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Traditionally, the quantum Brownian motion is described by Fokker-Planck or diffusion equations in terms of quasi-probability distribution functions, e.g., Wigner functions. These often become singular or negative in the full quantum…

The motion of a quantum particle hopping on a simple cubic lattice under the influence of thermal noise and of a static random potential is expected to be diffusive, i.e., the particle is expected to exhibit `quantum Brownian motion', no…

The long-time behavior of stochastic Hamilton-Jacobi equations is analyzed, including the stochastic mean curvature flow as a special case. In a variety of settings, new and sharpened results are obtained. Among them are (i) a…

Owing to the Chapman-Kolmogorov equation for Markovian dynamics,any equilibrium trajectory of a Brownian particle in a solvent fluid can be viewed as the superposition of an uncountable number of non-equilibrium states. This property…

A Wigner-Klein-Kramers equation is proposed, which merges relativistic, quantum and thermo dynamics. The relativistic effect on quantum Brownian motion is studied via the Breit-Fermi Hamiltonian applied into a dissipative Madelung…

We generalize the second law of thermodynamics in its maximum work formulation for a nonequilibrium initial distribution. It is found that in an isothermal process, the Boltzmann relative entropy (H-function) is not just a Lyapunov function…

We present a numerical study of the application of the Shannon entropy technique to the planar restricted three-body problem in the vicinity of first-order interior mean-motion resonances with the perturber. We estimate the diffusion…

A resistor at finite temperature produces white noise fluctuations of the current called Johnson-Nyquist noise. Measuring the amplitude of this noise provides a powerful primary thermometry technique to access the electron temperature. In…

We investigate fractional Brownian motion with a microscopic random-matrix model and introduce a fractional Langevin equation. We use the latter to study both sub- and superdiffusion of a free particle coupled to a fractal heat bath. We…

The motion of a Brownian particle in the presence of Coulomb friction and an asymmetric spatial potential was evaluated in this study. The system exhibits a ratchet effect, i.e., an average directed motion even in the absence of an external…

The Brownian motion of a harmonically bound quantum particle and coupled to a harmonic quantum bath is exactly solvable. At low enough temperatures the stationary state is non-Gibbsian due to an entanglement with the bath. This happens when…

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…

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…

Some analogies between different nonequilibrium heat conduction models, particularly, random walk, discrete variable model, and Boltzmann transport equation with the single relaxation time approximation, have been discussed. We show that…

Diffusion of small particles is omnipresent in a plentiful number of processes occurring in Nature. As such, it is widely studied and exerted in almost all branches of sciences. It constitutes such a broad and often rather complex subject…

We study the diffusive dynamics of a Brownian particle in proximity of a flat surface under non-equilibrium conditions, which are created by an anisotropic thermal environment with different temperatures being active along distinct spatial…

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…

Quantum Brownian motion in a periodic cosine potential is studied and a simple estimate of the tunneling effect is obtained in the frames of a quasi-equilibrium semiclassical approach. It is shown that the latter is applicable for heavy…

Einstein's explanation of Brownian motion provided one of the cornerstones which underlie the modern approaches to stochastic processes. His approach is based on a random walk picture and is valid for Markovian processes lacking long-term…

We analyze the behavior of third-order in time linear and nonlinear sound waves in thermally relaxing fluids and gases as the sound diffusivity vanishes. The nonlinear acoustic propagation is modeled by the Jordan--Moore--Gibson--Thompson…