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We propose a new formulation of the fluctuating lattice Boltzmann equation that is consistent with both equilibrium statististical mechanics and fluctuating hydrodynamics. The formalism is based on a generalized lattice-gas model, with each…

Soft Condensed Matter · Physics 2009-11-13 Burkhard Duenweg , Ulf D. Schiller , Anthony J. C. Ladd

Brownian motion has served as a pilot of studies in diffusion and other transport phenomena for over a century. The foundation of Brownian motion, laid by Einstein, has generally been accepted to be far from being complete since the late…

Statistical Mechanics · Physics 2017-06-06 Hanqing Zhao , Hong Zhao

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

With focus on anharmonic chains, we develop a nonlinear version of fluctuating hydrodynamics, in which the Euler currents are kept to second order in the deviations from equilibrium and dissipation plus noise are added. The required…

Statistical Mechanics · Physics 2016-06-16 Herbert Spohn

We look at the equilibrium of a Brownian particle in an inhomogeneous space following the alternative approach proposed in ref.[1]. We consider a coordinate dependent damping that makes the stochastic dynamics the one with multiplicative…

Statistical Mechanics · Physics 2014-10-07 Avik Biswas , A. Bhattacharyay

When an ensemble of particles interact hydrodynamically, they generically display large-scale transient structures such as swirls in sedimenting particles [1], or colloidal strings in sheared suspensions [2]. Understanding these…

Soft Condensed Matter · Physics 2013-01-24 Nicolas Desreumaux , Jean-Baptiste Caussin , Raphael Jeanneret , Eric Lauga , Denis Bartolo

We make a detailed analysis of both phenomenological and analytic background for the "Brownian recoil principle" hypothesis (Phys. Rev. A 46, (1992), 4634). A corresponding theory of the isothermal Brownian motion of particle ensembles…

Condensed Matter · Physics 2009-10-31 Piotr Garbaczewski

This is a guide to the mathematical theory of Brownian motion and related stochastic processes, with indications of how this theory is related to other branches of mathematics, most notably the classical theory of partial differential…

Probability · Mathematics 2018-02-28 Jim Pitman , Marc Yor

A dynamics between Newton and Langevin formalisms is elucidated within the framework of the generalized Langevin equation. For thermal noise yielding a vanishing zero-frequency friction the corresponding non-Markovian Brownian dynamics…

Statistical Mechanics · Physics 2007-07-23 Jing-Dong Bao , Yi-Zhong Zhuo , Fernando A. Oliveira , Peter Hanggi

The Brownian motion of a particle with higher-derivative dynamics (HDD) coupling with a bath consisting of harmonic oscillators is investigated. The Langevin equation and corresponding Fokker-Planck equation for the Brownian motion of the…

Statistical Mechanics · Physics 2023-11-14 Z. C. Tu

Computing analytically the $n$-point density correlations in systems of interacting particles is a long-standing problem of statistical physics, with a broad range of applications, from the interpretation of scattering experiments in simple…

Statistical Mechanics · Physics 2025-07-01 Louison Le Bon , Antoine Carof , Pierre Illien

Since Albert Einstein's seminal 1905-paper on Brownian motion, the temperature of fluids and gases of known viscosity can be deduced from observations of the fluctuations of small suspended probe particles. We summarize recent…

Soft Condensed Matter · Physics 2019-11-19 Daniel Geiss , Klaus Kroy

Starting at the mesoscopic level with a general formulation of stochastic thermodynamics in terms of Markov jump processes, we identify the scaling conditions that ensure the emergence of a (typically nonlinear) deterministic dynamics and…

Statistical Mechanics · Physics 2025-05-26 Gianmaria Falasco , Massimiliano Esposito

We study the dynamics of Brownian particles in a heterogeneous one-dimensional medium with a spatially-dependent diffusion coefficient of the form $D(x)\sim |x|^c$, at constant temperature. The particle's probability distribution function…

Statistical Mechanics · Physics 2016-08-03 Shaked Regev , Niels Grønbech-Jensen , Oded Farago

We use a mesoscopic computer simulation method to study the interplay between hydrodynamic and Brownian fluctuations during steady-state sedimentation of hard sphere particles for Peclet numbers (Pe) ranging from 0.1 to 15. Even when the…

Soft Condensed Matter · Physics 2007-05-23 J. T. Padding , A. A. Louis

The reformulation of nonequilibirum thermodynamics, to include the treatment of thermodynamic fluctuations, is applied to the hydrodynamic fluctuations of a simple fluid. It is shown that the nonequilibrium thermodynamic scheme leads to the…

Statistical Mechanics · Physics 2007-05-23 J. M. Rubi , P. Mazur

We introduce a fundamental theory for the kinetics of systems of classical particles. The theory represents a unification of kinetic theory, Brownian motion and field theory. It is self-consistent and is the dynamic generalization of the…

Statistical Mechanics · Physics 2010-06-14 Gene F. Mazenko

Stochastic thermodynamics as reviewed here systematically provides a framework for extending the notions of classical thermodynamics like work, heat and entropy production to the level of individual trajectories of well-defined…

Statistical Mechanics · Physics 2015-06-05 Udo Seifert

The Brownian motion of a hot nanoparticle is described by an effective Markov theory based on fluctuating hydrodynamics. Its predictions are scrutinized over a wide temperature range using large-scale molecular dynamics simulations of a hot…

Soft Condensed Matter · Physics 2018-07-11 D. Chakraborty , M. V. Gnann , D. Rings , J. Glaser , F. Otto , F. Cichos , K. Kroy

We study a model of rolling particles subject to stochastic fluctuations, which may be relevant in systems of nano- or micro-scale particles where rolling is an approximation for strong static friction. We consider the simplest possible…

Mathematical Physics · Physics 2016-10-04 Miranda Holmes-Cerfon