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We determine the distribution of cluster sizes that emerges from an initial phase of homogeneous aggregation with conserved total particle density. The physical ingredients behind the predictions are essentially classical: Super-critical…

Materials Science · Physics 2009-01-03 Y. Farjoun , J. C. Neu

Using the scheme of mesoscopic nonequilibrium thermodynamics, we construct the one- and two- particle Fokker-Planck equations for a system of interacting Brownian particles. By means of these equations we derive the corresponding balance…

Soft Condensed Matter · Physics 2009-11-07 M. Mayorga , L. Romero-Salazar , J. M. Rubi

A great many observables seen in intermediate energy heavy ion collisions can be explained on the basis of statistical equilibrium. Calculations based on statistical equilibrium can be implemented in microcanonical ensemble (energy and…

Nuclear Theory · Physics 2009-11-10 C. B. Das , S. Das Gupta , W. G. Lynch , A. Z. Mekjian , M. B. Tsang

We present an efficient method to perform overdamped Brownian dynamics simulations in external force fields and for particle interactions that include a hardcore part. The method applies to particle motion in one dimension, where it is…

Statistical Mechanics · Physics 2026-02-23 Alexander P. Antonov , Sören Schweers , Artem Ryabov , Philipp Maass

Ehrenfest, Born-Oppenheimer, Langevin and Smoluchowski dynamics are shown to be accurate approximations of time-independent Schr\"odinger observables for a molecular system avoiding caustics, in the limit of large ratio of nuclei and…

Mathematical Physics · Physics 2010-01-12 Anders Szepessy

Thermodynamics of nanoscale devices is an active area of research. Despite their noisy surrounding they often produce mechanical work (e.g. micro-heat engines), display rectified Brownian motion (e.g. molecular motors). This invokes…

Statistical Mechanics · Physics 2018-12-05 Arnab Saha , Rahul Marathe , P. S. Pal , A. M. Jayannavar

Noise induced Brownian dynamics in underdamped medium is studied numerically to understand the firing time of excitable systems. By considering Brownian particles that move in underdamped medium, we study how the first arrival time behaves…

Statistical Mechanics · Physics 2018-10-10 Solomon F. Duki , Mesfin A. Taye

This thesis is dedicated to the study of stochastic processes; non-deterministic physical phenomena that can be well described by classical physics. The stochastic processes we are interested in are akin to Brownian Motion and can be…

Cosmology and Nongalactic Astrophysics · Physics 2023-06-06 Ashley Wilkins

The purpose of this note is to prove a central limit theorem for the $L^2$-modulus of continuity of the Brownian local time obtained in \cite{CLMR}, using techniques of stochastic analysis. The main ingredients of the proof are an…

Probability · Mathematics 2009-08-19 Yaozhong Hu , David Nualart

We investigate stochastic models of particles entering a channel with a random time distribution. When the number of particles present in the channel exceeds a critical value $N$, a blockage occurs and the particle flux is definitively…

Statistical Mechanics · Physics 2015-10-07 C. Barré , J. Talbot , P. Viot L. Angelani , A. Gabrielli

The governing equations of Brownian rigid bodies that both translate and rotate are of interest in fields such as self-assembly of proteins, anisotropic colloids, dielectric theory, and liquid crystals. In this paper, the partial…

Statistical Mechanics · Physics 2020-01-09 Henrik van Lengerich

The theory of stochastic processes impacts both physical and social sciences. At the molecular scale, stochastic dynamics is ubiquitous because of thermal fluctuations. The Fokker-Plank-Smoluchowski equation models the time evolution of the…

In this work we develop and apply a path integral formulation for the microscopic degrees of freedom obeying stochastic differential equations to an active Brownian particle (ABP) trapped in a harmonic potential. The formalism allows to…

Soft Condensed Matter · Physics 2025-10-01 Carsten Littek , Mike Brandt , Falko Ziebert

We study the long time behaviour of a Brownian particle evolving in a dynamic random environment. Recently, [G. Cannizzaro, L. Haunschmid-Sibitz, F. Toninelli, preprint arXiv:2106.06264] proved sharp $\sqrt{log}$-super diffusive bounds for…

Probability · Mathematics 2022-11-07 Guilherme L. Feltes , Hendrik Weber

In this thesis, we develop analytical methods to study out-of-equilibrium stochastic processes driven by colored noise, i.e., noise with temporal correlations. These non-Markovian processes pose significant analytical challenges compared to…

Statistical Mechanics · Physics 2025-08-07 Mathis Guéneau

We derive asymptotic formulas for the mean exit time $\bar{\tau}^{N}$ of the fastest among $N$ identical independently distributed Brownian particles to an absorbing boundary for various initial distributions (partially uniformly and…

Data Analysis, Statistics and Probability · Physics 2021-07-07 Suney Toste , David Holcman

In recent years, many difficulties appeared when taking into account the inherent stochastic behavior of neurons and voltage-dependent ion channels in Hodgking-Huxley type models. In particular, an open problem for a stochastic model of…

Dynamical Systems · Mathematics 2012-09-21 Jacky Cresson , Bénédicte Puig , Stefanie Sonner

The most interesting step of condensation is the cluster formation up to the critical size. In a closed system, this is an instationary process, as the vapour is depleted by the emerging liquid phase. This imposes a limitation on direct…

Atmospheric and Oceanic Physics · Physics 2009-12-01 Martin Horsch , Svetlana Miroshnichenko , Jadran Vrabec

We give an explicit stochastic Hamiltonian model of discontinuous unitary evolution for quantum spontaneous jumps like in a system of atoms in quantum optics, or in a system of quantum particles that interacts singularly with "bubbles"…

Quantum Physics · Physics 2009-11-11 V. P. Belavkin , O. Melsheimer

The interplay between densification and positional ordering during the process of crystal nucleation is a greatly investigated topic. Even for the simplest colloidal model -- hard spheres -- there has been much debate regarding the…

Soft Condensed Matter · Physics 2025-02-19 Marjolein de Jager , Nena Slaats , Laura Filion
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