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Using a time-averaging technique we obtain exactly the probability distribution for position and velocity of a Brownian particle under the influence of two heat baths at different temperatures. These baths are expressed by a white noise…

Statistical Mechanics · Physics 2011-07-01 D. O. Soares-Pinto , W. A. M. Morgado

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

We study systems of Brownian particles on the real line, which interact by splitting the local times of collisions among themselves in an asymmetric manner. We prove the strong existence and uniqueness of such processes and identify them…

Probability · Mathematics 2012-10-02 Ioannis Karatzas , Soumik Pal , Mykhaylo Shkolnikov

We derive new analytical results for the hydrodynamic force exerted on a sinusoidally oscillating porous shell and a sphere of uniform density in the Stokes limit. The coupling between the spherical particle and the solvent is done using…

Fluid Dynamics · Physics 2012-11-02 Santtu T. T. Ollila , Tapio Ala-Nissila , Colin Denniston

Nonequilibrium statistical models of point vortex systems are constructed using an optimal closure method, and these models are employed to approximate the relaxation toward equilibrium of systems governed by the two-dimensional Euler…

Fluid Dynamics · Physics 2018-12-26 Jonathan Maack , Bruce Turkington

Computing analytically the $n$-point density correlations in systems of interacting particles is a long-standing problem of statistical physics, with a broad range of applications, from the interpretation of scattering experiments in simple…

Statistical Mechanics · Physics 2025-07-01 Louison Le Bon , Antoine Carof , Pierre Illien

Stochastic motion of particles in a highly unstable potential generates a number of diverging trajectories leading to undefined statistical moments of the particle position. This makes experiments challenging and breaks down a standard…

Modeling dispersed solid phases in fluids still represents a computational challenge when considering a small-scale coupling in wide systems, such as the atmosphere or industrial processes at high Reynolds numbers. A numerical method is…

Fluid Dynamics · Physics 2015-08-13 François Laenen , Giorgio Krstulovic , Jérémie Bec

We consider two different models for colloidal particles. In the first model, we consider their free motion to be diffusion while in the second model we take it to be integrated Ornstein-Uhlenbeck process. In both models, we derived…

Probability · Mathematics 2016-10-31 Guolong Li

We study systems of interacting Brownian particles in one dimension constructed as the diffusion scaling limits of Fisher's vicious walk models. We define two types of nonintersecting Brownian motions, in which we impose no condition (resp.…

Statistical Mechanics · Physics 2007-05-23 M. Katori , H. Tanemura

A formalism for quantum many-body systems is proposed through a semiclassical treatment in phase space, allowing us to establish a stochastic thermodynamics incorporating quantum statistics. Specifically, we utilize a stochastic…

Statistical Mechanics · Physics 2024-12-23 Zhaoyu Fei

We study exclusion processes on the integer lattice in which particles change their velocities due to stickiness. Specifically, whenever two or more particles occupy adjacent sites, they stick together for an extended period of time, and…

Probability · Mathematics 2016-08-11 Miklós Z. Rácz , Mykhaylo Shkolnikov

We analyze the equations governing the evolution of distributions of the work and the heat exchanged with the environment by a manipulated stochastic system, by means of a compact and general derivation. We obtain explicit solutions for…

Statistical Mechanics · Physics 2007-11-13 A. Imparato , L. Peliti , G. Pesce , G. Rusciano , A. Sasso

Two deterministic models for Brownian motion are investigated by means of numerical simulations and kinetic theory arguments. The first model consists of a heavy hard disk immersed in a rarefied gas of smaller and lighter hard disks acting…

Chaotic Dynamics · Physics 2009-11-13 Fabio Cecconi , Massimo Cencini , Angelo Vulpiani

We study the Brownian dynamics of a solid particle on a vibrating solid surface. Phenomenologically, the interaction between the two solid surfaces is modeled by solid friction, and the Gaussian white noise models the vibration of the solid…

Statistical Mechanics · Physics 2017-06-15 Prasenjit Das , Moshe Schwartz , Sanjay Puri

We study the large-time behaviour of Brownian particles moving through a viscous medium in a confined potential, and which are further subjected to position-dependent driving forces that are periodic in time. We focus on the case where…

Statistical Mechanics · Physics 2009-11-10 Sreedhar B. Dutta , Mustansir Barma

We construct a two-dimensional diffusion process with rank-dependent local drift and dispersion coefficients, and with a full range of patterns of behavior upon collision that range from totally frictionless interaction, to elastic…

Probability · Mathematics 2012-08-24 E. Robert Fernholz , Tomoyuki Ichiba , Ioannis Karatzas

A paradigm for isothermal, mechanical rectification of stochastic fluctuations is introduced in this paper. The central idea is to transform energy injected by random perturbations into rigid-body rotational kinetic energy. The prototype…

Probability · Mathematics 2007-10-18 Nawaf Bou-Rabee , Houman Owhadi

We perform systematic simulation experiments on model systems with soft-sphere repulsive interactions to test the predicted dynamic equivalence between soft-sphere liquids with similar static structure. For this we compare the simulated…

We present a diagrammatic formulation of a theory for the time dependence of density fluctuations in equilibrium systems of interacting Brownian particles. To facilitate derivation of the diagrammatic expansion we introduce a basis that…

Soft Condensed Matter · Physics 2009-11-13 Grzegorz Szamel