We consider the non-Markovian Langevin evolution of a dissipative dynamical system in quantum mechanics in the path integral formalism. After discussing the role of the frequency cutoff for the interaction of the system with the heat bath and the kernel and noise correlator that follow from the...

In the last decade there has been an increasing interest in generating useful work on the nano-scale to promote transport of particles. The essential theoretical formalism, rooted in non-equilibrium statistical physics, has been successfully applied to the description of physical principles...

Recently, Hagen, Frenkel and Lowe [Physica A 272 (1999) 376] have obtained interesting simulation data for the rotational velocity autocorrelation function of a selected particle in a dense suspension of interacting spherical Brownian particles. Although a wide time interval was studied, it was...

We present a perturbation theory by extending a prescription due to Feynman for computing the probability density function for the random flight motion. The method can be applied to a wide variety of otherwise difficult circumstances. The series for the exact moments, if not the distribution...

A display of the tentatively basic parameters of stocks, i.e. the daily closing price and the daily transaction volume is presented eliminating the time variable between them. The “phase diagram” looks like a triangular region similar to the two-phase region of traffic diagrams. The data is...

We present a mesoscopic approach to analyse the dynamics of a single magnetic dipole under the influence of an oscillating magnetic field, based on the formulation of a Fokker–Planck equation. The dissipated power and the viscosity of a suspension of such magnetic dipoles are calculated from...

The generalized Langevin equation formalism proposed by Medina-Noyola is used to calculate the long-time self-diffusion coefficient Dsl of charged spherical Brownian particles as function of their charge Q0 and volume fraction ϕ, and of the salt concentration ns. The effects of self-friction...

In this paper, we construct and analyze a prototypical model of microscopic chaos. In particular, we extend the results of Beck and Shimizu to the case where the microscopic time scale τ is no longer small. The upshot is that a non-Ornstein–Uhlenbeck deterministic process can generate a...

Within the framework of the theory of hydrodynamic fluctuations the Brownian motion of a spherical particle in a compressible fluid has been considered taking into account the action of a harmonic potential. The general relations for the velocity autocorrelation function and mean square...

We present a model of financial markets originally proposed for a turbulent flow, as a dynamic basis of its intermittent behavior. Time evolution of the price change is assumed to be described by Brownian motion in a power-law potential, where the ‘temperature’ fluctuates slowly. The model...