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The Einstein relation, relating the steady state fluctuation properties to the linear response to a perturbation, is considered for steady states of stochastic models with a finite state space. We show how an Einstein relation always holds…
We consider the two- (2D) and three-dimensional (3D) Ising model on a square lattice at the critical temperature $T_c$, under Monte-Carlo spin flip dynamics. The bulk magnetisation and the magnetisation of a tagged line in the 2D Ising…
Active particles (i.e., self-propelled particles or called microswimmers), different from passive Brownian particles, possess more complicated translational and angular dynamics, which can generate a series of anomalous transport phenomena.…
The overdamped dynamics of a charged particle driven by an uniform electric field through a random sequence of scatterers in one dimension is investigated. Analytic expressions of the mean velocity and of the velocity power spectrum are…
Using simple kinematical arguments, we derive the Fokker-Planck equation for diffusion processes in curved spacetimes. In the case of Brownian motion, it coincides with Eckart's relativistic heat equation (albeit in a simpler form), and…
In this paper, a generalized Brownian motion model has been applied to describe the relative particle dispersion problem in more realistic turbulent flows. The fluctuating pressure forces acting on a fluid particle are taken to be a colored…
Assuming an effective quadratic Hamiltonian, we derive an approximate, linear stochastic equation of motion for the density-fluctuations in liquids, composed of overdamped Brownian particles. From this approach, time dependent two point…
We study the biased diffusion of particles moving in one direction under the action of a constant force in the presence of a piecewise linear random potential. Using the overdamped equation of motion, we represent the first and second…
We study far from equilibrium transport of a periodically driven inertial Brownian particle moving in a periodic potential. As detected recently for a SQUID ratchet dynamics (Spiechowicz J. & Luczka J. Phys. Rev. E 91, 062104 (2015)), the…
The Brownian motion of a particle immersed in a medium of charged particles is considered when the system is placed in magnetic or electric fields. Coming from the Zwanzig-Caldeira-Legget particle-bath model, we modify it so that not only…
We consider a continuous random walk model for describing normal as well as anomalous diffusion of particles subjected to an external force when these particles diffuse in a uniformly expanding (or contracting) medium. A general equation…
We study the motion of a solid particle immersed in a Newtonian fluid and confined between two parallel elastic membranes possessing shear and bending rigidity. The hydrodynamic mobility depends on the frequency of the particle motion due…
Spherical Janus particles are one of the most prominent examples for active Brownian objects. Here, we study the diffusiophoretic motion of such microswimmers in experiment and in theory. Three stages are found: simple Brownian motion at…
The problem of biological motion is a very intriguing and topical issue. Many efforts are being focused on the development of novel modeling approaches for the description of anomalous diffusion in biological systems, such as the very…
To reveal how nonequilibrium physics and relativity theory intertwine, this articles studies relativistic Brownian motion under cosmic expansion. Two fluctuation theorems for the entropy ds, which is locally produced in this extreme…
We discuss inertial effects in systems outside equilibrium within the framework of non-equilibrium thermodynamics. By introducing a Gibbs equation in which the entropy depends on the probability density, we are able to describe a system of…
We consider the motion of a particle governed by a weakly random Hamiltonian flow. We identify temporal and spatial scales on which the particle trajectory converges to a spatial Brownian motion. The main technical issue in the proof is to…
We propose a model of sub-diffusion in which an external force is acting on a particle at all times not only at the moment of jump. The implication of this assumption is the dependence of the random trapping time on the force with the…
In this work, we focus on the behavior of a single passive Brownian particle in a suspension of passive particles with short-range repulsive interactions and a larger self-diffusion coefficient. While the forces affecting the…
In many-particle diffusions, particles that move the furthest and fastest can play an outsized role in physical phenomena. A theoretical understanding of the behavior of such extreme particles is nascent. A classical model, in the spirit of…