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We give a method for finding the exact analytical solution for the problem of a particle undergoing diffusive motion in a flat potential in the presence of a new localized sink. The Diffusive motion is described using the Smoluchowski…

Statistical Mechanics · Physics 2018-04-25 Hemani Chhabra , Aniruddha Chakraborty

In this paper we revisit the Brownian motion on the basis of {the fractional Langevin equation which turns out to be a particular case of the generalized Langevin equation introduced by Kubo in 1966. The importance of our approach is to…

Statistical Mechanics · Physics 2010-04-21 Francesco Mainardi , Antonio Mura , Francesco Tampieri

The distribution of exit times is computed for a Brownian particle in spherically symmetric two- dimensional domains (disks, angular sectors, annuli) and in rectangles that contain an exit on their boundary. The governing partial…

Computational Physics · Physics 2014-09-29 J. -F. Rupprecht , O. Bénichou , D. S. Grebenkov , R. Voituriez

In this work, we numerically verify the Jarzynski equality and Crook fluctuation theorem for a Brownian particle diffusing in a heterogeneous thermal bath and hence having a non-Gaussian position distribution. We use the…

Statistical Mechanics · Physics 2026-03-05 A. Saravanan , I. Iyyappan

In this study, we investigate the behavior of free inertial Active Brownian Particles (ABP) in the presence of thermal noise. While finding a closed-form solution for the joint distribution of positions, orientations, and velocities using…

Statistical Mechanics · Physics 2024-10-08 Manish Patel , Debasish Chaudhuri

We present a position Langevin equation for overdamped particle motion on rough two-dimensional surfaces. A Brownian Dynamics algorithm is suggested to evolve this equation numerically, allowing for the prediction of effective (projected)…

Soft Condensed Matter · Physics 2009-11-13 Ali Naji , Frank L. H. Brown

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…

Soft Condensed Matter · Physics 2017-04-26 Matthias Krüger , David S. Dean

We consider a model of active Brownian particles with velocity-alignment in two spatial dimensions with passive and active fluctuations. Hereby, active fluctuations refers to purely non-equilibrium stochastic forces correlated with the…

Statistical Mechanics · Physics 2016-05-02 Robert Grossmann , Lutz Schimansky-Geier , Pawel Romanczuk

In many practically important problems which rely on particles' transport in realistic corrugated channels, one is interested to know the probability that either of the extremities, (e.g., the one containing a chemically active site, or…

Soft Condensed Matter · Physics 2023-06-14 P. Malgaretti , T. Nizkaia , G. Oshanin

A growing number of biological, soft, and active matter systems are observed to exhibit normal diffusive dynamics with a linear growth of the mean squared displacement, yet with a non-Gaussian distribution of increments. Based on the…

Statistical Mechanics · Physics 2017-04-12 A. V. Chechkin , F. Seno , R. Metzler , I. M. Sokolov

In this article, results have been presented for the two-time correlation functions for a free and a harmonically confined Brownian particle in a simple shear flow. For a free Brownian particle, the motion along the direction of shear…

Soft Condensed Matter · Physics 2018-05-17 D. Chakraborty

We investigate the well-posedness of a class of stochastic second-order in time damped evolution equations in Hilbert spaces, subject to the constraint that the solution lie within the unitary sphere. Then, we focus on a specific example,…

Probability · Mathematics 2025-07-01 Sandra Cerrai , Zdzislaw Brzeźniak

We consider the dynamics of systems with arbitrary friction and diffusion. These include, as a special case, systems for which friction and diffusion are connected by Einstein fluctuation-dissipation relation, e.g. Brownian motion. We study…

Mathematical Physics · Physics 2012-08-22 Scott Hottovy , Giovanni Volpe , Jan Wehr

We study the dynamical properties of an active particle subject to a swimming speed explicitly depending on the particle position. The oscillating spatial profile of the swim velocity considered in this paper takes inspiration from…

Soft Condensed Matter · Physics 2022-03-15 Lorenzo Caprini , Umberto Marini Bettolo Marconi , René Wittmann , Hartmut Löwen

We derive the distribution of particle currents for a system of interacting active Brownian particles in the long time limit using large deviation theory and a weighted many body expansion. We find the distribution is non-Gaussian, except…

Statistical Mechanics · Physics 2018-12-19 Trevor GrandPre , David T. Limmer

We consider the evolution of a quantum particle hopping on a cubic lattice in any dimension and subject to a potential consisting of a periodic part and a random part that fluctuates stochastically in time. If the random potential evolves…

Mathematical Physics · Physics 2021-03-11 Jeffrey Schenker , F. Zak Tilocco , Shiwen Zhang

We generalize the classical theory of Brownian motion so as to reckon with non-Markovian effects on both Klein-Kramers and Smoluchowski equations. For a free particle and a harmonic oscillator, it is shown that such non-Markovian effects…

Quantum Physics · Physics 2015-05-28 A. O. Bolivar

We consider a microswimmer that moves in two dimensions at a constant speed and changes the direction of its motion due to a torque consisting of a constant and a fluctuating component. The latter will be modeled by a symmetric…

Statistical Mechanics · Physics 2017-11-22 Joerg Noetel , Igor M. Sokolov , Lutz Schimansky-Geier

We derive a general quantum formula giving the mean-square displacement of a diffusing particle as a function of time. Near {\bf 0 K} we find a universal logarithmic behavior (valid for times longer than the relaxation time), and deviations…

Statistical Mechanics · Physics 2009-11-11 Supurna Sinha , Rafael D. Sorkin

We investigate the stochastic dynamics of one sedimenting active Brownian particle in three dimensions under the influence of gravity and passive fluctuations in the translational and rotational motion. We present an analytical solution of…

Soft Condensed Matter · Physics 2018-08-24 Jérémy Vachier , Marco G. Mazza