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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

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

Single-particle tracking allows to infer the motion of single molecules in living cells. When we observe a long trajectory (more than 100 points), it is possible that the particle switches mode of motion over time. Then, fitting a single…

Methodology · Statistics 2018-04-16 Vincent Briane , Charles Kervrann , Myriam Vimond

Nonlinear stochastic differential equations generating signals with 1/f spectrum have been used so far to describe socio-economical systems. In this paper we consider the motion of a Brownian particle in an inhomogeneous environment such…

Statistical Mechanics · Physics 2015-06-23 Rytis Kazakevicius , Julius Ruseckas

The random energy landscapes developed by speckle fields can be used to confine and manipulate a large number of micro-particles with a single laser beam. By means of molecular dynamics simulations, we investigate the static and dynamic…

Statistical Mechanics · Physics 2014-08-22 M. Paoluzzi , R. Di Leonardo , L. Angelani

We develop a theory of Brownian motion of a massive particle, including the effects of inertia (Kramers' problem), in spaces with curvature and torsion. This is done by invoking the recently discovered generalized equivalence principle,…

Condensed Matter · Physics 2015-06-25 H. Kleinert , S. V. Shabanov

This paper derives the Fokker-Planck (FP) equation for a particle moving in potential by a randomly modulated dipole. The FP equation describes the anomalous diffusion observed in the companion paper [1] and breaks the conservation of the…

Mathematical Physics · Physics 2022-05-03 S. Katagiri , Y. Matsuo , Y. Matsuoka , A. Sugamoto

We investigate the bounds between normal or anomalous effective diffusion for inertial particles transported by parallel flows. The infrared behavior of the fluid kinetic-energy spectrum, i.e. the possible presence of long-range…

Fluid Dynamics · Physics 2014-07-07 Marco Martins Afonso

It is well known that on long time scales the behaviour of tracer particles diffusing in a cellular flow is effectively that of a Brownian motion. This paper studies the behaviour on "intermediate" time scales before diffusion sets in.…

Analysis of PDEs · Mathematics 2016-09-09 Gautam Iyer , Alexei Novikov

We study fluctuations of an ensemble of $N$ independent particles undergoing anomalous diffusion with random renewal resetting. The anomalous diffusion is modeled by the scaled Brownian motion (sBm): a Gaussian process, characterized by a…

Statistical Mechanics · Physics 2026-03-17 Ohad Vilk , Baruch Meerson

We study an active random walker model in which a particle's motion is determined by a self-generated field. The field encodes information about the particle's path history. This leads to either self-attractive or self-repelling behavior.…

Statistical Mechanics · Physics 2009-11-11 R. Grima

Anomalous diffusion processes pose a unique challenge in classification and characterization. Previously (Mangalam et al., 2023, Physical Review Research 5, 023144), we established a framework for understanding anomalous diffusion using…

Adaptation and Self-Organizing Systems · Physics 2024-01-23 Henrik Seckler , Ralf Metzler , Damian G. Kelty-Stephen , Madhur Mangalam

We prove the existence and uniqueness of a strong solution of a stochastic differential equation with normal reflection representing the random motion of finitely many globules. Each globule is a sphere with time-dependent random radius and…

Probability · Mathematics 2010-02-16 Myriam Fradon

Brownian motion is essential for describing diffusion in systems ranging from simple to complex liquids. Unlike simple liquids, which consist of only a solvent, complex liquids, such as colloidal suspensions or the cytoplasm of a cell, are…

Soft Condensed Matter · Physics 2025-02-27 Jeffrey C. Everts , Robert Hołyst , Karol Makuch

Brownian motion is a Gaussian process described by the central limit theorem. However, exponential decays of the positional probability density function $P(X,t)$ of packets of spreading random walkers, were observed in numerous situations…

Statistical Mechanics · Physics 2020-02-18 Eli Barkai , Stanislav Burov

In many-particle diffusions, particles that move the furthest and fastest can play an outsized role in physical phenomena. A theoretical understanding of the behavior of such extreme particles is nascent. A classical model, in the spirit of…

Statistical Mechanics · Physics 2024-11-22 Jacob B. Hass , Aileen N. Carroll-Godfrey , Eric I. Corwin , Ivan Z. Corwin

We consider the collective motion of finite-sized, overdamped Brownian particles (e.g., motor proteins) in a periodic potential. Simulations of our model have revealed a number of novel cooperative transport phenomena, including (i) the…

Statistical Mechanics · Physics 2009-10-31 Imre Derenyi , Tamas Vicsek

We study the motion of an inertial particle in a fractional Gaussian random field. The motion of the particle is described by Newton's second law, where the force is proportional to the difference between a background fluid velocity and the…

Dynamical Systems · Mathematics 2012-03-20 Georg Schöchtel

We study a diffusion approximation for a model of stochastic motion of a particle in one spatial dimension. The velocity of the particle is constant but the direction of the motion undergoes random changes with a Poisson clock. Moreover,…

Functional Analysis · Mathematics 2022-04-21 Adam Bobrowski , Tomasz Komorowski

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