相关论文: Colossal Brownian yet non-Gaussian diffusion induc…
In this paper Gaussian models of retarded and accelerated anomalous diffusion are considered. Stochastic differential equations of fractional order driven by single or multiple fractional Gaussian noise terms are introduced to describe…
The characterization of the distance from equilibrium is a debated problem in particular in the treatment of experimental signals. If the signal is a 1-dimensional time-series, such a goal becomes challenging. A paradigmatic example is the…
We revisit the problem of Brownian diffusion with drift in order to study finite-size effects in the geometric Galton-Watson branching process. This is possible because of an exact mapping between one-dimensional random walks and geometric…
The diffusive transport of biased Brownian particles in a two-dimensional symmetric channel is investigated numerically considering both the no-flow and the reflection boundary conditions at the channel boundaries. Here, the geometrical…
We investigate the ensemble and time averaged mean squared displacements for particle diffusion in a simple model for disordered media by assuming that the local diffusivity is both fluctuating in time and has a deterministic average growth…
Particles transported in fluid flows, such as cells, polymers, or nanorods, are rarely spherical. In this study, we numerically and theoretically investigate the dispersion of an initially localized patch of passive elongated Brownian…
We study a voting model on a branching Brownian motion process on $\mathbb{R}$ in which the diffusivity of each child particle is increased from that of the parent by a factor of $\gamma>1$. The probability distribution of the overall vote…
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…
We consider the response of a dynamical system driven by external adiabatic fluctuations. Based on the `adiabatic following approximation' we have made a systematic separation of time-scales to carry out an expansion in $\alpha |\mu|^{-1}$,…
A Langevin equation is suggested to describe a system driven by correlated Gaussian white noise as well as with positive and negative damping demarcated by a critical velocity. The equation can be transformed into the Fokker-Planck equation…
We consider the problem of leakage or effusion of an ensemble of independent stochastic processes from a region where they are initially randomly distributed. The case of Brownian motion, initially confined to the left half line with…
In this paper we study the large deviations of time averaged mean square displacement (TAMSD) for Gaussian processes. The theory of large deviations is related to the exponential decay of probabilities of large fluctuations in random…
We study the noise induced transport of an overdamped Brownian particle in frictional ratchet systems in the presence of external Gaussian white noise fluctuations. The analytical expressions for current and diffusion coefficient are…
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,…
Dynamical random walk of classical particle in thermodynamically equilibrium fluctuating medium, - Gaussian random potential field, - is considered in the framework of explicit stochastic representation of deterministic interactions. We…
Using a time-averaging technique we obtain exactly the probability distribution for position and velocity of a Brownian particle under the influence of two heat baths at different temperatures. These baths are expressed by a white noise…
We study the dynamics of an overdamped Brownian particle subjected to Poissonian stochastic resetting in a nonthermal bath, characterized by a Poisson white noise and a Gaussian noise. Applying the renewal theory we find an exact analytical…
Overdamped motion of Brownian particles in tilted piecewise linear periodic potentials is considered. Explicit algebraic expressions for the diffusion coefficient, current, and coherence level of Brownian transport are derived. Their…
We study the diffusion of a charged particle in a magnetic field subject to stochastic dichotomous fluctuations. The associated induced electric field gives rise to non-trivial dynamical regimes. In particular, when the mean magnetic field…
Fickian yet non-Gaussian diffusion is a ubiquitous phenomenon observed in various biological and soft matter systems. This anomalous dynamics is typically attributed to heterogeneous environments inducing spatiotemporal variations in the…