Related papers: Thermodynamic restrictions on statistics of molecu…
We construct a model of Brownian Motion on a pseudo-Riemannian manifold associated with general relativity. There are two aspects of the problem: The first is to define a sequence of stopping times associated with the Brownian "kicks" or…
In this work we present a general derivation of the non-Fickian behavior for the self-diffusion of identically interacting particle systems with excluded mutual passage. We show that the conditional probability distribution of finding a…
Brownian diffusion of rod-like polymers in the presence of randomly distributed spherical obstacles is studied using molecular dynamics (MD) simulations. It is observed that dependence of the reduced diffusion coefficient of these…
Maximization of the path information entropy is a clear prescription for constructing models in non-equilibrium statistical mechanics. Here it is shown that, following this prescription under the assumption of arbitrary instantaneous…
In many physical systems, degrees of freedom are coupled \emph{via} hydrodynamic forces, even in the absence of Hamiltonian interactions. A particularly important and widespread example concerns the transport of microscopic particles in…
We calculate analytically the probability density $P(t_m)$ of the time $t_m$ at which a continuous-time Brownian motion (with and without drift) attains its maximum before passing through the origin for the first time. We also compute the…
An attempt is made to compare statistical properties of self-diffusion of particles constituting gases in infinite volume and on torus. In this first part, equations are derived which represent roughened but solvable variant of the…
We study diffusive mixing in the presence of thermal fluctuations under the assumption of large Schmidt number. In this regime we obtain a limiting equation that contains a diffusive thermal drift term with diffusion coefficient obeying a…
We consider the motion of a particle under a continuum random environment whose distribution is given by the Howitt-Warren flow. In the moderate deviation regime, we establish that the quenched density of the motion of the particle (after…
An attempt is made to compare statistical properties of self-diffusion of particles constituting gases in infinite volume and on torus. In this second part, derivation, from BBGKY equations, of roughened model of self-diffusion is revised…
Particles undergoing Fickian diffusion within smooth energy landscapes exhibit Gaussian statistics. However, this Gaussian behavior is often elusive in complex liquids, where particle dynamics within spontaneously fluctuating or…
We study the Brownian motion of a classical particle in one-dimensional inhomogeneous environments where the transition probabilities follow quasiperiodic or aperiodic distributions. Exploiting an exact correspondence with the…
Ballistic transportation introduces new challenges in the thermodynamic properties of a gas of particles. For example, violation of mixing, ergodicity and of the fluctuation-dissipation theorem may occur, since all these processes are…
Owing to the Chapman-Kolmogorov equation for Markovian dynamics,any equilibrium trajectory of a Brownian particle in a solvent fluid can be viewed as the superposition of an uncountable number of non-equilibrium states. This property…
We study limit distributions for random variables defined in terms of coefficients of a power series which is determined by a certain linear functional equation. Our technique combines the method of moments with the kernel method of…
Fractional Brownian motion is a Gaussian stochastic process with stationary, long-time correlated increments and is frequently used to model anomalous diffusion processes. We study numerically fractional Brownian motion confined to a finite…
Focusing on a continuous-time quantum walk on $\mathbb{Z}=\left\{0,\pm 1,\pm 2,\ldots\right\}$, we analyze a probability distribution with which the quantum walker is observed at a position. The walker launches off at a localized state and…
The correspondence between the telegraph random process and transport within a binary stochastic Markovian mixture is established. This equivalence is used to derive the distribution function for the transit length, defined as the distance…
We consider the diffusion scaling limit of the one-dimensional vicious walker model of Fisher and derive a system of nonintersecting Brownian motions. The spatial distribution of $N$ particles is studied and it is described by use of the…
The first of $N$ identical independently distributed (i.i.d.) Brownian trajectories that arrives to a small target, sets the time scale of activation, which in general is much faster than the arrival to the target of only a single…