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We show that when Brownian motion takes place in a heterogeneous medium, the presence of local forces and transport coefficients leads to deviations from a Gaussian probability distribution that make that the ratio between forward and…

Soft Condensed Matter · Physics 2016-12-21 Paolo Malgaretti , Ignacio Pagonabarraga Miguel J. Rubi

The density distribution function of the integral of the exponential Brownian motion is determined explicitly in the form of a rapidly convergent series.

Probability · Mathematics 2009-04-14 Leonid Tolmatz

A fundamental result in the theory of Brownian motion is the Einstein-Sutherland relation between mobility and diffusion constant. Any classical linear response transport coefficient obeys a similar Einstein-Helfand relation. We show in…

Soft Condensed Matter · Physics 2022-05-09 Othmene Benazieb , Lisa Berezovska , Fabrice Thalmann

With the use of tensor product of Hilbert space, and a diagonalization procedure from operator theory, we derive an approximation formula for a general class of stochastic integrals. Further we establish a generalized Fourier expansion for…

Mathematical Physics · Physics 2015-05-13 Palle E. T. Jorgensen , Myung-Sin Song

An extension of the stochastic quantization scheme is proposed by adding nonlinear terms to the field equations. Our modification is motivated by the recently established theory of active Brownian motion. We discuss a way of promoting this…

High Energy Physics - Theory · Physics 2008-11-26 Alexander Gluck , Helmuth Huffel

We demonstrate experimentally that a Brownian particle is subject to inertial effects at long time scales. By using a blinking optical tweezers, we extend the range of previous experiments by several orders of magnitude up to a few seconds.…

Statistical Mechanics · Physics 2015-06-18 Giuseppe Pesce , Giorgio Volpe , Giovanni Volpe , Antonio Sasso

Transport and the approach to equilibrium in interacting classical and quantum systems is a challenging problem of both theoretical and experimental interest. One useful organizing principle characterizing equilibration is the dissipative…

Statistical Mechanics · Physics 2024-08-27 Alexios A. Michailidis , Dmitry A. Abanin , Luca V. Delacrétaz

In active Brownian motion, an internal propulsion mechanism interacts with translational and rotational thermal noise and other internal fluctuations to produce directed motion. We derive the distribution of its extreme fluctuations and…

Statistical Mechanics · Physics 2016-05-04 Patrick Pietzonka , Kevin Kleinbeck , Udo Seifert

The Einstein initial-value equations in the extrinsic curvature (Hamiltonian) representation and conformal thin sandwich (Lagrangian) representation are brought into complete conformity by the use of a decomposition of symmetric tensors…

General Relativity and Quantum Cosmology · Physics 2009-11-07 Harald P. Pfeiffer , James W. York

In the current work we propose a theory for an additional mass diffusion effect in the conventional gas dynamics equations. We find that this effect appears as a homogenization time limit correction, when the deterministic interaction…

Fluid Dynamics · Physics 2017-09-28 Rafail V. Abramov

The Einstein relation connecting the diffusion constant and the mobility is violated beyond the linear response regime. For a colloidal particle driven along a periodic potential imposed by laser traps, we test the recent theoretical…

Statistical Mechanics · Physics 2007-06-20 V. Blickle , T. Speck , C. Lutz , U. Seifert , C. Bechinger

For Brownian motion of a single particle subject to a tilted periodic potential on a ring, we propose a formula for experimentally determining the cumulant generating function of time-averaged current without measurements of current…

Statistical Mechanics · Physics 2013-05-29 Takahiro Nemoto , Shin-ichi Sasa

We give an exact solution to the generalized Langevin equation of motion of a charged Brownian particle in a uniform magnetic field that is driven internally by an exponentially-correlated stochastic force. A strong dissipation regime is…

Statistical Mechanics · Physics 2008-02-13 Francis N. C. Paraan , Mikhail P. Solon , J. P. Esguerra

We consider the velocity distribution for a granular gas of inelastic hard spheres described by the Boltzmann equation. We investigate both the free of forcing case and a system heated by a stochastic force. We propose a new method to…

Statistical Mechanics · Physics 2007-05-23 Francois Coppex , Michel Droz , Jaroslaw Piasecki , Emmanuel Trizac

We make it precise what it means to have a connection with torsion as solution of the Einstein equations. While locally the theory remains the same, the new formulation allows for topologies that would have been excluded in the standard…

High Energy Physics - Theory · Physics 2011-08-02 M. A. Lledo , L. Sommovigo

One of the cornerstones of turbulent dispersion is the celebrated Taylor formula. This formula expresses the rate of transport (i.e. the eddy diffusivity) of a tracer as a time integral of the fluid velocity auto-correlation function…

Fluid Dynamics · Physics 2018-10-16 S. Boi , A. Mazzino , P. Muratore-Ginanneschi , S. Olivieri

In this paper we extend the homogenization results obtained in (G. Allaire, A. Mikeli\'c, A. Piatnitski, J. Math. Phys. 51 (2010), 123103) for a system of partial differential equations describing the transport of a N-component electrolyte…

Analysis of PDEs · Mathematics 2020-09-14 Andro Mikelic , Andrey Piatnitski

Consider the motion of a charged, point particle moving in the complement of a Poisson distribution of hard sphere scatterers in two dimensions under the effect of a fixed magnetic field. Building on, and extending a coupling method…

Probability · Mathematics 2024-11-07 Christopher Lutsko , Balint Toth

The Nelson stochastic mechanics of inhomogeneous quantum diffusion in flat spacetime with a tensor of diffusion can be described as a homogeneous one in a Riemannian manifold where this tensor of diffusion plays the role of a metric tensor.…

High Energy Physics - Theory · Physics 2012-10-09 Zahid Zakir

The gauge approach to gravity based on the local Lorentz group with a general independent affine connection A_{\mu cd} is developed. We consider SO(1,3) gauge theory with a Lagrangian quadratic in curvature as a simple model of quantum…

General Relativity and Quantum Cosmology · Physics 2008-11-26 Sang-Woo Kim , D. G. Pak