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It is well-known that the maximal particle in a branching Brownian motion sits near $\sqrt2 t - \frac{3}{2\sqrt2}\log t$ at time $t$. One may then ask about the paths of particles near the frontier: how close can they stay to this critical…

Probability · Mathematics 2014-06-20 Matthew I. Roberts

The stochastic motion of a particle with long-range correlated increments (the moving phase) which is intermittently interrupted by immobilizations (the traping phase) in a disordered medium is considered in the presence of an external…

Statistical Mechanics · Physics 2023-08-31 Yingjie Liang , Wei Wang , Ralf Metzler

We present a theoretical investigation of thermal fluctuation statistics in a molecular motor. Energy transfer in the motor is described using a multidimensional discrete master equation with nearest-neighbor hopping. In this theory, energy…

Statistical Mechanics · Physics 2014-01-07 K. J. Challis , M. W. Jack

Quantum Brownian motion in the strong friction limit is studied based on the exact path integral formulation of dissipative systems. In this limit the time-nonlocal reduced dynamics can be cast into an effective equation of motion, the…

Statistical Mechanics · Physics 2009-11-10 Joachim Ankerhold , Hermann Grabert , Philip Pechukas

Understanding the role of active fluctuations in physics is a problem in statu nascendi appearing both as a hot topic and a major challenge. The reason for this is the fact that they are inherently non-equilibrium. This feature opens a…

Statistical Mechanics · Physics 2023-07-05 Karol Białas , Jakub Spiechowicz

The Brownian motion of a particle in a harmonic potential, which is simultaneously exposed either to a linear shear flow or to a plane Poiseuille flow is investigated. In the shear plane of both flows the probability distribution of the…

Fluid Dynamics · Physics 2010-04-22 Lukas Holzer , Jochen Bammert , Roland Rzehak , Walter Zimmermann

We consider the motion of a overdamped Brownian particle in periodic asymmetric potential with space dependent friction coefficient. In the presence of external time periodic forcing, the system shows multiple current reversals on varying…

Statistical Mechanics · Physics 2007-05-23 Debasis Dan , A. M. Jayannavar , Mangal C. Mahato

The resonant activation effect (RA) has been well studied in different ways during the last two decades. It consists in the presence of a minimum in the mean time spent by a Brownian particle to exit from a potential well in the presence of…

Statistical Mechanics · Physics 2008-10-23 Alessandro Fiasconaro

We consider a Brownian particle which, in addition to being in contact with a thermal bath, is driven by fluctuating forces which stem from active processes in the system, such as self-propulsion or collisions with other active particles.…

Statistical Mechanics · Physics 2019-04-24 Lennart Dabelow , Stefano Bo , Ralf Eichhorn

A dynamics between Newton and Langevin formalisms is elucidated within the framework of the generalized Langevin equation. For thermal noise yielding a vanishing zero-frequency friction the corresponding non-Markovian Brownian dynamics…

Statistical Mechanics · Physics 2007-07-23 Jing-Dong Bao , Yi-Zhong Zhuo , Fernando A. Oliveira , Peter Hanggi

The question how to introduce thermal fluctuations in the equation of motion of a magnetic system is addressed. Using the approach of the fluctuation-dissipation theorem we calculate the properties of the noise for both, the fluctuating…

Statistical Mechanics · Physics 2009-11-07 O. Chubykalo , R. Smirnov-Rueda , M. A. Wongsam , R. W. Chantrell , U. Nowak , J. M. Gonzalez

The motion of weakly inertial Brownian particles, transported by steady two-dimensional fluid flows, is investigated by means of asymptotic methods. We focus on the phenomenon of noise-induced separatrix crossing, which can force particles…

Fluid Dynamics · Physics 2019-05-08 Jean-Régis Angilella

In this thesis, we develop analytical methods to study out-of-equilibrium stochastic processes driven by colored noise, i.e., noise with temporal correlations. These non-Markovian processes pose significant analytical challenges compared to…

Statistical Mechanics · Physics 2025-08-07 Mathis Guéneau

The transport of a dimer, consisting of two Brownian particles bounded by a harmonic potential, moving on a periodic substrate is investigated both numerically and analytically. The mobility and diffusion of the dimer center of mass present…

Statistical Mechanics · Physics 2008-08-03 E. Heinsalu , M. Patriarca , F. Marchesoni

We study Brownian motion driven with both conservative and nonconservative external forces. By using the thermodynamic approach of the theory of Brownian motion we obtain the Fokker-Planck equation and derive expressions for the Fluctuation…

Statistical Mechanics · Physics 2009-11-13 A. Perez-Madrid , I. Santamaria-Holek

Diffusion and rectification of Brownian particles powered by a rotating wheel are numerically investigated in a two-dimensional channel. The nonequilibrium driving comes from the rotating wheel, which can break thermodynamical equilibrium…

Statistical Mechanics · Physics 2017-07-24 Bao-quan Ai

Observation of the Brownian motion of a small probe interacting with its environment is one of the main strategies to characterize soft matter. Essentially two counteracting forces govern the motion of the Brownian particle. First, the…

Soft Condensed Matter · Physics 2011-08-18 Thomas Franosch , Matthias Grimm , Maxim Belushkin , Flavio Mor , Giuseppe Foffi , László Forró , Sylvia Jeney

We investigate the mean first passage time of an active Brownian particle in one dimension using numerical simulations. The activity in one dimension is modeled as a two state model; the particle moves with a constant propulsion strength…

Soft Condensed Matter · Physics 2018-02-14 Alberto Scacchi , Abhinav Sharma

Fluctuations are significant in mesoscopic systems and of particular importance in understanding quantum transport. Here, we show that fluctuations can be considered as a resource for the operations of open quantum systems as functional…

Mesoscale and Nanoscale Physics · Physics 2020-09-16 Jincheng Lu , Rongqian Wang , Chen Wang , Jian-Hua Jiang

We derive generalized Langevin equations for the translational and rotational motion of a heated Brownian particle from the fluctuating hydrodynamics of its non-isothermal solvent. The temperature gradient around the particle couples to the…

Statistical Mechanics · Physics 2014-10-01 G. Falasco , M. V. Gnann , D. Rings , K. Kroy