Related papers: Diffusion limit for many particles in a periodic s…
The Brownian motion of a particle in a one-dimensional periodic potential subjected to a uniform external force F is studied. Using the formula for the diffusion coefficient D obtained by other authors and an alternative one derived from…
The dynamics of a Brownian particle in a constant magnetic field and time-dependent electric field is studied in the limit of white noise, using a Langevin approach for the classical problem and the path-integral Feynman-Vernon and…
We study a Langevin equation describing the stochastic motion of a particle in one dimension with coordinate $x$, which is simultaneously exposed to a space-dependent friction coefficient $\gamma(x)$, a confining potential $U(x)$ and…
We reassess the "dispersionless transport regime" of Brownian particles in tilted periodic potentials. We show that the particles exhibit normal diffusive motion right after transitioning into the running state dragged by the constant bias…
We consider a generalization of classical results of Freidlin and Wentzell to the case of time dependent dissipative drifts. We show the convergence of diffusions with multiplicative noise in the zero limit of a diffusivity parameter to the…
We study analytically the order and gap statistics of particles at time $t$ for the one dimensional branching Brownian motion, conditioned to have a fixed number of particles at $t$. The dynamics of the process proceeds in continuous time…
We investigate the bounds between normal or anomalous effective diffusion for inertial particles transported by parallel flows. The infrared behavior of the fluid kinetic-energy spectrum, i.e. the possible presence of long-range…
One century after Einstein's work, Brownian Motion still remains both a fundamental open issue and a continous source of inspiration for many areas of natural sciences. We first present a discussion about stochastic and deterministic…
The fluctuation-dissipation theorem describes the intimate connection between the Brownian diffusion of thermal particles and their drag coefficients. In the simple case of spherical particles, it takes the form of the Stokes-Einstein…
A system of interacting Brownian particles subject to short-range repulsive potentials is considered. A continuum description in the form of a nonlinear diffusion equation is derived systematically in the dilute limit using the method of…
A collisionless continuous medium in Euclidean space is discussed, i.e. a continuum of free particles moving inertially, without interacting with each other. It is shown that the distribution density of such medium is weakly converging to…
A particle with internal unobserved states diffusing in a force field will generally display effective advection-diffusion. The drift velocity is proportional to the mobility averaged over the internal states, or effective mobility, while…
We propose that particles are associated both with localized macroscopic states at point vertices and with extended microscopic states at all vacuum points. The self-fields screen the microscopic particle currents everywhere except at the…
We study a system of reflected Brownian motions on the positive half-line in which each particle has a drift toward the origin determined by the local times at the origin of all the particles. If this local time drift is too strong, such…
We introduce and analyze a model for the transport of particles or energy in extended lattice systems. The dynamics of the model acts on a discrete phase space at discrete times but has nonetheless some of the characteristic properties of…
We study the dynamics of a self-propelled particle advected by a steady laminar flow. The persistent motion of the self-propelled particle is described by an active Ornstein-Uhlenbeck process. We focus on the diffusivity properties of the…
We study the transport properties of a system of active particles moving at constant speed in an heterogeneous two-dimensional space. The spatial heterogeneity is modeled by a random distribution of obstacles, which the active particles…
We study 1-D diffusion of $N$ hard-core interacting Brownian particles driven by the space- and time-dependent external force. We give the exact solution of the $N$-particle Smoluchowski diffusion equation. In particular, we investigate the…
We consider the dynamics of systems with arbitrary friction and diffusion. These include, as a special case, systems for which friction and diffusion are connected by Einstein fluctuation-dissipation relation, e.g. Brownian motion. We study…
We investigate the low mass limit of Langevin dynamics for a charged Brownian particle driven by the magnetic Lorentz force. In the low mass limit, velocity variables relaxing quickly are coarse-grained out to yield effective dynamics for…