Related papers: Superdiffusive behavior for a Brownian polymer in …
We calculate exactly the velocity and diffusion constant of a microscopic stochastic model of $N$ evolving particles which can be described by a noisy traveling wave equation with a noise of order $N^{-1/2}$. Our model can be viewed as the…
The effective diffusion of Brownian particles in periodic potential has been a central topic in nonequilibrium statistical physcis. A classical result is the Lifson formula which provides the effective diffusion constant in periodic…
We study analytically and numerically the problem of a nonlinear mechanical oscillator with additive noise in the absence of damping. We show that the amplitude, the velocity and the energy of the oscillator grow algebraically with time.…
The standard diffusive spreading, characterized by a Gaussian distribution with mean square displacement that grows linearly with time, can break down, for instance, under the presence of correlations and heterogeneity. In this work, we…
The model of Brownian Percolation has been introduced as an approximation of discrete last-passage percolation models close to the axis. It allowed to compute some explicit limits and prove fluctuation theorems for these, based on the…
Classical diffusion in a random medium involves an exponential functional of Brownian motion. This functional also appears in the study of Brownian diffusion on a Riemann surface of constant negative curvature. We analyse in detail this…
We reassess the "dispersionless transport regime" of Brownian particles in tilted periodic potentials. We show that the particles exhibit normal diffusive motion right after transitioning into the running state dragged by the constant bias…
In this paper, we investigate the microscopic dynamics of a polymer of length $N$ translocating through a narrow pore. Characterization of its purportedly anomalous dynamics has so far remained incomplete. We show that the polymer dynamics…
As an unusual type of anomalous diffusion behavior, (transient) superballistic transport is not well understood but it has been experimentally observed recently. We here calculate the white noise effect (in Markov approximation) on the…
We consider an active Brownian particle moving in a disordered two-dimensional energy or motility landscape. The averaged mean-square-displacement (MSD) of the particle is calculated analytically within a systematic short-time expansion. As…
The molecular motion in heterogeneous media displays anomalous diffusion by the mean-squared displacement $\langle X^2(t) \rangle = 2 D t^\alpha$. Motivated by experiments reporting populations of the anomalous diffusion parameters $\alpha$…
The propagation of light in a scattering medium is described as the motion of a special kind of a Brownian particle on which the fluctuating forces act only perpendicular to its velocity. This enforces strictly and dynamically the…
We reveal the mechanism of subdiffusion which emerges in a straightforward, one dimensional classical nonequilibrium dynamics of a Brownian ratchet driven by both a time-periodic force and Gaussian white noise. In a tailored parameter set…
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…
In dimensions 3 or larger, it is a classical fact that the directed polymer model has two phases: Brownian behavior at high temperature, and non-Brownian behavior at low temperature. We consider the response of the polymer to an external…
We consider anomalous non-Markovian transport of Brownian particles in viscoelastic fluid-like media with very large but finite macroscopic viscosity under the influence of a constant force field F. The viscoelastic properties of the medium…
We consider a random variable X satisfying almost-sure conditions involving G:=<DX,-DL^{-1}X> where DX is X's Malliavin derivative and L^{-1} is the inverse Ornstein-Uhlenbeck operator. A lower- (resp. upper-) bound condition on G is proved…
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 Brownian motion of a test particle interacting with a quantum scalar field in the presence of a perfectly reflecting boundary is studied in (1 + 1)-dimensional flat spacetime. Particularly, the expressions for dispersions in velocity…
We provide asymptotic bounds on the survival probability of a moving polymer in an environment of Poisson traps. Our model for the polymer is the vector-valued solution of a stochastic heat equation driven by additive spacetime white noise;…