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The Brownian motion of a heavy quark under a rotating plasma corresponds to BTZ black hole is studied using holographic method from string theory. The position of heavy quark is represented as the end of string at the boundary of BTZ black…

High Energy Physics - Theory · Physics 2016-06-10 Ardian Nata Atmaja

Brownian dynamics of colloidal particles on complex surfaces has found important applications in diverse physical, chemical and biological processes. However, current Brownian dynamics simulation algorithms mostly work for relatively simple…

Soft Condensed Matter · Physics 2019-11-26 Yuguang Yang , Bo Li

Based on analytical and numerical calculations we study the dynamics of an overdamped colloidal particle moving in two dimensions under time-delayed, non-linear feedback control. Specifically, the particle is subject to a force derived from…

Soft Condensed Matter · Physics 2025-03-07 Robin A. Kopp , Sabine H. L. Klapp

The active Brownian particle (ABP) model is widely used to describe the dynamics of active matter systems, such as Janus microswimmers. In particular, the analytical expression for an ABP's mean-squared-displacement (MSD) is useful as it…

Soft Condensed Matter · Physics 2022-12-07 Maximilian Bailey , Alexander Sprenger , Fabio Grillo , Hartmut Löwen , Lucio Isa

Levy flights and fractional Brownian motion (fBm) have become exemplars of the heavy tailed jumps and long-ranged memory widely seen in physics. Natural time series frequently combine both effects, and linear fractional stable motion (lfsm)…

Mathematical Physics · Physics 2011-08-25 N. W. Watkins , D. Credgington , R. Sanchez , S. J. Rosenberg , S. C. Chapman

The motion of a Brownian particle in the presence of Coulomb friction and an asymmetric spatial potential was evaluated in this study. The system exhibits a ratchet effect, i.e., an average directed motion even in the absence of an external…

Statistical Mechanics · Physics 2023-01-11 Massimiliano Semeraro , Giuseppe Gonnella , Eugenio Lippiello , Alessandro Sarracino

Oscillatory sheared suspensions, when observed stroboscopically, exhibit a reversible-irreversible transition as a function of the strain amplitude, which is a kind of absorbing phase transition. So far studies of this transition focused on…

Soft Condensed Matter · Physics 2026-03-20 T. Jocteur , K. Martens , R. Mari , E. Bertin

We introduce methods for large scale Brownian Dynamics (BD) simulation of many rigid particles of arbitrary shape suspended in a fluctuating fluid. Our method adds Brownian motion to the rigid multiblob method at a cost comparable to the…

Soft Condensed Matter · Physics 2018-01-17 B. Sprinkle , F. Balboa Usabiaga , N. A. Patankar , A. Donev

The influence of an external field acting differently on the two constituents of a binary colloidal mixture performing Brownian dynamics is investigated by computer simulations and a simple theory. In our model, one half of the particles…

Soft Condensed Matter · Physics 2009-11-07 J. Dzubiella , H. Loewen

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…

Soft Condensed Matter · Physics 2014-01-28 Borge ten Hagen , Raphael Wittkowski , Hartmut Löwen

We investigate the overdamped dynamics of a `passive' particle driven by nonreciprocal interaction with a `driver' Brownian particle. When the interaction between them is short-ranged, the long-time behavior of the driven particle is…

Statistical Mechanics · Physics 2024-12-24 Urna Basu , P. L. Krapivsky , Satya N. Majumdar

The ``Brownian bees'' model describes an ensemble of $N=$~const independent branching Brownian particles. The conservation of $N$ is provided by a modified branching process. When a particle branches into two particles, the particle which…

Statistical Mechanics · Physics 2023-02-08 Pavel Sasorov , Arkady Vilenkin , Naftali R. Smith

Fractional Brownian motion, a stochastic process with long-time correlations between its increments, is a prototypical model for anomalous diffusion. We analyze fractional Brownian motion in the presence of a reflecting wall by means of…

Statistical Mechanics · Physics 2018-02-21 Alexander H. O. Wada , Thomas Vojta

The aim of this study is to investigate a wave dynamics and size scaling of avalanches which were created by the mathematical model {[}J. \v{C}ern\'ak Phys. Rev. E \textbf{65}, 046141 (2002)]. Numerical simulations were carried out on a two…

Statistical Mechanics · Physics 2015-05-13 Jozef Cernak

We investigate statistics and scaling laws of avalanches in two-dimensional frictional particles by numerical simulations. We find that the critical exponent for avalanche size distributions is governed by microscopic friction between the…

Soft Condensed Matter · Physics 2023-05-02 Kuniyasu Saitoh

We derive a semi-analytic formula for the transition probability of three-dimensional Brownian motion in the positive octant with absorption at the boundaries. Separation of variables in spherical coordinates leads to an eigenvalue problem…

Computational Finance · Quantitative Finance 2018-05-24 Vadim Kaushansky , Alexander Lipton , Christoph Reisinger

We study the scaling properties of avalanche activity in the two-dimensional Abelian sandpile model. Instead of the conventional avalanche size distribution, we analyze the site activity distribution, which measures how often a site…

Statistical Mechanics · Physics 2025-10-14 Anubhav Ganguly

A uniform dimensional result for normally reflected Brownian motion (RBM) in a large class of non-smooth domains is established. Exact Hausdorff dimensions for the boundary occupation time and the boundary trace of RBM are given. Extensions…

Probability · Mathematics 2007-05-23 Itai Benjamini , Zhen-Qing Chen , Steffen Rohde

The Branching Brownian Motions (BBM) are particles performing independent Brownian motions in $\mathbb R$ and each particle at rate 1 creates a new particle at her current position; the newborn particle increments and branchings are…

Probability · Mathematics 2017-07-05 Anna De Masi , Pablo A. Ferrari , Errico Presutti , Nahuel Soprano-Loto

A study of the diffusion of a passive Brownian particle on the surface of a sphere and subject to the effects of an external potential, coupled linearly to the probability density of the particle's position, is presented through a numerical…

Statistical Mechanics · Physics 2021-08-31 Adriano Valdés Gómez , Francisco J. Sevilla