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A non-equilibrium steady state can be characterized by a nonzero but stationary flux driven by a static external force. Under a weak external force, the drift velocity is difficult to detect because the drift motion is feeble and submerged…

Statistical Mechanics · Physics 2015-06-22 Rui Shi , Yanting Wang

We study the statistical properties of overdamped particles driven by two cross-correlated multiplicative Gaussian white noises in a time-dependent environment. Using the Langevin and Fokker-Planck approaches, we derive the exact…

Statistical Mechanics · Physics 2016-08-16 S. I. Denisov , A. N. Vitrenko , W. Horsthemke , P. Hänggi

The objective of this study is to understand the dynamics of freely evolving particle suspensions over a wide range of particle-to-fluid density ratios. The dynamics of particle suspensions are characterized by the average momentum…

Fluid Dynamics · Physics 2021-10-29 Vahid Tavanashad , Alberto Passalacqua , Shankar Subramaniam

Diffusion theory establishes a fundamental connection between stochastic differential equations and partial differential equations. The solution of a partial differential equation known as the Fokker-Planck equation describes the…

Probability · Mathematics 2025-10-24 Carlos Escudero , Helder Rojas

From the exact single step evolution equation of the two-point correlation function of a particle distribution subjected to a stochastic displacement field $\bu(\bx)$, we derive different dynamical regimes when $\bu(\bx)$ is iterated to…

Statistical Mechanics · Physics 2011-11-10 Andrea Gabrielli , Fabio Cecconi

Anomalous diffusion has been widely observed by single particle tracking microscopy in complex systems such as biological cells. The resulting time series are usually evaluated in terms of time averages. Often anomalous diffusion is…

Statistical Mechanics · Physics 2017-09-13 Stas Burov , Jae-Hyung Jeon , Ralf Metzler , Eli Barkai

Diffusive transport of particles or, more generally, small objects is a ubiquitous feature of physical and chemical reaction systems. In configurations containing confining walls or constrictions transport is controlled both by the…

Statistical Mechanics · Physics 2009-01-22 P. Sekhar Burada , Peter Hanggi , Fabio Marchesoni , Gerhard Schmid , Peter Talkner

The overdamped dynamics of a charged particle driven by an uniform electric field through a random sequence of scatterers in one dimension is investigated. Analytic expressions of the mean velocity and of the velocity power spectrum are…

Chaotic Dynamics · Physics 2009-11-07 H. Kunz , R. Livi , A. Suto

The propulsion of active particles by self-diffusiophoresis is driven by asymmetric catalytic reactions on the particle surface that generate a mechanochemical coupling between the fluid velocity and the concentration fields of fuel and…

Statistical Mechanics · Physics 2018-12-24 Pierre Gaspard , Raymond Kapral

Atomic diffusion is usually understood as a succession of random, independent displacements of an adatom over the surface's potential energy landscape. Nevertheless, an analysis of Molecular Dynamics simulations of self-diffusion on Cu(111)…

Other Condensed Matter · Physics 2016-08-16 J. Ferrón , L. Gómez , J. J. de Miguel , R. Miranda

Microscopic swimming particles, which dissipate energy to execute persistent directed motion, are a classic example of a non-equilibrium system. We investigate the non-interacting Ornstein--Uhlenbeck Particle (OUP), which is propelled…

Soft Condensed Matter · Physics 2018-04-09 Cato Sandford , Alexander Y. Grosberg , Jean-François Joanny

We evaluate the steady-state distribution and escape rate for an Active Ornstein-Uhlenbeck Particle (AOUP) using methods from the theory of large deviations. The calculation is carried out both for small and large memory times of the active…

Statistical Mechanics · Physics 2022-08-31 Eric Woillez , Yariv Kafri , Vivien Lecomte

The Fluctuating Force Fluctuating Torque (F3T) model is developed and evaluated for the dynamics of a turbulent particle-gas suspension of rough spherical particles in a turbulent Couette flow in the limit where the viscous relaxation time…

Fluid Dynamics · Physics 2023-11-17 S. Ghosh , P S Goswami , V. Kumaran

We numerically investigate the diffusive behavior of active Brownian particles in a two-dimensional confined channel filled with soft obstacles, whose softness is controlled by a parameter $K$. Here, active particles are subjected to…

Soft Condensed Matter · Physics 2024-10-22 Ankit Gupta , P. S. Burada

Brownian motion is the perpetual irregular motion exhibited by small particles immersed in a fluid. Such random motion of the particles is produced by statistical fluctuations in the collisions they suffer with the molecules of the…

Physics Education · Physics 2007-05-23 Kasturi Basu , Kopinjol Baishya

In this paper we present a new model for modeling the diffusion and relative dispersion of particles in homogeneous isotropic turbulence. We use an Heisenberg-like Hamiltonian to incorporate spatial correlations between fluid particles,…

Fluid Dynamics · Physics 2012-12-18 Thomas Burgener , Dirk Kadau , Hans Jürgen Herrmann

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…

Consider a system of particles evolving as independent and identically distributed (i.i.d.) random walks. Initial fluctuations in the particle density get translated over time with velocity $\vec{v}$, the common mean velocity of the random…

Probability · Mathematics 2010-09-15 Rohini Kumar

Diffusive scaling of position moments and a central limit theorem are obtained for the mean position of a quantum particle hopping on a cubic lattice and subject to a random potential consisting of a large static part and a small part that…

Mathematical Physics · Physics 2015-12-11 Jeffrey Schenker

The horizontal dynamics of a bouncing ball interacting with an irregular surface is investigated and is found to demonstrate behavior analogous to a random walk. Its stochastic character is substantiated by the calculation of a permutation…

Physics Education · Physics 2025-09-15 Luiz Antonio Barreiro