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Passive scalar motion in a family of random Gaussian velocity fields with long-range correlations is shown to converge to persistent fractional Brownian motions in long times.

概率论 · 数学 2007-05-23 Albert Fannjiang , Tomasz Komorowski

The properties of the thermal force driving micron particles in incompressible fluids are studied within the hydrodynamic theory of the Brownian motion. It is shown that the assumption used for the hydrodynamic Langevin equation in its…

统计力学 · 物理学 2012-10-16 Vladimir Lisy , Jana Tothova , Lukas Glod

The mobility of an overdamped particle, in a periodic potential tilted by a constant external field and moving in a medium with periodic friction coefficient is examined. When the potential and the friction coefficient have the same…

统计力学 · 物理学 2009-10-31 Debasis Dan , Mangal C. Mahato , A. M. Jayannavar

We study the transport property of Gaussian measures on Sobolev spaces of periodic functions under the dynamics of the one-dimensional cubic fractional nonlinear Schr\"{o}dinger equation. For the case of second-order dispersion or greater,…

偏微分方程分析 · 数学 2022-03-30 Justin Forlano , Kihoon Seong

In the paper by J.\L uczka {\em et al.} ({\em Europhys. Lett.}, {\bf 31} (1995) 431), the authors reported by rigorous calculation that an additive Poissonian white shot noise can induce a macroscopic current of a dissipative particle in a…

adap-org · 物理学 2009-10-28 Tsuyoshi Hondou , Yasuji Sawada

In this paper we study upper bounds for the density of solution of stochastic differential equations driven by a fractional Brownian motion with Hurst parameter H > 1/3. We show that under some geometric conditions, in the regular case H >…

概率论 · 数学 2011-04-21 Fabrice Baudoin , Cheng Ouyang , Samy Tindel

The transport of interacting Brownian particles in a periodic asymmetric (ratchet) substrate is studied numerically. In a zero-temperature regime, the system behaves as a reversible step motor, undergoing multiple sign reversals of the…

统计力学 · 物理学 2008-12-31 Rogério M. da Silva , Clécio C. de Souza Silva , Sérgio Coutinho

Brownian oscillator, i.e. a micron-sized or smaller particle trapped in a thermally fluctuating environment is studied. The confining harmonic potential can move with a constant velocity. As distinct from the standard Langevin theory, the…

统计力学 · 物理学 2012-02-21 Lukas Glod , Gabriela Vasziova , Jana Tothova , Vladimir Lisy

Transport properties of two coupled Josephson junctions driven by ac currents and thermal fluctuations are studied with the purpose of determining dc voltage characteristics. It is a physical realization of directed transport induced by a…

统计力学 · 物理学 2015-06-04 L. Machura , J. Spiechowicz , J. Luczka

The average current of an overdamped Brownian particle moving along the axis of a three-dimensional periodic tube is investigated in the presence of a symmetric potential and a temporally symmetric unbiased external force. Reduction of the…

统计力学 · 物理学 2015-05-20 Bao-quan Ai , Liang-gang Liu

We establish Talagrand's $T_1$ and $T_2$ inequalities for the law of the solution of a stochastic differential equation driven by a fractional Brownian motion with Hurst parameter $H>1/2$. We use the $L^2$ metric and the uniform metric on…

统计理论 · 数学 2012-03-01 Bruno Saussereau

Relativistic Brownian motion can be inexpensively demonstrated on a graphene chip. The interplay of stochastic and relativistic dynamics, governing the transport of charge carrier in graphene, induces noise-controlled effects such as (i) a…

We investigate the problem of the rate of convergence to equilibrium for ergodic stochastic differential equations driven by fractional Brownian motion with Hurst parameter $H\in (1/3,1)$ and multiplicative noise component $\sigma$. When…

概率论 · 数学 2016-10-05 Aurélien Deya , Fabien Panloup , Samy Tindel

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…

统计力学 · 物理学 2021-03-25 Jakub Spiechowicz , Jerzy Łuczka

We study a Langevin equation describing the stochastic motion of a particle in one dimension with coordinate $x$, which is simultaneously exposed to a space-dependent friction coefficient $\gamma(x)$, a confining potential $U(x)$ and…

软凝聚态物质 · 物理学 2021-05-12 Davide Breoni , Hartmut Löwen , Ralf Blossey

In dilute gases, transport properties such as the thermal conductivity, self-diffusion, and viscosity are significantly affected by interatomic collisions, which are determined by the potential form. This study explores these transport…

统计力学 · 物理学 2025-10-17 Alejandro Alés , Juan Ignacio Cerato , Leandro Marchioni , Miguel Hoyuelos

In this paper we consider the stochastic primitive equation for geophysical flows subject to transport noise and turbulent pressure. Admitting very rough noise terms, the global existence and uniqueness of solutions to this stochastic…

偏微分方程分析 · 数学 2022-10-26 Antonio Agresti , Matthias Hieber , Amru Hussein , Martin Saal

We study a fairly general class of time-homogeneous stochastic evolutions driven by noises that are not white in time. As a consequence, the resulting processes do not have the Markov property. In this setting, we obtain constructive…

概率论 · 数学 2009-02-12 M. Hairer

The Brownian motion of microscopic particles is driven by the collisions with the molecules of the surrounding fluid. The noise associated with these collisions is not white, but coloured due, e.g., to the presence of hydrodynamic memory.…

统计力学 · 物理学 2012-10-04 Scott Hottovy , Giovanni Volpe , Jan Wehr

Transport properties of overdamped Brownian paricles in a rocked thermal ratchet with space dependent friction coefficient is studied. By tuning the parameters, the direction of current exhibit multiple reversals, both as a function of the…

统计力学 · 物理学 2009-10-31 Debasis Dan , Mangal C. Mahato , A. M. Jayannavar