Related papers: Blending Brownian motion and heat equation
We present the Markovian quantum master equation describing rotational decoherence, friction, diffusion, and thermalization of planar, linear, and asymmetric rotors in contact with a thermal environment. It describes how an arbitrary…
Physical scenarios that require a relativistic treatment are ubiquitous in nature, ranging from cosmological objects to charge carriers in Dirac materials. Interestingly all of these situations have in common that the systems typically…
We report the exact fundamental solution for Kramers equation associated to a brownian gas of charged particles, under the influence of homogeneous (spatially uniform) otherwise arbitrary, external mechanical, electrical and magnetic…
Using a shortcut way we have derived the Fokker-Planck equation for the Langevin dynamics with a generalized frictional memory kernel and time-dependent force field. Then we have shown that this method is applicable for the non-Markovian…
We study a stochastic perturbation of the Nos\'e-Hoover equation (called the Nos\'e-Hoover equation under Brownian heating) and show that the dynamics converges at a geometric rate to the augmented Gibbs measure in a weighted total…
The migration of living cells obeys usually the Einstein law of Brownian motion. While the latter is due to the thermal motion of surrounding matter, the cells locomotion is generally associated to their vitality. In the present paper the…
It is well known that path probabilities of Brownian motion correspond to the equilibrium configurational probabilities of flexible Gaussian polymers, while those of active Brownian motion correspond to in-extensible semiflexible polymers.…
The pilot wave interpretation proposed by de Broglie and later by Bohm contains not only a dynamical ontology but also relies on a statistical assumption known as quantum equilibrium. In this work which follows our recent article [1] we…
We propose an energetic interpretation ofstochastic processes described by Langevin equations with non-uniform temperature. In order to avoid It\^{o}-Stratonovich dilemma, we start with a Kramers equation, and derive a Fokker-Plank equation…
We investigate a system of Brownian particles weakly bound by attractive parity-symmetric potentials that grow at large distances as $V(x) \sim |x|^\alpha$, with $0 < \alpha < 1$. The probability density function $P(x,t)$ at long times…
Magnetic nanoparticles are useful biological probes as well as therapeutic agents. There have been several approaches used to model nanoparticle magnetization dynamics for both Brownian as well as N\'eel rotation. The magnetizations are…
We demonstrate that a Langevin equation that describes the motion of a Brownian particle under non-equilibrium conditions can be exactly transformed to a special equation that explicitly exhibits the response of the velocity to a time…
Diffusion of small particles is omnipresent in a plentiful number of processes occurring in Nature. As such, it is widely studied and exerted in almost all branches of sciences. It constitutes such a broad and often rather complex subject…
Aiming to establish a rigorous link between macroscopic random motion (described e.g. by Langevin-type theories) and microscopic dynamics, we have undertaken a kinetic-theoretical study of the dynamics of a classical test-particle weakly…
We experimentally investigate the statistical properties of a classical analog of quantum entanglement considering two Brownian particles connected by an elastic force and maintained at different temperatures through separate heat…
Motivated by recent developments on solvable directed polymer models, we define a 'multi-layer' extension of the stochastic heat equation involving non-intersecting Brownian motions.
Different quantum Langevin equations obtained by coupling a particle to a field are examined. Instabilities or violations of causality affect the motion of a point charge linearly coupled to the electromagnetic field. In contrast, coupling…
A theoretical parallel between the classical Brownian motion and quantum mechanics is explored. It is shown that, in contrast to the classical Langevin force, quantum mechanics is driven by turbulent velocity fluctuations with diffusive…
The dynamics of Brownian motion has widespread applications extending from transport in designed micro-channels up to its prominent role for inducing transport in molecular motors and Brownian motors. Here, Brownian transport is studied in…
We discuss physical and mathematical aspects of the over-damped motion of a Brownian particle in fluctuating potentials. It is shown that such a system can be described quantitatively by fluctuating rates if the potential fluctuations are…