Related papers: Fluctuation-dissipation relation for systems with …
Motivated by subdiffusive motion of bio-molecules observed in living cells we study the stochastic properties of a non-Brownian particle whose motion is governed by either fractional Brownian motion or the fractional Langevin equation and…
Nonergodic Brownian motion is elucidated within the framework of the generalized Langevin equation. For thermal noise yielding either a vanishing or a divergent zero-frequency friction strength, the non-Markovian Browninan dynamics exhibits…
The coupling between advection and diffusion in position space can often lead to enhanced mass transport compared to diffusion without flow. An important framework used to characterize the long-time diffusive transport in position space is…
Stochastic dynamics play a central role in strongly coupled phenomena. We present and review a theory independent approach in holography to study such phenomena. We firstly argue that the heavy quark diffusion occurs in realistic strongly…
The propulsion of active particles by self-diffusiophoresis is driven by asymmetric catalytic reactions on the particle surface that generate a mechanochemical coupling between the fluid velocity and the concentration fields of fuel and…
We consider a tracer particle on a lattice in the presence of immobile obstacles. Starting from equilibrium, a force pulling on the particle is switched on, driving the system to a new stationary state. We solve for the complete transient…
Understanding particle motion in narrow channels is essential to guide progress in numerous applications, from filtration to vascular transport. Thermal or active fluctuations of channel walls for fluid-filled channels can slow down or…
Across a large range of scales, accreting sources show remarkably similar patterns of variability, most notably the log-normality of the luminosity distribution and the linear root-mean square (rms)-flux relationship. These results are…
Space dependent diffusion of micrometer sized particles has been directly observed using digital video microscopy. The particles were trapped between two nearly parallel walls making their confinement position dependent. Consequently, not…
Fluctuation properties of the Langevin equation including a multiplicative, power-law noise and a quadratic potential are discussed. The noise has the Levy stable distribution. If this distribution is truncated, the covariance can be…
Motivated by the anomalous diffusion observed in clusters of active Brownian particles (ABPs), where the center-of-mass diffusion coefficient scales as $D\sim N^{-1/2}$ with respect to the number $N$ of particles in the cluster, we derive a…
A new method is proposed to numerically extract the diffusivity of a (typically nonlinear) diffusion equation from underlying stochastic particle systems. The proposed strategy requires the system to be in local equilibrium and have…
We study interacting particle systems on the real line which generalize the Hammersley process [D. Aldous and P. Diaconis, Prob. Theory Relat. Fields 103, 199-213 (1995)]. Particles jump to the right to a randomly chosen point between their…
We study anomalous diffusion for one-dimensional systems described by a generalized Langevin equation. We show that superdiffusion can be classified in slow superdiffusion and fast superdiffusion. For fast superdiffusion we prove that the…
We develop two-dimensional Brownian dynamics simulations to examine the motion of disks under thermal fluctuations and Hookean forces. Our simulations are designed to be experimental-like, since the experimental conditions define the…
Strong interaction with other particles or feedback from the medium on a Brownian particle entail memory effects in the effective dynamics. We discuss the extension of the fluctuation-dissipation theorem to nonequilibrium Langevin systems…
The lateral diffusion coefficient of a Brownian particle on a two-dimensional random surface is studied in the quenched limit for which the surface configuration is time-independent. We start with the stochastic equation of motion for a…
In the Langevin formalism, the delicate balance maintained between the fluctuations in the system and their corresponding dissipation may be upset by the presence of a secondary, space-dependent stochastic force, particularly in the low…
The dynamics of adhesion of a spherical micro-particle to a ligand-coated wall, in shear flow, is studied using a Langevin equation that accounts for thermal fluctuations, hydrodynamic interactions and adhesive interactions. Contrary to the…
The diffusion of chiral active Brownian particles in three-dimensional space is studied analytically, by consideration of the corresponding Fokker-Planck equation for the probability density of finding a particle at position…