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We consider a model of active Brownian particles with velocity-alignment in two spatial dimensions with passive and active fluctuations. Hereby, active fluctuations refers to purely non-equilibrium stochastic forces correlated with the…

Statistical Mechanics · Physics 2016-05-02 Robert Grossmann , Lutz Schimansky-Geier , Pawel Romanczuk

We study the dynamics of overdamped Brownian particles interacting through soft pairwise potentials on a comb-like structure. Within the linearized Dean-Kawasaki framework, we characterize the particle density fluctuations by computing…

Statistical Mechanics · Physics 2025-05-21 Davide Venturelli , Pierre Illien , Aurélien Grabsch , Olivier Bénichou

We propose a macroscopic realization of planar Brownian motion by vertically vibrated disks. We perform a systematic statistical analysis of many random trajectories of individual disks. The distribution of increments is shown to be almost…

Statistical Mechanics · Physics 2018-12-19 Yann Lanoiselée , Guillaume Briand , Olivier Dauchot , Denis S. Grebenkov

We consider Brownian particles immersed in the fluid which flow is turbulent. We study the limit where the particles' inertia is weak and their velocity relaxes fast to the velocity of the flow. The trajectories of the particles in this…

Chaotic Dynamics · Physics 2011-10-25 Itzhak Fouxon , Eugene Mednikov

Fractional Brownian motion is a Gaussian stochastic process with stationary, long-time correlated increments and is frequently used to model anomalous diffusion processes. We study numerically fractional Brownian motion confined to a finite…

Statistical Mechanics · Physics 2019-03-22 T. Guggenberger , G. Pagnini , T. Vojta , R. Metzler

The processes of Coulomb gas ordering in 3D layered system are studied by means of Brownian dynamics approach. It is found that at different densities of the carriers the 3D lattice of charges as well as new specific structures are possible…

Strongly Correlated Electrons · Physics 2007-05-23 Yu. G. Pashkevich , A. E. Filippov

Consider a tagged particle in zero-range dynamics on the integer lattice in dimension d with rate g whose finite-range jump probabilities p possess a drift. We show, in equilibrium, that the variance of the tagged particle position at time…

Probability · Mathematics 2007-05-23 Sunder Sethuraman

In this note we review recent results on existence and uniqueness of solutions of infinite-dimensional stochastic differential equations describing interacting Brownian motions on $\R^d$.

Probability · Mathematics 2016-05-17 Hirofumi Osada , Hideki Tanemura

We revisit the problem of diffusion in a driven system consisting of an inertial Brownian particle moving in a symmetric periodic potential and subjected to a symmetric time-periodic force. We reveal parameter domains in which diffusion is…

Statistical Mechanics · Physics 2022-11-23 I. G. Marchenko , A. Zhiglo , V. Aksenova , V. Tkachenko , I. I. Marchenko , J. Łuczka , J. Spiechowicz

Consider an multidimensional obliquely reflected Brownian motion in the positive orthant, or, more generally, in a convex polyhedral cone. We find sufficient conditions for existence of a stationary distribution and convergence to this…

Probability · Mathematics 2016-04-04 Andrey Sarantsev

We study finite particle systems on the one-dimensional integer lattice, where each particle performs a continuous-time nearest-neighbour random walk, with jump rates intrinsic to each particle, subject to an exclusion interaction which…

Probability · Mathematics 2024-05-07 Vadim Malyshev , Mikhail Menshikov , Serguei Popov , Andrew Wade

We consider the estimation of the drift and the level sets of the stationary distri- bution of a Brownian motion with drift, reflected in the boundary of a compact set $S\subset R^d$ , departing from the observation of a trajectory of this…

Statistics Theory · Mathematics 2018-10-30 Alejandro Cholaquidis , Ricardo Fraiman , Ernesto Mordecki , Cecilia Papalardo

We report a detailed computational study by Brownian Dynamics simulations of the structure and dynamics of a liquid of patchy particles which develops an amorphous tetrahedral network upon decreasing temperature. The highly directional…

Soft Condensed Matter · Physics 2016-12-02 Sandalo Roldan-Vargas , Lorenzo Rovigatti , Francesco Sciortino

Self-propelled particles serve as minimal models for emulating the dynamic self-organization of microorganisms, yet most synthetic systems remain limited to a single mode of motion, namely active Brownian particles (ABPs). Here, we present…

Active particle systems are a class of non-equilibrium systems composed of self-propelled Brownian particles; through interactions between particles within the system, a variety of intriguing collective behaviors can emerge. Based on…

Soft Condensed Matter · Physics 2025-09-25 Sihang Guo , Guangyu Yang , Guoqing Meng , Yingying Wang , Junxing Pan , Jinjun Zhang

Transport of rodlike particles in confinement environments of macromolecular networks plays crucial roles in many important biological processes and technological applications. The relevant understanding has been limited to thin rods with…

We consider a system of $N$ non-crossing Brownian particles in one dimension. We find the exact rate function that describes the long-time large deviation statistics of their occupation fraction in a finite interval in space. Remarkably, we…

Statistical Mechanics · Physics 2023-06-28 Soheli Mukherjee , Naftali R. Smith

Sticky Brownian motion is the simplest example of a diffusion process that can spend finite time both in the interior of a domain and on its boundary. It arises in various applications such as in biology, materials science, and finance.…

Numerical Analysis · Mathematics 2020-07-21 Nawaf Bou-Rabee , Miranda Holmes-Cerfon

The Brownian bees model is a branching particle system with spatial selection. It is a system of $N$ particles which move as independent Brownian motions in $\mathbb{R}^d$ and independently branch at rate 1, and, crucially, at each…

Probability · Mathematics 2020-06-12 Julien Berestycki , Eric Brunet , James Nolen , Sarah Penington

Active matter systems under confinement display persistent surface motion and a strong boundary affinity. However, despite extensive studies of their positional dynamics, much less attention has been given to the corresponding orientational…

Soft Condensed Matter · Physics 2026-05-21 Elsa Baby , Manoj Gopalakrishnan , Vishwas V. Vasisht