Related papers: State-dependent diffusion: thermodynamic consisten…
Fractional Brownian motion and the fractional Langevin equation are models of anomalous diffusion processes characterized by long-range power-law correlations in time. We employ large-scale computer simulations to study these models in two…
We present a derivation of a recently proposed theory for the time dependence of density fluctuations in stationary states of strongly interacting, athermal, self-propelled particles. The derivation consists of two steps. First, we start…
We consider the motion of a matter-wave bright soliton under the influence of a cloud of thermal particles. In the ideal one-dimensional system, the scattering process of the quasiparticles with the soliton is reflectionless, however, the…
When particles/molecules diffuse in systems that contain obstacles, the steady-state regime (during which the mean-square displacement scales linearly with time, $\left< r^2 \right> \sim t$) is preceded by a transient regime. It is common…
The difference diffusion model with two equilibrium states is given by a stochastic equation with two components: the predicted one, which is determined by the regression function of increments with two equilibriums, and the stochastic one,…
We study various temporal correlation functions of a tagged particle in one-dimensional systems of interacting point particles evolving with Hamiltonian dynamics. Initial conditions of the particles are chosen from the canonical thermal…
In the first paper of this series, I investigated whether a wavefunction model of a heavy particle and a collection of light particles might generate "Brownian-Motion-Like" trajectories of the heavy particle. I concluded that it was…
Baths produce friction and random forcing on particles suspended in them. The relation between noise and friction in (generalized) Langevin equations is usually referred to as the second fluctuation-dissipation theorem. We show what is the…
A general method is proposed which allows one to estimate drift and diffusion coefficients of a stochastic process governed by a Langevin equation. It extends a previously devised approach [R. Friedrich et al., Physics Letters A 271, 217…
The problem of anomalous diffusion in momentum space is considered for plasma-like systems on the basis of a new collision integral, which is appropriate for consideration of the probability transition function (PTF) with long tails in…
We study the spread of a quantum-mechanical wavepacket in a noisy environment, modeled using a tight-binding Hamiltonian. Despite the coherent dynamics, the fluctuating environment may give rise to diffusive behavior. When correlations…
The diffusion behavior of particles moving in complex heterogeneous environment is a very topical issue. We characterize particle's trajectory via an underdamped Langevin system driven by a Gaussian white noise with a time dependent…
Consider a collection of particles whose state evolution is described through a system of interacting diffusions in which each particle is driven by an independent individual source of noise and also by a small amount of noise that is…
The diffusion of chiral active Brownian particles in three-dimensional space is studied analytically, by consideration of the corresponding Fokker-Planck equation for the probability density of finding a particle at position…
The one-dimensional overdamped Brownian motion in a symmetric periodic potential modulated by external time-reversible noise is analyzed. The calculation of the effective diffusion coefficient is reduced to the mean first passage time…
This paper derives and analyzes exact, nonlocal Langevin equations appropriate in a cosmological setting to describe the interaction of some collective degree of freedom with a surrounding ``environment.'' Formally, these equations are much…
In these lecture notes, we explore the mathematical preliminaries and foundational concepts that connect stochastic processes with partial differential equations. We begin by investigating Brownian motion, which serves as a model for random…
The diffusion equation is the primary tool to study the movement dynamics of a free Brownian particle, but when spatial heterogeneities in the form of permeable interfaces are present, no fundamental equation has been derived. Here we…
Anomalous diffusion is an established phenomenon but still a theoretical challenge in non-equilibrium statistical mechanics. Physical models are built incrementally, and the most recent and most general family is based on the fractional…
Stochastic dynamics play a central role in strongly coupled phenomena. We present and review a theory independent approach in holography to study such phenomena. We firstly argue that the heavy quark diffusion occurs in realistic strongly…