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In this paper, we construct a type of interacting particle systems to approximate a class of stochastic different equations whose coefficients depend on the conditional probability distributions of the processes given partial observations.…

Probability · Mathematics 2024-03-27 Kai Du , Yunzhang Li , Yuyang Ye

We study a model of mass-bearing coagulating planar Brownian particles. Coagulation is prone to occur when two particles become within a distance of order $\epsilon$. We assume that the initial number of particles is of the order of $| \log…

Probability · Mathematics 2013-04-18 Alan Hammond , Fraydoun Rezakhanlou

By working in the small persistence time limit, we determine the steady-state distribution of an Active Ornstein Uhlenbeck Particle (AOUP) experiencing, in addition to self-propulsion, a Gaussian white noise modelling a bath at temperature…

Statistical Mechanics · Physics 2021-05-26 David Martin , Thibaut Arnoulx de Pirey

We consider a run-and-tumble particle on a half-line with an absorbing target at the origin. The particle has an internal velocity state that switches between two opposite values at Poisson-distributed times. The position of the particle…

Statistical Mechanics · Physics 2025-06-19 Pascal Grange , Linglong Yuan

We study many interacting Brownian particles under a tilted periodic potential. We numerically measure the linear response coefficient of the density field by applying a slowly varying potential transversal to the tilted direction. In…

Statistical Mechanics · Physics 2009-03-02 Takenobu Nakamura , Shin-ichi Sasa

Employing large deviation theory, we explore current fluctuations of underdamped Brownian motion for the paradigmatic example of a single particle in a one dimensional periodic potential. Two different approaches to the large deviation…

Statistical Mechanics · Physics 2018-03-12 Lukas P. Fischer , Patrick Pietzonka , Udo Seifert

For the Langevin model of the dynamics of a Brownian particle with perturbations orthogonal to its current velocity, in a regime when the particle velocity modulus becomes constant, an equation for the characteristic function $\psi…

Statistical Mechanics · Physics 2021-03-01 V. A. Doobko , S. V. Zubarev , E. V. Karachanskaya

Experimental and theoretical studies are made of Brownian particles trapped in a periodic potential, which is very slightly tilted due to gravity. In the presence of fluctuations, these will trigger a measurable average drift along the…

Atomic Physics · Physics 2010-10-14 M. Zelan , H. Hagman , K. Karlsson , C. M. Dion , A. Kastberg

One considers the motion of a test particle in an homogeneous fluid in equilibrium at temperature $T$, undergoing dissipative collisions with the fluid particles. It is shown that the corresponding linear Boltzmann equation still posseses a…

Statistical Mechanics · Physics 2007-05-23 Ph. A. Martin , J. Piasecki

We study the non-equilibrium steady states and first passage properties of a Brownian particle with position $X$ subject to an external confining potential of the form $V(X)=\mu|X|$, and that is switched on and off stochastically. Applying…

Statistical Mechanics · Physics 2020-11-11 Gabriel Mercado-Vásquez , Denis Boyer , Satya N. Majumdar , Grégory Schehr

A reversal of the particle current in rocking Brownian motors was predicted more than 20 years ago; however, an experimental verification and a deeper insight into the underlying mechanisms remained elusive. Here, we investigate the high…

Statistical Mechanics · Physics 2018-09-12 Christian Schwemmer , Stefan Fringes , Urs Duerig , Yu Kyoung Ryu Cho , Armin W. Knoll

A particle diffusing around a point of stable mechanical equilibrium in a static but non-conservative force field enters into a steady state characterized by circulation in the probability flux. Circulation in such a Brownian vortex is not…

Soft Condensed Matter · Physics 2009-03-17 Bo Sun , Jiayi Lin , Ellis Darby , Alexander Y. Grosberg , David G. Grier

We carry out a comprehensive linear stability analysis of active Brownian particle systems around a constant homogeneous state. These scalar models, being important prototypes for the continuous description of active matter, are…

Analysis of PDEs · Mathematics 2025-12-22 Michele Coti Zelati , Lucas Ertzbischoff , David Gerard-Varet

A Brownian particle moving in a staircase-like potential with feedback control offers a way to implement Maxwell's demon. An experimental demonstration of such a system using sinusoidal periodic potential carried out by Toyabe et al. has…

Statistical Mechanics · Physics 2023-12-29 Kiran V , Toby Joseph

We extend our previous studies on a counter-intuitive effect in which a directed transport of a free Brownian particle induced by active fluctuations can be significantly enhanced when the particle is placed in a periodic potential. It is…

Statistical Mechanics · Physics 2023-10-05 Karol Białas , Jerzy Łuczka , Jakub Spiechowicz

Recently many results namely the Fluctuation theorems (FT), have been discovered for systems arbitrarily away from equilibrium. Many of these relations have been experimentally tested. The system under consideration is usually driven out of…

Statistical Mechanics · Physics 2019-10-02 Rahul Marathe , Sourabh Lahiri

Motivated by the modeling of the temporal structure of the velocity field in a highly turbulent flow, we propose and study a linear stochastic differential equation that involves the ingredients of a Ornstein-Uhlenbeck process, supplemented…

Fluid Dynamics · Physics 2017-09-26 Laurent Chevillard

In earlier work we showed that the particle displacement for the multidimensional periodic Lorentz gas, in the limit of low scatterer density (Boltzmann-Grad limit), satisfies a central limit theorem with superdiffusive scaling. The present…

Mathematical Physics · Physics 2015-11-17 Jens Marklof , Balint Toth

We show that Brownian motion is spatially not symmetric for mesoscopic particles embedded in a fluid if the particle is not in thermal equilibrium and its shape is not spherical. In view of applications on molecular motors in biological…

Soft Condensed Matter · Physics 2009-11-13 Susan Sporer , Christian Goll , Klaus Mecke

By studying a system of Brownian particles, interacting only through a local social-like force (velocity alignment), we show that self-propulsion is not a necessary feature for the flocking transition to take place as long as underdamped…

Statistical Mechanics · Physics 2015-07-31 Victor Dossetti , Francisco J. Sevilla