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We introduce a constructive framework to learn effective Langevin equations from stationary time series. Unlike conventional approaches that require iterative calibration to match target statistics, our construction guarantees the observed…

Chaotic Dynamics · Physics 2026-02-16 Ludovico Theo Giorgini

An effective description is presented for a Brownian particle in a magnetized plasma. In order to systematically capture various corrections to linear Langevin equation, we construct effective action for the Brownian particle, to quartic…

High Energy Physics - Theory · Physics 2022-10-06 Yanyan Bu , Biye Zhang , Jingbo Zhang

Escape of active agents from metastable states is of great interest in statistical and biological physics. In this study, we investigate the escape of a flexible active ring, composed of active Brownian particles, from a flat attractive…

Soft Condensed Matter · Physics 2024-08-21 Bin Tang , Jin-cheng Gao , Kang Chen , Tian Hui Zhang , Wen-de Tian

The dynamics of one and two identical spheres rolling in a nearly-levitating upflow of air obey the Langevin Equation and the Fluctuation-Dissipation Relation [Ojha et al. Nature 427, 521 (2004) and Phys. Rev. E 71, 01631 (2005)]. To probe…

Soft Condensed Matter · Physics 2007-05-23 A. R. Abate , D. J. Durian

The dynamics of low-dimensional Brownian particles coupled to time-dependent driven anisotropic heavy particles (mesogens) in a uniform bath (solvent) have been described through the use of a variant of the stochastic Langevin equation. The…

Statistical Mechanics · Physics 2007-05-23 Eli Hershkovits , Rigoberto Hernandez

Circular Dyson Brownian motion describes the Brownian dynamics of particles on a circle (periodic boundary conditions), interacting through a logarithmic, long-range two-body potential. Within the log-gas picture of random matrix theory, it…

Statistical Mechanics · Physics 2024-06-11 Wouter Buijsman

Elastic confinements are an important component of many biological systems and dictate the transport properties of suspended particles under flow. In this chapter, we review the Brownian motion of a particle moving in the vicinity of a…

Soft Condensed Matter · Physics 2022-10-28 Abdallah Daddi-Moussa-Ider , Stephan Gekle

We use a first-passage time approach to study the statistics of the trapping times induced by persistent motion of active particles colliding with flat boundaries. The angular first-passage time distribution and mean first-passage time is…

Statistical Mechanics · Physics 2022-08-02 Emily Qing Zang Moen , Kristian Stølevik Olsen , Jonas Rønning , Luiza Angheluta

We establish an integration by parts formula for the semi-group in time $T > 0$ of the kinetic Brownian motion in the Euclidean plane together with its speed in the circle. The stochastic differential equation of our kinetic Brownian motion…

Probability · Mathematics 2026-03-19 Magalie Bénéfice , Michel Bonnefont , Marc Arnaudon , Delphine Féral

We drive a d-dimensional Heisenberg magnet using a spatially anisotropic current of mobile particles or heat. The continuum Langevin equation is analyzed using a dynamical renormalization group, stability analysis and numerical simulations.…

Soft Condensed Matter · Physics 2007-05-23 Jayajit Das , Madan Rao , Sriram Ramaswamy

We study the statistical properties of the variation of the kinetic energy of a spherical Brownian particle that freely moves in an incompressible fluid at constant temperature. Based on the underdamped version of the generalized Langevin…

Statistical Mechanics · Physics 2024-12-10 Juan Ruben Gomez-Solano

Brownian motion in confinement and at interfaces is a canonical situation, encountered from fundamental biophysics to nanoscale engineering. Using the Lorenz-Mie framework, we optically record the thermally-induced tridimensional…

Soft Condensed Matter · Physics 2021-07-14 Maxime Lavaud , Thomas Salez , Yann Louyer , Yacine Amarouchene

We use computer simulations to test a simple idea for mapping between long-time self diffusivities obtained from molecular and Brownian dynamics. The strategy we explore is motivated by the behavior of fluids comprising particles that…

Soft Condensed Matter · Physics 2011-10-25 Mark J. Pond , Jeffrey R. Errington , Thomas M. Truskett

Depending on how the dynamical activity of a particle in a random environment is influenced by an external field $E$, its differential mobility at intermediate $E$ can turn negative. We discuss the case where for slowly changing random…

Statistical Mechanics · Physics 2014-06-13 Urna Basu , Christian Maes

A toroidal trap combined with external time-dependent electric field can be used for implementing different dynamical regimes of matter waves. In particular, we show that dynamical and stochastic acceleration, localization and…

Other Condensed Matter · Physics 2007-06-13 Yu. V. Bludov , V. V. Konotop

The theory of constructing instantaneous equilibrium (ieq) transition under arbitrary time-dependent temperature and potential variation for a Brownian particle is developed. It is shown that it is essential to consider the underdamped…

Statistical Mechanics · Physics 2021-08-18 Yonggun Jun , Pik-Yin Lai

We study an inertial Brownian particle moving in a symmetric periodic substrate, driven by a zero-mean biharmonic force and correlated thermal noise. The Brownian motion is described in terms of a Generalized Langevin Equation with an…

Statistical Mechanics · Physics 2010-10-19 Lukasz Machura , Jerzy Luczka

We introduce numerical methods for simulating the diffusive motion of rigid bodies of arbitrary shape immersed in a viscous fluid. We parameterize the orientation of the bodies using normalized quaternions, which are numerically robust,…

Soft Condensed Matter · Physics 2015-10-28 Steven Delong , Florencio Balboa Usabiaga , Aleksandar Donev

A many particle Hamiltonian, where the interaction term conserves the number of particles, is considered. A master equation for the populations of the different levels is derived in an exact way. It results in a local equation with…

Quantum Physics · Physics 2015-06-26 Edgardo T. Garcia Alvarez , Fabian H. Gaioli

The motion of a quantum particle hopping on a simple cubic lattice under the influence of thermal noise and of a static random potential is expected to be diffusive, i.e., the particle is expected to exhibit `quantum Brownian motion', no…

Mathematical Physics · Physics 2017-09-22 Jürg Fröhlich , Jeffrey Schenker
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