Related papers: Langevin formulation for single-file diffusion
Current understanding of the kinetic-scale turbulence in weakly-collisional plasmas still remains elusive. We employ a general framework in which the turbulent energy transfer is envisioned as a scale-to-scale Langevin process. Fluctuations…
We discuss a relativistic diffusion in the proper time in an approach of Schay and Dudley. We derive (Langevin) stochastic differential equations in various coordinates.We show that in some coordinates the stochastic differential equations…
The equation which describes a particle diffusing in a logarithmic potential arises in diverse physical problems such as momentum diffusion of atoms in optical traps, condensation processes, and denaturation of DNA molecules. A detailed…
The Langevin equation is ubiquitously employed to numerically simulate plasmas, colloids and electrolytes. However, the usual assumption of white noise becomes untenable when the system is subject to an external AC electric field. This is…
A fundamental challenge of the theory of liquids is to understand the similarities and differences in the macroscopic dynamics of both colloidal and atomic liquids, which originate in the (Newtonian or Brownian) nature of the microscopic…
We present the detailed analysis of the diffusive transport of spatially inhomogeneous fluid mixtures and the interplay between structural and dynamical properties varying on the atomic scale. The present treatment is based on different…
Diffusive motion is a fundamental transport mechanism in physical and biological systems, governing dynamics across a wide range of scales -- from molecular transport to animal foraging. In many complex systems, however, diffusion deviates…
We examine the Langevin diffusion confined to a closed, convex domain $D\subset\mathbb{R}^d$, represented as a reflected stochastic differential equation. We introduce a sequence of penalized stochastic differential equations and prove that…
A simple manner to describe the diffusive relaxation of a colloidal fluid adsorbed in a porous medium is to model the porous medium as a set of spherical particles fixed in space at random positions with prescribed statistical structural…
We derive a generalized quantum Langevin equation and its fluctuation-dissipation relation describing the quantum dynamics of a tagged particle interacting with a medium (environment), where both the particle and the environment are driven…
Open quantum systems can display periodic dynamics at the classical level either due to external periodic modulations or to self-pulsing phenomena typically following a Hopf bifurcation. In both cases, the quantum fluctuations around…
Anomalous diffusion phenomena have been observed in many complex physical and biological systems. One significant advance recently is the physical extension of particle's motion in static medium to uniformly (and even nonuniformly)…
We consider simple stochastic climate models, described by slowly time-dependent Langevin equations. We show that when the noise intensity is not too large, these systems can spend substantial amounts of time in metastable equilibrium,…
Recovering a stochastic process from noisy ensembles of single particle trajectories (SPTs) is resolved here using the Langevin equation as a model. The massive redundancy contained in SPTs data allows recovering local parameters of the…
This thesis is dedicated to the study of stochastic processes; non-deterministic physical phenomena that can be well described by classical physics. The stochastic processes we are interested in are akin to Brownian Motion and can be…
Linear diffusions are used to model a large number of stochastic processes in physics, including small mechanical and electrical systems perturbed by thermal noise, as well as Brownian particles controlled by electrical and optical forces.…
We derive exact Langevin-type equations governing quasispecies dynamics. The inherent multiplicative noise has both real and imaginary parts. The numerical simulation of the underlying complex stochastic partial differential equations is…
Lateral diffusion of molecules on surfaces plays a very important role in various biological processes, including lipid transport across the cell membrane, synaptic transmission and other phenomena such as exo- and endocytosis, signal…
We study the Langevin dynamics of a dipole diffusing in a random electrical field E derived from a quenched Gaussian potential. We show that in a suitable adiabatic limit (where the dynamics of the dipole moment is much faster than the…
We report new results about the two-time dynamics of an anomalously diffusing classical particle, as described by the generalized Langevin equation with a frequency-dependent noise and the associated friction. The noise is defined by its…