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We generalise the Langevin equation with Gaussian white noise by replacing the velocity term by a local fractional derivative. The solution of this equation is a Levy process. We further consider the Brownian motion of a fractal particle,…

统计力学 · 物理学 2007-05-23 Kiran M. Kolwankar

We study the phenomena of noise induced transport in frictional ratchet systems. For this we consider a Brownian particle moving in a space dependent frictional medium in the presence of external white noise fluctuations. To get the…

统计力学 · 物理学 2009-07-13 Raishma Krishnan , Debasis Dan , A. M. Jayannavar

The average velocity of self-propelled particles in a two-dimensional potential with colored noise is investigated. The current reversal phenomenon appear with changing x direction colored noise intensity. There exist optimal values of the…

统计力学 · 物理学 2015-12-22 Bing Wang , Xiuqing Wu , Changzhao Chen , Mengjun Hu , Xuanyan Cao

We prove transportation-cost inequalities for the law of SDE solutions driven by general Gaussian processes. Examples include the fractional Brownian motion, but also more general processes like bifractional Brownian motion. In case of…

概率论 · 数学 2016-09-22 Sebastian Riedel

Transport of the Brownian particles driven by L\'evy flights coexisting with subdiffusion in asymmetric periodic potentials is investigated in the absence of any external driving forces. Using the Langevin-type dynamics with subordination…

统计力学 · 物理学 2010-03-22 Bao-quan Ai , Ya-feng He

Many complex systems are described by Langevin-type equations in which the noise exhibits long-range correlations and couples to the system in a state-dependent, multiplicative manner, leading to heterogeneous non-Markovian diffusion. Here,…

We study a noisy drive mechanism for efficiency enhancement of Brownian motors operating on the micro-scale domain. It was proven [J. Spiechowicz et al., J. Stat. Mech. P02044, (2013)] that biased noise $\eta(t)$ can induce normal and…

统计力学 · 物理学 2014-09-09 Jakub Spiechowicz , Peter Hänggi , Jerzy Łuczka

When a physical system evolves in a thermal bath at a constant temperature, it arrives eventually to an equilibrium state whose properties are independent of the kinetic parameters and of the precise evolution scenario. This is generically…

统计力学 · 物理学 2023-06-21 Alessio Squarcini , Alexandre Solon , Pascal Viot , Gleb Oshanin

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…

统计力学 · 物理学 2007-07-23 Jing-Dong Bao , Yi-Zhong Zhuo , Fernando A. Oliveira , Peter Hanggi

We study a two-dimensional incompressible vorticity equation on the torus driven by transport-type fractional Brownian noise with Hurst parameter $H \in (1/2,1)$. The model captures persistent, long-range correlated forcing consistent with…

概率论 · 数学 2026-04-08 Alexandra Blessing Neamtu , Dan Crisan , Oana Lang

We consider a particle in the over-damped regime at zero temperature under the influence of a sawtooth potential and of a noisy force, which is correlated in time. A current occurs, even if the mean of the noisy force vanishes. We calculate…

统计力学 · 物理学 2009-10-30 Heiner Kohler , Andreas Mielke

We derive the distribution of particle currents for a system of interacting active Brownian particles in the long time limit using large deviation theory and a weighted many body expansion. We find the distribution is non-Gaussian, except…

统计力学 · 物理学 2018-12-19 Trevor GrandPre , David T. Limmer

In this paper we prove, for small Hurst parameters, the higher order differentiability of a stochastic flow associated with a stochastic differential equation driven by an additive multi-dimensional fractional Brownian noise, where the…

概率论 · 数学 2018-05-15 Oussama Amine , David R. Baños , Frank Proske

Nonergodic Brownian motion is elucidated within the framework of the generalized Langevin equation. For thermal noise yielding either a vanishing or a divergent zero-frequency friction strength, the non-Markovian Browninan dynamics exhibits…

统计力学 · 物理学 2007-05-23 Jing-Dong Bao , Yi-Zhong Zhuo , Fernando A. Oliveira , Peter Hänggi

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…

We consider a stochastically forced nonlinear oscillator driven by a stationary Gaussian noise that has an algebraically decaying covariance function. It is well known that such noise processes can be renormalized to converge to fractional…

概率论 · 数学 2023-08-02 Christophe Gomez , Gautam Iyer , Hai Le , Alexei Novikov

The Fokker-Planck equation has been very useful for studying dynamic behavior of stochastic differential equations driven by Gaussian noises. However, there are both theoretical and empirical reasons to consider similar equations driven by…

chao-dyn · 物理学 2007-05-23 D. Schertzer , M. Larchevêque , J. Duan , V. V. Yanovsky , S. Lovejoy

Anomalous transport of non-Markovian, thermal Brownian particle dynamics in spatially-periodic symmetric systems that is driven by time-periodic symmetric driving and constant bias is investigated numerically. The Brownian dynamics is…

超导电性 · 物理学 2010-10-26 M. Kostur , J. Luczka , P. Hanggi

In this work, the ratchet dynamics of Brownian particles driven by an external sinusoidal (harmonic) force is investigated. The gating ratchet effect is observed when another harmonic is used to modulate the spatially symmetric potential in…

统计力学 · 物理学 2015-03-24 Luis Dinis , Niurka R. Quintero

Recently, dispersionless (coherent) motion of (noninteracting) massive Brownian particles, at intermediate time scales, was reported in a sinusoidal potential with a constant tilt. The coherent motion persists for a finite length of time…

统计力学 · 物理学 2015-05-13 S. Saikia , Mangal C. Mahato