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Einstein's explanation of Brownian motion provided one of the cornerstones which underlie the modern approaches to stochastic processes. His approach is based on a random walk picture and is valid for Markovian processes lacking long-term…

Statistical Mechanics · Physics 2009-11-10 I. M. Sokolov , J. Klafter

The dynamical evolution of dislocations in plastically deformed metals is controlled by both deterministic factors arising out of applied loads and stochastic effects appearing due to fluctuations of internal stress. Such type of stochastic…

Statistical Mechanics · Physics 2016-09-21 Amit K. Chattopadhyay , Elias C. Aifantis

In this paper, we solve the joint probability density for the passive and active particles with harmonic, viscous, and perturbative forces. After deriving the Fokker-Planck equation for a passive and a run-and-tumble particles, we…

Statistical Mechanics · Physics 2024-09-10 Jae-Won Jung , Sung Kyu Seo , Kyungsik Kim

The long timescale evolution of a self-gravitating system is generically driven by two-body encounters. In many cases, the motion of the particles is primarily governed by the mean field potential. When this potential is integrable,…

Astrophysics of Galaxies · Physics 2018-09-26 Jean-Baptiste Fouvry , Ben Bar-Or

We consider moving particles in media with nonlinear friction and drive them by an asymmetric dichotomic Markov process. Due to different energy dissipations, during the forward and backward stroke, we obtain a mean non-vanishing directed…

Statistical Mechanics · Physics 2011-05-18 Gökan Cebiroglu , Christian Weber , Lutz Schimansky-Geier

A stochastic differential equation that describes the dynamics of single-domain magnetic particles at any temperature is derived using a classical formalism. The deterministic terms recover existing theory and the stochastic process takes…

Mesoscale and Nanoscale Physics · Physics 2015-10-28 Michail Tzoufras , Gregory J. Parker , Michael K. Grobis

We consider stochastic dynamics of a particle on a plane in presence of two noises and a confining parabolic potential - an analog of the experimentally-relevant Brownian Gyrator (BG) model. In contrast to the standard BG model, we suppose…

Statistical Mechanics · Physics 2025-12-16 Timothée Herbeau , Leonid Pastur , Pascal Viot , Gleb Oshanin

We study the diffusion process in a Heisenberg chain with correlated spatial disorder, with a power spectrum in the momentum space behaving as $k^{-\beta}$, using a stochastic description. It establishes a direct connection between the…

Statistical Mechanics · Physics 2007-05-23 M. H. Vainstein , R. Morgado , F. A. Oliveira , F. A. B. F. de Moura , M. D. Coutinho-Filho

In the simplest model of single-file diffusion, $N$ point particles wander on a segment of the $x$ axis of length $L$, with hard core interactions, which prevent passing, and with overdamped Brownian dynamics, $\lambda\dot{x}=\eta(t)$,…

Statistical Mechanics · Physics 2019-10-23 Theodore W. Burkhardt

We consider the steady-state behavior of pairs of active particles having different persistence times and diffusivities. To this purpose we employ the active Ornstein-Uhlenbeck model, where the particles are driven by colored noises with…

Soft Condensed Matter · Physics 2018-01-17 René Wittmann , Joseph M. Brader , Abhinav Sharma , Umberto Marini Bettolo Marconi

We study the dynamics of an athermal inertial run-and-tumble particle moving in a shear-thickening medium in $d=1$. The viscosity of the medium is represented by a nonlinear function $f(v)\sim\tan(v)$, while a symmetric dichotomous noise of…

Statistical Mechanics · Physics 2025-08-06 Subhanker Howlader , Sayantan Mondal , Prasenjit Das

Consider a chaotic dynamical system generating Brownian motion-like diffusion. Consider a second, non-chaotic system in which all particles localize. Let a particle experience a random combination of both systems by sampling between them in…

Chaotic Dynamics · Physics 2019-05-01 Y. Sato , R. Klages

We study the motion of a heavy tracer particle weakly coupled to a dense interacting Bose gas exhibiting Bose-Einstein condensation. In the so-called mean-field limit, the dynamics of this system approaches one determined by nonlinear…

Mathematical Physics · Physics 2013-02-07 Juerg Froehlich , Zhou Gang

Recent studies have highlighted the sensitivity of active matter to boundaries and their geometries. Here we develop a general theory for the dynamics and statistics of active particles on curved surfaces and illustrate it on two examples.…

Soft Condensed Matter · Physics 2016-01-15 Yaouen Fily , Aparna Baskaran , Michael F. Hagan

We investigate the stochastic dynamics of one sedimenting active Brownian particle in three dimensions under the influence of gravity and passive fluctuations in the translational and rotational motion. We present an analytical solution of…

Soft Condensed Matter · Physics 2018-08-24 Jérémy Vachier , Marco G. Mazza

Motivated by various recent experimental findings, we propose a dynamical model of intermittently self-propelled particles: active particles that recurrently switch between two modes of motion, namely an active run-state and a turn state,…

Soft Condensed Matter · Physics 2025-10-30 Agniva Datta , Carsten Beta , Robert Großmann

The empirical velocity of a reaction-diffusion front, propagating into an unstable state, fluctuates because of the shot noises of the reactions and diffusion. Under certain conditions these fluctuations can be described as a diffusion…

Statistical Mechanics · Physics 2020-08-26 Evgeniy Khain , Baruch Meerson , Pavel Sasorov

The motion of a Brownian particle in the presence of Coulomb friction and an asymmetric spatial potential was evaluated in this study. The system exhibits a ratchet effect, i.e., an average directed motion even in the absence of an external…

Statistical Mechanics · Physics 2023-01-11 Massimiliano Semeraro , Giuseppe Gonnella , Eugenio Lippiello , Alessandro Sarracino

Motor-driven cargo transport is a complex phenomenon where multiple motor proteins attached on to a cargo engage in pulling activity, often leading to tug-of-war, displaying bidirectional motion. However, most mathematical and computational…

Biological Physics · Physics 2016-09-09 Deepak Bhat , Manoj Gopalakrishnan

We expand on a recent study of a lattice model of interacting particles [Phys. Rev. Lett. 111, 110601 (2013)]. The adsorption isotherm and equilibrium fluctuations in particle number are discussed as a function of the interaction. Their…

Statistical Mechanics · Physics 2014-11-20 T. Becker , K. Nelissen , B. Cleuren , B. Partoens , C. Van den Broeck