相关论文: Transport in periodic potentials induced by fracti…
Properties of systems driven by white non-Gaussian noises can be very different from these systems driven by the white Gaussian noise. We investigate stationary probability densities for systems driven by $\alpha$-stable L\'evy type noises,…
We present a perspective of simple models of nonequilibrium directed transport described in terms of a Langevin equation formalism. We consider a Brownian particle under various circumstances and driven by thermal (equilibrium) and…
In this paper we show the existence and uniqueness of a solution for a stochastic differential equation driven by an additive noise which is the sum of two fractional Brownian motions with different Hurst parameters. The proofs are based on…
In this Letter, we clarify the physical origin of effective transport in periodic and tilted periodic systems. When Brownian dynamics is examined on the scale of a single period, the particle displacement admits a natural separation into a…
Fractional Brownian motion is a Gaussian stochastic process with stationary, long-time correlated increments and is frequently used to model anomalous diffusion processes. We study numerically fractional Brownian motion confined to a finite…
We explore the effect of noise on the ballistic graphene-based small Josephson junctions in the framework of the resistively and capacitively shunted model. We use the non-sinusoidal current-phase relation specific for graphene layers…
This paper discusses the fractional diffusion equation forced by a tempered fractional Gaussian noise. The fractional diffusion equation governs the probability density function of the subordinated killed Brownian motion. The tempered…
We study a regularization by noise phenomenon for the continuous parabolic Anderson model with a potential shifted along paths of fractional Brownian motion. We demonstrate that provided the Hurst parameter is chosen sufficiently small,…
The noise-flatness-induced hypersensitive transport of overdamped Brownian particles in a tilted ratchet system driven by multiplicative nonequilibrium three-level Markovian noise and additive white noise is considered. At low temperatures…
In this article, we study the stability of solutions to 3D stochastic primitive equations driven by fractional noise. Since the fractional Brownian motion is essentially different from Brownian motion, lots of stochastic analysis tools are…
The main result of the present paper is a statement on existence, uniqueness and regularity for mild solutions to a parabolic transport diffusion type equation that involves a non-smooth coefficient. We investigate related Cauchy problems…
A recent paper [Phys. Rev. E 87, 062114 (2013)] presents numerical simulations on a system exhibiting directed ratchet transport of a driven overdamped Brownian particle subjected to a spatially periodic, symmetric potential. The authors…
We show that in driven systems the Gaussian nature of the fluctuating force and time-reversibility are equivalent properties. This result together with the potential condition of the external force drastically restricts the form of the…
With this work we investigate an often neglected aspect of Brownian motor transport: The r\^{o}le of fluctuations of the noise-induced current and its consequences for the efficiency of rectifying noise. In doing so, we consider a Brownian…
In a previous paper, we studied the ergodic properties of an Euler scheme of a stochastic differential equation with a Gaussian additive noise in order to approximate the stationary regime of such equation. We now consider the case of…
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…
The aim of the paper is to show the probabilistically strong well-posedness of rough differential equations with distributional drifts driven by the Gaussian rough path lift of fractional Brownian motion with Hurst parameter…
We study the large-time behaviour of Brownian particles moving through a viscous medium in a confined potential, and which are further subjected to position-dependent driving forces that are periodic in time. We focus on the case where…
Here, we provide a unified framework for numerical analysis of stochastic nonlinear fractional diffusion equation driven by fractional Gaussian noise with Hurst index $H\in(0,1)$. A novel estimate of the second moment of the stochastic…
We study the motion of an inertial particle in a fractional Gaussian random field. The motion of the particle is described by Newton's second law, where the force is proportional to the difference between a background fluid velocity and the…