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Fractional Brownian motion, a stochastic process with long-time correlations between its increments, is a prototypical model for anomalous diffusion. We analyze fractional Brownian motion in the presence of a reflecting wall by means of…

Statistical Mechanics · Physics 2018-02-21 Alexander H. O. Wada , Thomas Vojta

We consider the motion of a particle governed by a weakly random Hamiltonian flow. We identify temporal and spatial scales on which the particle trajectory converges to a spatial Brownian motion. The main technical issue in the proof is to…

Mathematical Physics · Physics 2009-11-11 T. Komorowski , L. Ryzhik

In this communication, we show that the residence time of a Brownian particle, defined as the cumulative time spent in a given region of space, can be optimized as a function of the diffusion coefficient. We discuss the relevance of this…

Statistical Mechanics · Physics 2010-07-06 O. Bénichou , R. Voituriez

We present a position Langevin equation for overdamped particle motion on rough two-dimensional surfaces. A Brownian Dynamics algorithm is suggested to evolve this equation numerically, allowing for the prediction of effective (projected)…

Soft Condensed Matter · Physics 2009-11-13 Ali Naji , Frank L. H. Brown

We develop a theory of Brownian motion of a massive particle, including the effects of inertia (Kramers' problem), in spaces with curvature and torsion. This is done by invoking the recently discovered generalized equivalence principle,…

Condensed Matter · Physics 2015-06-25 H. Kleinert , S. V. Shabanov

Single-file diffusion refers to the Brownian motion in narrow channels where particles cannot pass each other. In such processes, the diffusion of a tagged particle is typically normal at short times and becomes subdiffusive at long times.…

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

Diffusion rates through a membrane can be asymmetric, if the diffusing particles are spatially extended and the pores in the membrane have asymmetric structure. This phenomenon is demonstrated here via a deterministic simulation of a…

Statistical Mechanics · Physics 2007-05-23 Norman Packard , Rob Shaw

The propagation of light in a scattering medium is described as the motion of a special kind of a Brownian particle on which the fluctuating forces act only perpendicular to its velocity. This enforces strictly and dynamically the…

Disordered Systems and Neural Networks · Physics 2009-10-31 S. Anantha Ramakrishna , N. Kumar

Diffusion coefficient usually decreases when friction increases. We analyze the opposite behavior in the paradigmatic system consisting of an inertial Brownian particle moving in a symmetric spatially periodic potential and driven by an…

Statistical Mechanics · Physics 2025-03-31 I. G. Marchenko , I. I. Marchenko , V. Aksenova , J. Łuczka , J. Spiechowicz

The diffusion behavior of an active Brownian particle (ABP) in polymer solutions is studied using Langevin dynamics simulations. We find that the long time diffusion coefficient $D$ can show a non-monotonic dependence on the particle size…

Soft Condensed Matter · Physics 2018-01-11 Yunfei Du , Zhonghuai Hou

The accumulation of small particles is analyzed in stationary flows through channels of variable width at small Reynolds number. The combined influence of pressure, viscous drag and thermal fluctuations is described by means of a…

Soft Condensed Matter · Physics 2008-07-09 Michael Schindler , Peter Talkner , Marcin Kostur , Peter Hanggi

In this work, we focus on the behavior of a single passive Brownian particle in a suspension of passive particles with short-range repulsive interactions and a larger self-diffusion coefficient. While the forces affecting the…

Statistical Mechanics · Physics 2023-04-26 Deborah Schwarcz , Stanislav Burov

Understanding the spread of infectious diseases requires integrating movement, physical constraints, and spatial configurations into epidemiological models. In this study, we investigate how particle diffusivity, hardcore interactions, and…

Other Condensed Matter · Physics 2025-06-17 Kaito Takahashi , Makiko Sasada , Takuma Akimoto

The "Brownian bees" model describes a system of $N$ independent branching Brownian particles. At each branching event the particle farthest from the origin is removed, so that the number of particles remains constant at all times.…

Statistical Mechanics · Physics 2021-03-30 Baruch Meerson , Pavel Sasorov

The problem of the diffusion evolution of a pore filled with molecular hydrogen in a spherical granule in a hydrogen medium is solved. The initial position of the pore is displaced relative to the center of the granule. A nonlinear system…

Mesoscale and Nanoscale Physics · Physics 2022-03-31 M. I. Kopp , P. N. Ostapchuk , V. V. Yanovsky

An analysis is presented of a Brownian particle moving on the half-line, subject to a restoring force proportional to its displacement and an absorbing boundary at the origin. When the initial displacement is large, the central moments of…

Statistical Mechanics · Physics 2021-04-08 Michael J. Kearney , Richard J. Martin

We analyze the mean squared displacement of a Brownian particle in a medium with a spatially varying local diffusivity which is assumed to be periodic. When the system is asymptotically diffusive the mean squared displacement,…

Statistical Mechanics · Physics 2015-06-23 David S. Dean , Thomas Guérin

We investigate the relation between mobility and diffusivity for Brownian particles under steady shear near the glass transition, using mode coupling approximations. For the two directions perpendicular to the shear direction, the particle…

Soft Condensed Matter · Physics 2009-11-10 Matthias Krüger , Matthias Fuchs

We solve the time-dependent Fokker-Planck equation for a two-dimensional active Brownian particle exploring a rectangular domain with absorbing boundary and in the presence of a parabolic barrier along one direction. By taking those of a…

Statistical Mechanics · Physics 2026-02-09 Michele Caraglio

This study presents a generalized theory for the diffusion of Brownian particles in shear flows. By solving the Langevin equations using stochastic instead of classical calculus, we propose a new mathematical formulation that resolves the…

Fluid Dynamics · Physics 2023-09-19 Nan Wang , Yuval Dagan