Related papers: Generalized Langevin Equation for Tracer Diffusion…
We generalise the Langevin equation with Gaussian white noise by replacing the velocity term by a local fractional derivative. The solution of this equation is a Levy process. We further consider the Brownian motion of a fractal particle,…
A fully quantum treatment of Einstein's Brownian motion is given, showing in particular the role played by the two original requirements of translational invariance and connection between dynamics of the Brownian particle and atomic nature…
The fundamental solutions of diffusion equation for the local-equilibrium and nonlocal models are considered as the limiting cases of the solution of a problem related to consideration of the Brownian particles random walks. The differences…
Active particles self-propel themselves with a stochastically evolving velocity, generating a persistent motion leading to a non-diffusive behavior of the position distribution. Nevertheless, an effective diffusive behavior emerges at times…
Einstein's Brownian motion of a quantum particle in a classical environment is studied via virial and equipartition theorems. The effect of continuous measurement in a strongly dissipative environment is accounted for and a quantum…
In order to study the stochastic Markov processes conditioned on a specific value of a time-integrated observable, the concept of ensembles of trajectories has been recently used extensively. In this paper, we consider a generic…
We discuss the dynamics of a Brownian particle under the influence of a spatially periodic noise strength in one dimension using analytical theory and computer simulations. In the absence of a deterministic force, the Langevin equation can…
This paper derives a complete analytical solution for the probability distribution of the configuration of a non-holonomic vehicle that moves in two spatial dimensions by satisfying the unicycle kinematic constraints and in presence of…
Circular Dyson Brownian motion describes the Brownian dynamics of particles on a circle (periodic boundary conditions), interacting through a logarithmic, long-range two-body potential. Within the log-gas picture of random matrix theory, it…
A nonlinear theory of quantum Brownian motion in classical environment is developed based on a thermodynamically enhanced nonlinear Schrodinger equation. The latter is transformed via the Madelung transformation into a nonlinear quantum…
We study the transverse momentum, $p_T$, broadening of charm and beauty quarks in the early stage of high energy nuclear collisions. We aim to compare the diffusion in the evolving Glasma fields with that of a standard, Markovian-Brownian…
The purpose of this tutorial is to introduce the main concepts behind normal and anomalous diffusion. Starting from simple, but well known experiments, a series of mathematical modeling tools are introduced, and the relation between them is…
The non-equilibrium self-consistent generalized Langevin equation theory of irreversible processes in liquids is extended to describe the positional and orientational thermal fluctuations of the instantaneous local concentration profile…
The fluctuation-dissipation theorem is a central theorem in nonequilibrium statistical mechanics by which the evolution of velocity fluctuations of the Brownian particle under a fluctuating environment is intimately related to its…
Generalized Langevin equation for characteristic functional of many-electron system dynamically interacting with a thermostat and besides subjected to external perturbation and observation is derived and formulated in terms of one-particle…
Owing to the Chapman-Kolmogorov equation for Markovian dynamics,any equilibrium trajectory of a Brownian particle in a solvent fluid can be viewed as the superposition of an uncountable number of non-equilibrium states. This property…
We investigate single-particle diffusion in a two-state Langevin model where the friction coefficient randomly switches between low-friction (liquid-like) and high-friction (glassy-like) states. The dynamics are governed by the ratio…
We develop the kinetic theory of the flux-carrying Brownian motion recently introduced in the context of open quantum systems. This model constitutes an effective description of two-dimensional dissipative particles violating both…
To address the dynamics of a Brownian particle on a periodic symmetric substrate under high-frequency periodic forcing with a vanishing time average, we construct an effective Langevin dynamics by invoking Kapitza-Landau time window. Our…
Starting from a generalized elastic model which accounts for the stochastic motion of several physical systems such as membranes, (semi)flexible polymers and fluctuating interfaces among others, we derive the fractional Langevin equation…