics 2019-02-20 Bing Wang , Xiaoxiao Zhang , Yajuan Sun , Zhongwei Qu , Xuechao Li

We study the dynamics of an active Brownian particle with a nonlinear friction function located in a spatial cubic potential. For strong but finite damping, the escape rate of the particle over the spatial potential barrier shows a…

Statistical Mechanics · Physics 2012-04-02 P. S. Burada , B. Lindner

In the first paper of this series, I investigated whether a wavefunction model of a heavy particle and a collection of light particles might generate "Brownian-Motion-Like" trajectories of the heavy particle. I concluded that it was…

Quantum Physics · Physics 2023-08-04 W. David Wick

It is well known that on long time scales the behaviour of tracer particles diffusing in a cellular flow is effectively that of a Brownian motion. This paper studies the behaviour on "intermediate" time scales before diffusion sets in.…

Analysis of PDEs · Mathematics 2016-09-09 Gautam Iyer , Alexei Novikov