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In this paper, we study a stochastically driven non-equilibrium quantum system where the driving protocols consist of hopping and waiting processes. The waiting times between two hopping processes satisfy a heavy-tailed distribution. By…

强关联电子 · 物理学 2025-01-13 Chenyue Guo , Yuchen Bi

Motivated by an application to empirical Bayes learning in high-dimensional regression, we study a class of Langevin diffusions in a system with random disorder, where the drift coefficient is driven by a parameter that continuously adapts…

统计理论 · 数学 2025-11-04 Zhou Fan , Justin Ko , Bruno Loureiro , Yue M. Lu , Yandi Shen

We propose a stochastic model for intracellular transport processes associated with the activity of molecular motors. This out-of-equilibrium model, based on a generalized Langevin equation, considers a particle immersed in a viscoelastic…

生物物理 · 物理学 2009-04-15 L. Bruno , M. A. Despósito

We consider Langevin equation with dichotomously fluctuating diffusivity, where the diffusion coefficient changes dichotomously in time, in order to study fluctuations of time-averaged observables in temporary heterogeneous diffusion…

统计力学 · 物理学 2016-06-15 Takuma Akimoto , Eiji Yamamoto

The Langevin equation is a common tool to model diffusion at a single-particle level. In non-homogeneous environments, such as aqueous two-phase systems or biological condensates with different diffusion coefficients in different phases,…

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…

软凝聚态物质 · 物理学 2019-09-10 Narender Khatri , P. S. Burada

We investigate the long-term diffusion transport and chaos properties of single and coupled standard maps. We consider model parameters that are known to induce anomalous diffusion in the maps' phase spaces, as opposed to normal diffusion…

混沌动力学 · 物理学 2021-12-02 Henok Tenaw Moges , Thanos Manos , Charalampos Skokos

Stochastic systems characterised by a random driving in a form of the general stable noise are considered. The particle experiences long rests due to the traps the density of which is position-dependent and obeys a power-law form attributed…

统计力学 · 物理学 2016-07-06 Tomasz Srokowski

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,…

统计力学 · 物理学 2009-11-13 B. Dybiec , E. Gudowska-Nowak , I. M. Sokolov

A considerable number of systems have recently been reported in which Brownian yet non-Gaussian dynamics was observed. These are processes characterised by a linear growth in time of the mean squared displacement, yet the probability…

统计力学 · 物理学 2018-11-26 V. Sposini , A. V. Chechkin , F. Seno , G. Pagnini , R. Metzler

Biological and synthetic microswimmers display a wide range of swimming trajectories depending on driving forces and torques. In this paper we consider a simple overdamped model of self-propelled particles with a constant self-propulsion…

统计力学 · 物理学 2021-05-26 Kristian Stølevik Olsen

For the Langevin model of the dynamics of a Brownian particle with perturbations orthogonal to its current velocity, in a regime when the particle velocity modulus becomes constant, an equation for the characteristic function $\psi…

统计力学 · 物理学 2021-03-01 V. A. Doobko , S. V. Zubarev , E. V. Karachanskaya

We study the Langevin dynamics of diffusive particles with regular pairwise interactions under mean-field scaling. By approximating empirical distributions with conditional distributions, we establish coercive and contractive properties for…

概率论 · 数学 2026-05-28 Songbo Wang

Overdamped Brownian motion of a self-propelled particle is studied by solving the Langevin equation analytically. On top of translational and rotational diffusion, in the context of the presented model, the "active" particle is driven along…

软凝聚态物质 · 物理学 2013-05-15 Borge ten Hagen , Sven van Teeffelen , Hartmut Löwen

Brownian yet non-Gaussian diffusion has recently been observed in numerous biological and active matter system. The cause of the non-Gaussian distribution have been elaborately studied in the idea of a superstatistical dynamics or a…

统计力学 · 物理学 2021-06-02 Xudong Wang , Yao Chen

In this work, we investigate the large-scale transport properties of a passive scalar advected by a turbulent fluid, modelled as a superposition of divergence-free vector fields, each weighted by an independent symmetric…

数学物理 · 物理学 2026-02-25 Paolo Cifani , Franco Flandoli , Lorenzo Marino

Memory effects, sometimes, can not be neglected. In the framework of continuous time random walk, memory effect is modeled by the correlated waiting times. In this paper, we derive the two-point probability distribution of the stochastic…

统计力学 · 物理学 2019-01-23 Yao Chen , Xudong Wang , Weihua Deng

We solve the generalized Langevin equation driven by a stochastic force with power-law autocorrelation function. A stationary Markov process has been applied as a model of the noise. However, the resulting velocity variance does not…

统计力学 · 物理学 2015-07-22 T. Srokowski

We analyse mobile-immobile transport of particles that switch between the mobile and immobile phases with finite rates. Despite this seemingly simple assumption of Poissonian switching we unveil a rich transport dynamics including…

统计力学 · 物理学 2022-03-28 T. Doerries , A. V. Chechkin , R. Metzler

We present a model of anomalous diffusion consisting of an ensemble of particles undergoing homogeneous Brownian motion except for confinement by randomly placed reflecting boundaries. For power-law distributed compartment sizes, we…

软凝聚态物质 · 物理学 2015-06-09 Gerald John Lapeyre