Related papers: Blending Brownian motion and heat equation
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,…
We have presented a simple approach to quantum theory of Brownian motion and barrier crossing dynamics. Based on an initial coherent state representation of bath oscillators and an equilibrium canonical distribution of quantum mechanical…
We focus on the dynamics of a Brownian particle whose mass fluctuates. First we show that the behaviour is similar to that of a Brownian particle moving in a fluctuating medium, as studied by Beck [Phys. Rev. Lett. 87 (2001) 180601]. By…
Examples of self propulsion in strongly fluctuating environment is abound in nature, e.g., molecular motors and pumps operating in living cells. Starting from Langevin equation of motion, we develop a fluctuating thermodynamic description…
We consider a two-dimensional model system of Brownian particles in which slow particles are accelerated while fast particles are damped. The motion of the individual particles are described by a Langevin equation with Rayleigh-Helmholtz…
A mixture of light-gas particles and Brownian heavy particles is analyzed within the framework of a post-Newtonian Boltzmann equation to determine the Fokker-Planck equation for the Brownian motion. For each species, the equilibrium…
Magnetic nanoparticles are useful in many medical applications because they interact with biology on a cellular level thus allowing microenvironmental investigation. An enhanced understanding of the dynamics of magnetic particles may lead…
We consider a driven Brownian particle, subject to both conservative and non-conservative applied forces, whose probability evolves according to the Kramers equation. We derive a general fluctuation relation, expressing the ratio of the…
We briefly go through the problem of the quantum description of Brownian motion, concentrating on recent results about the connection between dynamics of the particle and dynamic structure factor of the medium.
A covariant Fokker-Planck type equation for a simple gas and an equation for the Brownian motion are derived from a relativistic kinetic theory based on the Boltzmann equation. For the simple gas the dynamic friction four-vector and the…
A particle subjected to a fluctuating force originated from its interaction with an external quantum system undergoes quantum Brownian motion. This phenomenon is investigated in detail for the case of a particle confined by a harmonic…
Overdamped Brownian motion of a self-propelled particle is studied by solving the Langevin equation analytically. On top of translational and rotational diffusion, in the context of the presented model, the "active" particle is driven along…
We present an insightful ``derivation'' of the Langevin equation and the fluctuation dissipation theorem in the specific context of a heavier particle moving through an ideal gas of much lighter particles. The Newton's Law of motion…
The relativistic generalization of a free Brownian motion theory is presented. The global characteristics of the relaxation are {\it explicitly} found for the velocity and momentum (stochastic) kinetics. It is shown that the thermal…
In the frames of classical mechanics the generalized Langevin equation is derived for an arbitrary mechanical subsystem coupled to the harmonic bath of a solid. A time-acting temperature operator is introduced for the quantum Klein-Kramers…
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…
In these lecture notes, we explore the mathematical preliminaries and foundational concepts that connect stochastic processes with partial differential equations. We begin by investigating Brownian motion, which serves as a model for random…
We give an exact solution to the generalized Langevin equation of motion of a charged Brownian particle in a uniform magnetic field that is driven internally by an exponentially-correlated stochastic force. A strong dissipation regime is…
In this work, we derive a generalization of the so-called Schr\"odinger-Langevin or Kostin equation for a Brownian particle interacting with a heat bath. This generalization is based on a nonlinear interaction model providing a…
We consider a model of a Brownian motor composed of two coupled overdamped degrees of freedom moving in periodic potentials and driven by two heat reservoirs. This model exhibits a spontaneous breaking of symmetry and gives rise to directed…