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The stochastic dynamics of a rigid inclusion constrained to move on a curved surface has many applications in biological and soft matter physics, ranging from the diffusion of passive or active membrane proteins to the motion of phoretic…

Soft Condensed Matter · Physics 2025-04-18 Balázs Németh , Ronojoy Adhikari

We perform detailed computational and experimental measurements of the driven dynamics of a dense, uniform suspension of sedimented microrollers driven by a magnetic field rotating around an axis parallel to the floor. We develop a…

Soft Condensed Matter · Physics 2020-07-03 Brennan Sprinkle , Ernest B. van der Wee , Yixiang Luo , Michelle Driscoll , Aleksandar Donev

We propose a simulation method for Brownian dynamics of hard rods in one dimension for arbitrary continuous external force fields. It is an event-driven procedure based on the fragmentation and mergers of clusters formed by particles in…

Statistical Mechanics · Physics 2022-11-16 Alexander P. Antonov , Sören Schweers , Artem Ryabov , Philipp Maass

In this paper, we will evaluate integrals that define the conditional expectation, variance and characteristic function of stochastic processes with respect to fractional Brownian motion (fBm) for all relevant Hurst indices, i.e. $H \in…

Computational Finance · Quantitative Finance 2022-03-14 Fei Gao , Shuaiqiang Liu , Cornelis W. Oosterlee , Nico M. Temme

We present a new time-dependent Density Functional approach to study the relaxational dynamics of an assembly of interacting particles subject to thermal noise. Starting from the Langevin stochastic equations of motion for the velocities of…

Statistical Mechanics · Physics 2016-08-31 Umberto Marini Bettolo Marconi , Pedro Tarazona

This paper is concerned with the problem of an acoustic wave scattering in a locally perturbed periodic structure. As the total wavefield is non-quasi-periodic, effective truncation techniques are pursued for high-accuracy numerical…

Numerical Analysis · Mathematics 2025-12-16 Wangtao Lu , Kuanrong Shen , Ruming Zhang

The Immersed Boundary (IB) method is a widely-used numerical methodology for the simulation of fluid-structure interaction problems. The IB method utilizes an Eulerian discretization for the fluid equations of motion while maintaining a…

Numerical Analysis · Mathematics 2012-10-09 Varun Shankar , Grady B. Wright , Aaron L. Fogelson , R. M. Kirby

We present a simple and efficient variational finite difference method for simulating time-dependent Stokes flow in the presence of irregular free surfaces and moving solid boundaries. The method uses an embedded boundary approach on…

Computational Physics · Physics 2011-05-25 Christopher Batty , Robert Bridson

An alternative derivation of Brownian motion is presented. Instead of supplementing the linearized Navier-Stokes equation with a fluctuating force, we directly assume a Gaussian action functional for solvent velocity fluctuations. Solvating…

Statistical Mechanics · Physics 2013-07-24 Thomas Speck

We aim at studying a novel mathematical model associated to a physical phenomenon of infiltration in an homogeneous porous medium. The particularities of our system are connected to the presence of a gravitational acceleration term…

Analysis of PDEs · Mathematics 2024-05-22 Ioana Ciotir , Dan Goreac , Juan Li , Antoine Tonnoir

Assuming an effective quadratic Hamiltonian, we derive an approximate, linear stochastic equation of motion for the density-fluctuations in liquids, composed of overdamped Brownian particles. From this approach, time dependent two point…

Soft Condensed Matter · Physics 2017-04-26 Matthias Krüger , David S. Dean

Brownian oscillator, i.e. a micron-sized or smaller particle trapped in a thermally fluctuating environment is studied. The confining harmonic potential can move with a constant velocity. As distinct from the standard Langevin theory, the…

Statistical Mechanics · Physics 2012-02-21 Lukas Glod , Gabriela Vasziova , Jana Tothova , Vladimir Lisy

The present paper is devoted to implementation of the immersed boundary technique into the Fourier pseudo-spectral solution of the vorticity-velocity formulation of the two-dimensional incompressible Navier--Stokes equations. The immersed…

Mathematical Physics · Physics 2011-10-28 Fereidoun Sabetghadam , Mehdi Badri , Shervin Sharafatmandjoor , Hosnieh Kor

We consider the numerical integration of Langevin equations for particles in a channel, in the presence of boundary conditions fixing the concentration values at the ends. This kind of boundary condition appears for instance when…

Computational Physics · Physics 2020-07-24 Laureano Ramírez-Piscina

The rotational Brownian motion of colloidal spheres in dense suspensions reflects local hydrodynamics and friction, both key to non-linear rheological phenomena such as shear-thickening and jamming, and transport in crowded environments,…

Soft Condensed Matter · Physics 2021-06-23 Taiki Yanagishima , Yanyan Liu , Hajime Tanaka , Roel Dullens

We develop numerical methods for reaction-diffusion systems based on the equations of fluctuating hydrodynamics (FHD). While the FHD formulation is formally described by stochastic partial differential equations (SPDEs), it becomes similar…

Fluid Dynamics · Physics 2018-01-17 Changho Kim , Andy Nonaka , John B. Bell , Alejandro L. Garcia , Aleksandar Donev

Sticky Brownian motion is the simplest example of a diffusion process that can spend finite time both in the interior of a domain and on its boundary. It arises in various applications such as in biology, materials science, and finance.…

Numerical Analysis · Mathematics 2020-07-21 Nawaf Bou-Rabee , Miranda Holmes-Cerfon

Computational modeling and simulation of fluid-structure interactions constitute a fundamental cornerstone for advancing aerospace engineering endeavors. This paper addresses the notion and implementation of the immersed boundary method for…

Computational Physics · Physics 2025-12-24 Longqing Ge , Qingdong Cai , Yonghao Zhang , Tianbai Xiao

This paper presents a general and robust method for the fluid-structure interaction of membranes and shells undergoing large displacement and large added-mass effects by coupling an immersed-boundary method with a shell finite-element…

Fluid Dynamics · Physics 2023-08-15 Marin Lauber , Gabriel D. Weymouth , Georges Limbert

The Immersed Boundary Method (IBM) is one of the popular one-fluid mixed Eulerian-Lagrangian methods to simulate motion of droplets. While the treatment of a moving complex boundary is an extremely time consuming and formidable task in a…

Computational Physics · Physics 2018-07-30 Chia Rui Ong , Hiroaki Miura