Related papers: State-dependent diffusion: thermodynamic consisten…
We introduce a stochastic equation for the microscopic motion of a tagged particle in the single file model. This equation provides a compact representation of several of the system's properties such as Fluctuation-Dissipation and Linear…
The dynamics of adhesion of a spherical micro-particle to a ligand-coated wall, in shear flow, is studied using a Langevin equation that accounts for thermal fluctuations, hydrodynamic interactions and adhesive interactions. Contrary to the…
This paper deals with the analysis of stochastic systems which can be described by a Langevin equation. By the method presented in this paper drift and diffusion terms of the corresponding Fokker-Planck equation can be extracted from the…
We study the statistical properties of overdamped particles driven by two cross-correlated multiplicative Gaussian white noises in a time-dependent environment. Using the Langevin and Fokker-Planck approaches, we derive the exact…
The propulsion of active particles by self-diffusiophoresis is driven by asymmetric catalytic reactions on the particle surface that generate a mechanochemical coupling between the fluid velocity and the concentration fields of fuel and…
We investigate the dynamics of an overdamped Brownian particle moving in a washboard potential with space dependent friction coefficient. Analytical expressions have been obtained for current and diffusion coefficient. We show that the…
Simultaneous diffusive and inertial motion of Brownian particles in laminar Couette flow is investigated via Lagrangian and Eulerian descriptions to determine the effect of particle inertia on diffusive transport in the long-time. The…
We discuss a relativistic diffusion in the proper time in an approach of Schay and Dudley. We derive (Langevin) stochastic differential equations in various coordinates.We show that in some coordinates the stochastic differential equations…
We study the time behavior of the Fokker-Planck equation in Zwanzig rule (the backward-Ito rule) based on the Langevin equation of Brownian motion with an anomalous diffusion in a complex medium. The diffusion coefficient is a function in…
The spreading of a cloud of independent Brownian particles typically proceeds more effectively at higher temperatures, as it derives from the commonly known Sutherland-Einstein relation for systems in thermal equilibrium. Here, we report on…
We analyze theoretically the dynamics of a single colloidal particle in an externally applied electric field. The thermal motions of microions lead to an anisotropic, nonequilibrium source of noise, pro- portional to the field, in the…
The stochastic theory of non-relativistic quantum mechanics presented here relies heavily upon the theory of stochastic processes, with its definitions, theorems and specific vocabulary as well. Its main hypothesis states indeed that the…
The non--static generalized Langevin equation and its corresponding Fokker--Planck equation for the position of a viscous fluid particle were solved in closed form for a time dependent external force. Its solution for a constant external…
Fluctuation theorems are key to understanding both fundamental and applied aspects of non-equilibrium thermodynamics of small systems. We study the non-Markovian entropy production fluctuation theorem for the diffusion process of charged…
A Langevin equation is suggested to describe a system driven by correlated Gaussian white noise as well as with positive and negative damping demarcated by a critical velocity. The equation can be transformed into the Fokker-Planck equation…
Friction laws, which are a key to the understanding of the diversity of earthquakes, are considered theoretically. Using dimensional analysis, the logarithmic dependence of the friction coefficient on the slip velocity and the state…
We study the behavior of a moving wall in contact with a particle gas and subjected to an external force. We compare the fluctuations of the system observed in the microcanonical and canonical ensembles, at varying the number of particles.…
We demonstrate that the conventional path integral formulations generate inconsistent results exemplified by the geometric Brownian motion under the general stochastic interpretation. We thus develop a novel path integral formulation for…
A large deviation principle is established for a two-scale stochastic system in which the slow component is a continuous process given by a small noise finite dimensional It\^{o} stochastic differential equation, and the fast component is a…
Molecular dynamics study of a thin (one to five layers) lubricant film between two substrates in moving contact are performed using Langevin equations with an external damping coefficient depending on distance and velocity of atoms relative…