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Experimental results for passive tracer dispersion in the turbulent surface layer under stable conditions are presented. In this case, the dispersion of tracer particles is determined by the interplay of three mechanisms: relative…

Chaotic Dynamics · Physics 2011-07-29 Alex Skvortsov , Milan Jamriska , Timothy C. DuBois

We extend the Langevin dynamics so that particles can be exchanged with a particle reservoir. We show that grand canonical ensembles are realized at equilibrium and derive the relations of thermodynamics for processes between equilibrium…

Statistical Mechanics · Physics 2009-10-30 Shin-ichi Sasa , Tatsuo Shibata

A model has two main aims: predicting the behavior of a physical system and understanding its nature, that is how it works, at some desired level of abstraction. A promising recent approach to model building consists in deriving a…

Statistical Mechanics · Physics 2019-02-26 Marco Baldovin , Andrea Puglisi , Angelo Vulpiani

We propose new equations of motion under the theory of the Brownian motion to connect the states of quantum, diffusion, soliton, and periodic localization. The new equations are nothing but the classical equations of motion with two…

Mesoscale and Nanoscale Physics · Physics 2011-07-22 Hajime Isimori

We briefly review the problem of Brownian motion and describe some intriguing facets. The problem is first treated in its original form as enunciated by Einstein, Langevin, and others. Then, utilizing the problem of Brownian motion as a…

Statistical Mechanics · Physics 2026-02-17 Sushanta Dattagupta , Aritra Ghosh

We have revisited the Brownian motion on the basis of the fractional Langevin equation which turns out to be a particular case of the generalized Langevin equation introduced by Kubo on 1966. The importance of our approach is to model the…

Mathematical Physics · Physics 2008-06-06 Francesco Mainardi , Paolo Pironi

We consider a system of classical Brownian particles interacting via a smooth long-range potential in the mean-field regime, and we analyze the propagation of chaos in form of sharp, uniform-in-time estimates on many-particle correlation…

Analysis of PDEs · Mathematics 2025-02-18 Armand Bernou , Mitia Duerinckx

Time-changed stochastic processes have attracted great attention and wide interests due to their extensive applications, especially in financial time series, biology and physics. This paper pays attention to a special stochastic process,…

Statistical Mechanics · Physics 2018-11-13 Yao Chen , Xudong Wang , Weihua Deng

The measured time series from complex systems are renowned for their intricate stochastic behavior, characterized by random fluctuations stemming from external influences and nonlinear interactions. These fluctuations take diverse forms,…

Statistical Mechanics · Physics 2025-03-19 Pyei Phyo Lin , Matthias Wächter , Joachim Peinke , M. Reza Rahimi Tabar

The generalized Langevin equation is used as a model for various coarse-grained physical processes, e.g., the time evolution of the velocity of a given larger particle in an implicitly represented solvent, when the relevant time scales of…

Statistical Mechanics · Physics 2025-11-13 Niklas Bockius , Maximilian Braun , Kay Hofmann , Friederike Schmid , Martin Hanke

The dynamics of a sphere fluidized in a nearly-levitating upflow of air were previously found to be identical to those of a Brownian particle in a two-dimensional harmonic trap, consistent with a Langevin equation [Ojha {\it et al.}, Nature…

Statistical Mechanics · Physics 2016-08-31 R. P. Ojha , A. R. Abate , D. J. Durian

We present the reduction of generalized Langevin equations to a coordinate-only stochastic model, which in its exact form, involves a forcing term with memory and a general Gaussian noise. It will be shown that a similar…

Numerical Analysis · Mathematics 2019-10-04 Lina Ma , Xiantao Li , Chun Liu

Based on the generalized Langevin equation for the momentum of a Brownian particle a generalized asymptotic Einstein relation is derived. It agrees with the well-known Einstein relation in the case of normal diffusion but continues to hold…

Soft Condensed Matter · Physics 2015-06-23 Hyun Kyung Shin , Bongsik Choi , Peter Talkner , Eok Kyun Lee

The Fokker-Planck equation for a heavy particle in a granular fluid is derived from the Liouville equation. The host fluid is assumed to be in its homogeneous cooling state and all interactions are idealized as smooth, inelastic hard…

Statistical Mechanics · Physics 2007-05-23 J. W. Dufty , J. J. Brey

Brownian motion near soft surfaces is a situation widely encountered in nanoscale and biological physics. However, a complete theoretical description is lacking to date. Here, we theoretically investigate the dynamics of a two-dimensional…

Soft Condensed Matter · Physics 2025-10-01 Yilin Ye , Yacine Amarouchene , Raphaël Sarfati , David S. Dean , Thomas Salez

We consider systems of interacting particles which are described by a second order Langevin equation. The class of equations considered includes the situation where the particle evolution is governed by Hamiltonian dynamics with additional…

Analysis of PDEs · Mathematics 2025-07-29 Fenna Müller , Max von Renesse , Johannes Zimmer

The blossoming of interest in colloids and nano-particles has given renewed impulse to the study of hard-body systems. In particular, hard spheres have become a real test system for theories and experiments. It is therefore necessary to…

Computational Physics · Physics 2012-08-28 Antonio Scala

The Generalized Elastic Model (GEM) provides the evolution equation which governs the stochastic motion of several many-body systems in nature, such as polymers, membranes, growing interfaces. On the other hand a probe (\emph{tracer})…

Statistical Mechanics · Physics 2012-03-16 Alessandro Taloni , Aleksei Chechkin , Joseph Klafter

In this paper we presented an overview on our works. More than ten years ago, we proposed a new fundamental equation of nonequilibrium statistical physics in place of the present Liouville equation. That is the stochastic velocity type's…

Statistical Mechanics · Physics 2019-08-19 Xiu-San Xing

Surface diffusion of small adsorbates is analyzed in terms of the so-called intermediate scattering function and dynamic structure factor, observables in experiments using the well-known quasielastic Helium atom scattering and Helium spin…

Statistical Mechanics · Physics 2018-09-26 S. Miret-Artés