Related papers: Dynamics of interacting Brownian particles: a diag…
We study the convergence of the empirical distribution associated with a system of interacting kinetic particles subject to independent Brownian forcing in a finite horizon setting, using some recent progress on kinetic non-linear partial…
A variational formulation for the calculation of interacting fermion systems based on the density-matrix functional theory is presented. Our formalism provides for a natural integration of explicit many-particle effects into standard…
We derive the probability density function of the positive occupation time of one-dimensional Brownian motion with two-valued drift. Long time asymptotics of the density are also computed. We use the result to describe the transitional…
A simple theoretical approach is used to investigate active colloids at the free interface and near repulsive substrates. We employ dynamical density functional theory to determine the steady-state density profiles in an effective…
We study the limit fluctuations of the rescaled occupation time process of a branching particle system in $\mathbb{R}^d$, where the particles are subject to symmetric $\alpha$-stable migration ($0<\alpha\leq2$), critical binary branching,…
Many stochastic processes in the physical and biological sciences can be modelled as Brownian dynamics with multiplicative noise. However, numerical integrators for these processes can lose accuracy or even fail to converge when the…
Over the last few decades, classical density-functional theory (DFT) and its dynamic extensions (DDFTs) have become powerful tools in the study of colloidal fluids. Recently, previous DDFTs for spherically-symmetric particles have been…
We define a time dependent empirical process based on $n$ i.i.d.~fractional Brownian motions and establish Gaussian couplings and strong approximations to it by Gaussian processes. They lead to functional laws of the iterated logarithm for…
We provide an analytical solution for the time-dependent Fokker-Planck equation for a two-dimensional active Brownian particle trapped in an isotropic harmonic potential. Using the passive Brownian particle as basis states we show that the…
We consider a Brownian particle in a harmonic trap. The location of the trap is modulated according to an Ornstein-Uhlenbeck process. We investigate the fluctuation of the work done by the modulated trap on the Brownian particle in a given…
Theoretical approaches to nonequilibrium many-body dynamics generally rest upon an adiabatic assumption, whereby the true dynamics is represented as a sequence of equilibrium states. Going beyond this simple approximation is a notoriously…
We study fluctuations of entropy production for a charged Brownian particle confined in a harmonic trap and driven out of equilibrium by crossed electric and magnetic fields. The magnetic field is constant and perpendicular to the plane of…
Numerically, we study the time fluctuations of few-body observables after relaxation in isolated dynamical quantum systems of interacting particles. Our results suggest that they decay exponentially with system size in both regimes,…
The general scheme for the treatment of relaxation processes and temporal autocorrelations of dynamical variables for many particle systems is presented in framework of the recurrence relations approach. The time autocorrelation functions…
We study the relaxation of a Brownian particle with long range memory under confinement in one dimension. The particle diffuses in an arbitrary confining potential and resets at random times to previously visited positions, chosen with a…
In this work, the short-time dynamics of simple liquid is explored both analytically and numerically with the focus on the interplay between the density fluctuations in a volume surrounding a chosen particle and its random walk motion. The…
We develop a very general perturbative theory of time-dependent transport in a weak tunneling junction which is independent of experimental details and on many-body correlated states in the coupled conductors. These can be similar or…
Brownian motion in one or more dimensions is extensively used as a stochastic process to model natural and engineering signals, as well as financial data. Most works dealing with multidimensional Brownian motion consider the different…
We study an interacting high-density one-dimensional system of self-propelled particles described by the Active Ornstein-Uhlenbeck particle (AOUP) model where, even in the absence of alignment interactions, velocity and energy domains…
We use time-dependent spin-density-functional theory to study dynamical magnetic phenomena. First, we recall that the local-spin-density approximation (LSDA) fails to account correctly for magnetic fluctuations in the paramagnetic state of…