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The kinetic theory of Maxwell and Boltzmann has been the subject of major scientific controversies. The alleged incompatibility between the reversible nature of the equations of classical mechanics and the increase of entropy, which, in the…

Mathematical Physics · Physics 2015-06-03 François Golse

The paper is devoted to the problem of the determination of regular and thermal forces acting on microscopic and smaller objects in fluids. One of the methods how regular forces are determined is the measurement of the drift velocity of…

Statistical Mechanics · Physics 2012-02-21 Jana Tothova , Lukas Glod , Gabriela Vasziova , Vladimir Lisy

Using simple kinematical arguments, we derive the Fokker-Planck equation for diffusion processes in curved spacetimes. In the case of Brownian motion, it coincides with Eckart's relativistic heat equation (albeit in a simpler form), and…

Statistical Mechanics · Physics 2015-03-19 Matteo Smerlak

We provide a rigorous derivation of the brownian motion as the hydrodynamic limit of a deterministic system of hard-spheres as the number of particles $N$ goes to infinity and their diameter $\varepsilon$ simultaneously goes to $0,$ in the…

Analysis of PDEs · Mathematics 2015-02-25 Thierry Bodineau , Isabelle Gallagher , Laure Saint-Raymond

We present some results on Bernstein processes which are Brownian diffusions that appear in Euclidean Quantum Mechanics: We express the distributions of these processes with the help of those of Bessel processes. We then determine two…

Probability · Mathematics 2013-09-24 Mohamad Houda

In these lecture notes, we explore the mathematical preliminaries and foundational concepts that connect stochastic processes with partial differential equations. We begin by investigating Brownian motion, which serves as a model for random…

Probability · Mathematics 2025-09-15 Helder Rojas

We develop two-dimensional Brownian dynamics simulations to examine the motion of disks under thermal fluctuations and Hookean forces. Our simulations are designed to be experimental-like, since the experimental conditions define the…

Soft Condensed Matter · Physics 2017-05-26 Manuel Pancorbo , Miguel A. Rubio , P. Domínguez-García

We consider a random model of diffusion and coagulation. A large number of small particles are randomly scattered at an initial time. Each particle has some integer mass and moves in a Brownian motion whose diffusion rate is determined by…

Probability · Mathematics 2012-08-21 Alan Hammond , Fraydoun Rezakhanlou

The Nelson stochastic mechanics of inhomogeneous quantum diffusion in flat spacetime with a tensor of diffusion can be described as a homogeneous one in a Riemannian manifold where this tensor of diffusion plays the role of a metric tensor.…

High Energy Physics - Theory · Physics 2012-10-09 Zahid Zakir

A particle subjected to a fluctuating force originated from its interaction with an external quantum system undergoes quantum Brownian motion. This phenomenon is investigated in detail for the case of a particle confined by a harmonic…

Quantum Physics · Physics 2025-01-29 Ygor de Oliveira Souza , Caio C. Holanda Ribeiro , Vitorio A. De Lorenci

This paper proposes an interpretation of quantum mechanics, relying on the time-symmetric stochastic dynamics of quantum particles and on non-classical probability theory. Our main purpose is to demonstrate that the wave function and its…

Quantum Physics · Physics 2026-05-29 Charalampos Antonakos

Heinz-Dieter Zeh's discovery that the motion of macroscopic objects can not, under typical conditions, follow the Schr\"odinger equation necessitates a suitably modified dynamics. This unfolded a long-lasting puzzle in the open quantum…

Quantum Physics · Physics 2020-10-08 Lajos Diósi

The problem of Brownian motion in a periodic potential, under the influence of external forcing, which is either random or periodic in time, is studied in this paper. Multiscale techniques are used to derive general formulae for the steady…

Statistical Mechanics · Physics 2007-05-23 G. A. Pavliotis

It is argued that any operational measure of time is inseparably bound to the presence of a periodic process in some medium. Since, as first formulated by Einstein's (1905) equation for the energy, all "particles" (neutrons, electrons,…

Quantum Physics · Physics 2007-05-23 Gerhard Groessing

Brownian motion (BM) is pivotal in natural science for the stochastic motion of microscopic droplets. In this study, we investigate BM driven by thermal composition noise at sub-micro scales, where inter-molecular diffusion and surface…

Fluid Dynamics · Physics 2025-02-26 Haodong Zhang , Fei Wang , Lorenz Ratke , Britta Nestler

The Einstein relation describes the response of a diffusing particle to a small constant external force. It states that, as the force tends to zero, the ratio of the limiting velocity to the force magnitude converges to the diffusivity…

Probability · Mathematics 2026-05-26 Ahmed Bou-Rabee , Ruizhe Xu

A research program within the scope of theories on "Emergent Quantum Mechanics" is presented, which has gained some momentum in recent years. Via the modeling of a quantum system as a non-equilibrium steady-state maintained by a permanent…

Quantum Physics · Physics 2015-01-14 Gerhard Groessing

The one-dimensional motion of any number $\cN$ of particles in the field of many independent waves (with strong spatial correlation) is formulated as a second-order system of stochastic differential equations, driven by two Wiener…

Probability · Mathematics 2014-04-10 Yves Elskens , Etienne Pardoux

Consider the motion of a charged, point particle moving in the complement of a Poisson distribution of hard sphere scatterers in two dimensions under the effect of a fixed magnetic field. Building on, and extending a coupling method…

Probability · Mathematics 2024-11-07 Christopher Lutsko , Balint Toth

This article discusses the numerical result predicted by the quantum Langevin equation of the generalized diffusion function of a Brownian particle immersed in an Ohmic quantum bath of harmonic oscillators. The time dependence of the…

Quantum Physics · Physics 2019-12-03 Pedro J. Colmenares
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