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Heat fluctuations are studied in a dissipative system with both mechanical and stochastic components for a simple model: a Brownian particle dragged through water by a moving potential. An extended stationary state fluctuation theorem is…

Statistical Mechanics · Physics 2007-05-23 R. van Zon , E. G. D. Cohen

The structure and dynamics of confined suspensions of particles of arbitrary shape is of interest in multiple disciplines, from biology to engineering. Theoretical studies are often limited by the complexity of long-range particle-particle…

We present a field theoretic approach to capture the motion of a particle with dry friction for one- and two-dimensional diffusive particles, and further expand the framework for two-dimensional active Brownian particles. Starting with the…

Statistical Mechanics · Physics 2024-09-18 Ziluo Zhang , Shurui Yuan , Shigeyuki Komura

This work deals with the overdamped motion of a particle in a fluctuating one-dimensional periodic potential. If the potential has no inversion symmetry and its fluctuations are asymmetric and correlated in time, a net flow can be generated…

Condensed Matter · Physics 2016-10-26 Enrique Abad , Andreas Mielke

We introduce a novel description of the dynamics of the order book of financial markets as that of an effective colloidal Brownian particle embedded in fluid particles. The analysis of a comprehensive market data enables us to identify all…

Trading and Market Microstructure · Quantitative Finance 2015-06-18 Yoshihiro Yura , Hideki Takayasu , Didier Sornette , Misako Takayasu

Brownian motion in confinement and at interfaces is a canonical situation, encountered from fundamental biophysics to nanoscale engineering. Using the Lorenz-Mie framework, we optically record the thermally-induced tridimensional…

Soft Condensed Matter · Physics 2021-07-14 Maxime Lavaud , Thomas Salez , Yann Louyer , Yacine Amarouchene

We study the diffusivity of a small particle immersed in a square box filled with a non-ideal multicomponent fluid in the presence of thermal fluctuations. Our approach is based on the numerical integration of fluctuating lattice Boltzmann…

Fluid Dynamics · Physics 2021-12-14 Xiao Xue , Luca Biferale , Mauro Sbragaglia , Federico Toschi

A new method is proposed to numerically extract the diffusivity of a (typically nonlinear) diffusion equation from underlying stochastic particle systems. The proposed strategy requires the system to be in local equilibrium and have…

Statistical Mechanics · Physics 2018-05-09 Peter Embacher , Nicolas Dirr , Johannes Zimmer , Celia Reina

We study the dynamics of Brownian particles in a heterogeneous one-dimensional medium with a spatially-dependent diffusion coefficient of the form $D(x)\sim |x|^c$, at constant temperature. The particle's probability distribution function…

Statistical Mechanics · Physics 2016-08-03 Shaked Regev , Niels Grønbech-Jensen , Oded Farago

The postulational basis of classical thermodynamics has been expanded to incorporate equilibrium fluctuations. The main additional elements of the proposed thermodynamic theory are the concept of quasi-equilibrium states, a definition of…

Statistical Mechanics · Physics 2019-06-11 Y. Mishin

In this paper, we propose an approach for simulating wall-bounded incompressible turbulent flows by integrating the technology of random vortex method with the core principles of large-eddy simulations (LES). In particular, we employ the…

Fluid Dynamics · Physics 2025-11-11 Zihao Guo , Zhongmin Qian

The non-thermal nature of self-propelling colloids offers new insights into non-equilibrium physics. The central mathematical model to describe their trajectories is active Brownian motion, where a particle moves with a constant speed,…

We develop stochastic mixed finite element methods for spatially adaptive simulations of fluid-structure interactions when subject to thermal fluctuations. To account for thermal fluctuations, we introduce a discrete fluctuation-dissipation…

Mesoscale and Nanoscale Physics · Physics 2023-02-28 Pat Plunkett , Jon Hu , Chris Siefert , Paul J. Atzberger

Thermodynamic quantities, like heat, entropy, or work, are random variables, in stochastic systems. Here, we investigate the statistics of the heat exchanged by a Brownian particle subjected to a logarithm-harmonic potential. We derive…

Statistical Mechanics · Physics 2021-12-08 Pedro V. Paraguassú , Welles A. M Morgado

The Rayleigh-Plateau instability occurs when surface tension makes a fluid column become unstable to small perturbations. At nanometer scales, thermal fluctuations are comparable to surface energy densities. Consequently, at these scales,…

Fluid Dynamics · Physics 2023-06-21 Bryn Barker , John B. Bell , Alejandro L. Garcia

Quantum Brownian motion, described by the Caldeira-Leggett model, brings insights to understand phenomena and essence of quantum thermodynamics, especially the quantum work and heat associated with their classical counterparts. By employing…

Statistical Mechanics · Physics 2021-12-15 Jin-Fu Chen , Tian Qiu , H. T. Quan

We study the diffusive dynamics of a Brownian particle in proximity of a flat surface under non-equilibrium conditions, which are created by an anisotropic thermal environment with different temperatures being active along distinct spatial…

Statistical Mechanics · Physics 2017-09-13 Stefano Bo , Ralf Eichhorn

Hydrodynamic interactions in a suspension of spherical particles confined between two parallel planar walls are studied under creeping-flow conditions. The many-particle friction matrix in this system is evaluated using our novel numerical…

Fluid Dynamics · Physics 2009-11-11 S. Bhattacharya , J. Blawzdziewicz , E. Wajnryb

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…

The properties of the thermal force driving micron particles in incompressible fluids are studied within the hydrodynamic theory of the Brownian motion. It is shown that the assumption used for the hydrodynamic Langevin equation in its…

Statistical Mechanics · Physics 2012-10-16 Vladimir Lisy , Jana Tothova , Lukas Glod