Related papers: Blending Brownian motion and heat equation
Brownian dynamics of a self-propelled particle in linear shear flow is studied analytically by solving the Langevin equation and in simulation. The particle has a constant propagation speed along a fluctuating orientation and is…
A microscopic theory of molecular motion in classical monatomic liquids, proposed by Glass and Rice [Phy. Rev. 176, 239 (1968)], is revisited and extended to incorporate the dynamic friction in the Brownian description of the atomic…
Brownian motion of a particle with an arbitrary shape is investigated theoretically. Analytical expressions for the time-dependent cross-correlations of the Brownian translational and rotational displacements are derived from the…
Einstein's Brownian motion of a quantum particle in a classical environment is studied via virial and equipartition theorems. The effect of continuous measurement in a strongly dissipative environment is accounted for and a quantum…
Coarse-grained Langevin-type effective field equations are derived for classical systems of particles. These equations include the effects of thermal fluctuation and dissipation which may arise from coupling to an external bath, as in the…
This paper further discusses the tempered fractional Brownian motion, its ergodicity, and the derivation of the corresponding Fokker-Planck equation. Then we introduce the generalized Langevin equation with the tempered fractional Gaussian…
We study the influence of entanglement on the relation between the statistical entropy of an open quantum system and the heat exchanged with a low temperature environment. A model of quantum Brownian motion of the Caldeira-Leggett type -…
The approach to the theory of a relativistic random process is considered by the path integral method as Brownian motion taking into account the boundedness of speed. An attempt was made to build a relativistic analogue of the Wiener…
For the purpose of understanding the quantum behavior such as quantum decoherence, fluctuations, dissipation, entanglement and teleportation of a mesoscopic or macroscopic object interacting with a general environment, we derive here a set…
We derive the time-evolution equation that describes the Brownian motion of labeled individual tracer particles in a simple model atomic liquid (i.e., a system of $N$ particles whose motion is governed by Newton's second law, and…
A short review of the classical theory of Brownian motion is presented. A new method is proposed for derivation of the Fokker-Planck equations, describing the probability density evolution, from stochastic differential equations. It is also…
We present a novel hybrid but thermodynamic approach to provide an alternative to the Langevin equation by using system-intrinsic (SI) microwork done by the Brownian particle in the kth microstate (realization). The corresponding…
In this study, we investigate the phenomenon of collective motion in binary mixtures of self-propelled particles. We consider two particle species, each of which consisting of pointlike objects that propel with a velocity of constant…
The energy partitioning during activation and relaxation events under steady-state conditions for a Brownian particle driven by multiple thermal reservoirs of different local temperatures is investigated. Specifically, we apply the…
We investigate the fractional Hardy-H\'enon equation with fractional Brownian noise $$ \partial_tu(t)+(-\Delta)^{\theta/2} u(t)=|x|^{-\gamma} |u(t)|^{p-1}u(t)+\mu \, \partial_t B^H(t), $$ where $\theta>0$, $p>1$, $\gamma\geq 0$, $\mu…
We consider the problem of building a continuous stochastic model, i.e. a Langevin or Fokker-Planck equation, through a well-controlled coarse-graining procedure. Such a method usually involves the elimination of the fast degrees of freedom…
We investigate the motility of a growing population of cells in a idealized setting: we consider a system of hard disks in which new particles are added according to prescribed growth kinetics, thereby dynamically changing the number…
The quantum analog of the joint probability distributions describing a classical stochastic process is introduced. A prescription is given for constructing the quantum distribution associated with a sequence of measurements. For the case of…
We present a field theoretic approach to capture the motion of a particle with dry friction for one- and two-dimensional diffusive particles, and further expand the framework for two-dimensional active Brownian particles. Starting with the…
The dynamics of a Brownian particle in a constant magnetic field and time-dependent electric field is studied in the limit of white noise, using a Langevin approach for the classical problem and the path-integral Feynman-Vernon and…