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Third-order approximate solutions for surface gravity waves in the finite water depth are studied in the context of potential flow theory. This solution provides explicit expressions for the surface elevation, free-surface velocity…
We prove a central limit theorem for the momentum distribution of a particle undergoing an unbiased spatially periodic random forcing at exponentially distributed times without friction. The start is a linear Boltzmann equation for the…
The fluctuation-dissipation theorem is a central theorem in nonequilibrium statistical mechanics by which the evolution of velocity fluctuations of the Brownian particle under a fluctuating environment is intimately related to its…
We consider a simple quantum system subjected to a classical random force. Under certain conditions it is shown that the noise-averaged Wigner function of the system follows an integro-differential stochastic Liouville equation. In the…
Considered herein is a particular nonlinear dispersive stochastic equation. It was introduced recently in [3], as a model describing surface water waves under location uncertainty. The corresponding noise term is introduced through a…
In this paper we investigate the Quantum Brownian motion of a point particle induced by quantum vacuum fluctuations of a massless scalar field in (3 + 1)-dimensional Minkowski spacetime with distinct conditions (Dirichlet, Neumann, mixed…
The introduction of nonlinearities in the Schr\"odinger equation has been considered in the literature as an effective manner to describe the action of external environments or mean fields. Here, in particular, we explore the nonlinear…
We look at the equilibrium of a Brownian particle in an inhomogeneous space following the alternative approach proposed in ref.[1]. We consider a coordinate dependent damping that makes the stochastic dynamics the one with multiplicative…
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…
The condition of thermal equilibrium simplifies the theoretical treatment of fluctuations as found in the celebrated Einstein's relation between mobility and diffusivity for Brownian motion. Several recent theories relax the hypothesis of…
In active Brownian motion, an internal propulsion mechanism interacts with translational and rotational thermal noise and other internal fluctuations to produce directed motion. We derive the distribution of its extreme fluctuations and…
In an ensemble of non-interacting Brownian particles, a finite systematic average velocity may temporarily develop, even if it is zero initially. The effect originates from a small nonlinear correction to the dissipative force, causing the…
In this article we explore the phenomena of nonequilibrium stochastic process starting from the phenomenological Brownian motion. The essential points are described in terms of Einstein's theory of Brownian motion and then the theory…
In this work, we numerically verify the Jarzynski equality and Crook fluctuation theorem for a Brownian particle diffusing in a heterogeneous thermal bath and hence having a non-Gaussian position distribution. We use the…
We derive a general quantum formula giving the mean-square displacement of a diffusing particle as a function of time. Near {\bf 0 K} we find a universal logarithmic behavior (valid for times longer than the relaxation time), and deviations…
A Langevin equation with a special type of additive random source is considered. This random force presents a fractional order derivative of white noise, and leads to a power-law time behavior of the mean square displacement of a particle,…
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…
Inspired by one--dimensional light--particle systems, the dynamics of a non-Hamiltonian system with long--range forces is investigated. While the molecular dynamics does not reach an equilibrium state, it may be approximated in the…
Efficiency of a Brownian particle moving along the axis of a three-dimensional asymmetric periodic channel is investigated in the presence of a symmetric unbiased force and a load. Reduction of the spatial dimensionality from two or three…
Non-reciprocal systems can be thought of as disobeying Newtons third law - an action does not cause an equal and opposite reaction. In recent years there has been a dramatic rise in interest towards such systems. On a fundamental level,…