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Brownian motion of single particles with various masses M and diameters D is studied by molecular dynamics simulations. Besides the momentum auto-correlation function of the Brownian particle the memory function and the fluctuating force…

Chemical Physics · Physics 2015-05-20 Hyun Kyung Shin , Changho Kim , Peter Talkner , Eok Kyun Lee

A time-delayed response of individual living organisms to information exchanged within flocks or swarms leads to the emergence of complex collective behaviors. A recent experimental setup by (Khadka et al 2018 Nat. Commun. 9 3864),…

Statistical Mechanics · Physics 2019-09-30 Daniel Geiss , Klaus Kroy , Viktor Holubec

The quantum dynamics of correlated fermionic or bosonic many-body systems following external excitation can be successfully studied using nonequilibrium Green functions (NEGF) or reduced density matrix methods. Approximations are introduced…

Strongly Correlated Electrons · Physics 2023-12-27 Erik Schroedter , Björn Jakob Wurst , Jan-Philip Joost , Michael Bonitz

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…

Statistical Mechanics · Physics 2015-05-14 Jen-Tsung Hsiang , Tai-Hung Wu , Da-Shin Lee

Our object is to formulate and analyze a physically plausible and mathematically sound model to better understand the phenomenon of clumping in colloid dispersions. Our model is stochastic but rigorously derived from a deterministic setup…

Materials Science · Physics 2009-09-29 Peter. Kotelenez , Marshall J. Leitman , J. Adin Mann

Motivated by the simple models of molecular motor obeying a linear force-velocity relation, we have studied the stochastic dynamics of a Brownian particle in the presence of a linear velocity dependent force, $f_s(1-\frac{v}{v_0})$ where…

Statistical Mechanics · Physics 2021-08-19 Arsha N , Shabina S , Mamata Sahoo

We provide a detailed derivation of a recently developed first-principles approach to calculating averages in systems of interacting, spherical Brownian particles under time-dependent flow. Although we restrict ourselves to flows which are…

Soft Condensed Matter · Physics 2015-06-05 J. M. Brader , M. E. Cates , M. Fuchs

We review theoretical models of individual motility as well as collective dynamics and pattern formation of active particles. We focus on simple models of active dynamics with a particular emphasis on nonlinear and stochastic dynamics of…

Other Condensed Matter · Physics 2015-06-04 Pawel Romanczuk , Markus Bär , Werner Ebeling , Benjamin Lindner , Lutz Schimansky-Geier

We consider a finite or countable collection of one-dimensional Brownian particles whose dynamics at any point in time is determined by their rank in the entire particle system. Using Transportation Cost Inequalities for stochastic…

Probability · Mathematics 2010-11-11 Soumik Pal , Mykhaylo Shkolnikov

Strong interaction with other particles or feedback from the medium on a Brownian particle entail memory effects in the effective dynamics. We discuss the extension of the fluctuation-dissipation theorem to nonequilibrium Langevin systems…

Statistical Mechanics · Physics 2013-09-23 C. Maes , S. Safaverdi , P. Visco , F. van Wijland

We introduce a novel description of the dynamics of the order book of financial markets as that of an effective colloidal Brownian particle embedded in fluid particles. The analysis of a comprehensive market data enables us to identify all…

Trading and Market Microstructure · Quantitative Finance 2015-06-18 Yoshihiro Yura , Hideki Takayasu , Didier Sornette , Misako Takayasu

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 investigate the influence of external forces on the collective dynamics of interacting active Brownian particles in two as well as three spatial dimensions. Via explicit coarse graining, we derive predictive models that are applicable…

Soft Condensed Matter · Physics 2022-02-10 Jens Bickmann , Stephan Bröker , Raphael Wittkowski

We present an efficient method to perform overdamped Brownian dynamics simulations in external force fields and for particle interactions that include a hardcore part. The method applies to particle motion in one dimension, where it is…

Statistical Mechanics · Physics 2026-02-23 Alexander P. Antonov , Sören Schweers , Artem Ryabov , Philipp Maass

We develop a general framework for response theory in diffusion processes governed by Fokker-Planck equations, based on the notion of the Dissipation Function. Using the analytically solvable Brownian oscillator model, we derive exact…

Statistical Mechanics · Physics 2025-07-25 Matteo Colangeli , Lamberto Rondoni , Pasquale Vozza

We determine the nonlocal stress autocorrelation tensor in an homogeneous and isotropic system of interacting Brownian particles starting from the Smoluchowski equation of the configurational probability density. In order to relate stresses…

Statistical Mechanics · Physics 2021-01-12 Florian Vogel , Matthias Fuchs

In this paper we discuss the process convergence of the time dependent fluctuations of linear eigenvalue statistics of random circulant matrices with independent Brownian motion entries, as the dimension of the matrix tends to $\infty $.…

Probability · Mathematics 2019-09-04 Shambhu Nath Maurya , Koushik Saha

We investigate a diffusive motion of a system of interacting Brownian particles in quasi-one-dimensional micropores. In particular, we consider a semi-infinite 1D geometry with a partially absorbing boundary and the hard-core inter-particle…

Statistical Mechanics · Physics 2012-03-06 Artem Ryabov , Petr Chvosta

We study a model of interacting random walkers that proposes a simple mechanism for the emergence of cooperation in group of individuals. Each individual, represented by a Brownian particle, experiences an interaction produced by the local…

Statistical Mechanics · Physics 2007-05-23 Fabio Cecconi , Giuseppe Gonnella , Gustavo P. Saracco

We study the dynamics of a trapped, charged Brownian particle in presence of a time dependent magnetic field. We calculate work distributions for different time dependent protocols. In our problem thermodynamic work is related to variation…

Statistical Mechanics · Physics 2009-11-13 Arnab Saha , A. M. Jayannavar