Related papers: The generalized Langevin equation revisited: Analy…
The Fokker-Planck equation has been very useful for studying dynamic behavior of stochastic differential equations driven by Gaussian noises. However, there are both theoretical and empirical reasons to consider similar equations driven by…
The Fokker-Planck equation has been very useful for studying dynamic behavior of stochastic differential equations driven by Gaussian noises. In this paper, we derive a Fractional Fokker--Planck equation for the probability distribution of…
A kinetic-fluid model describing the evolutions of disperse two-phase flows is considered. The model consists of the Vlasov-Fokker-Planck equation for the particles (disperse phase) coupled with the compressible Navier-Stokes equations for…
Using a shortcut way we have derived the Fokker-Planck equation for the Langevin dynamics with a generalized frictional memory kernel and time-dependent force field. Then we have shown that this method is applicable for the non-Markovian…
We investigate the dynamics of an inertial active Ornstein-Uhlenbeck particle suspended in a non-Markovian environment. The particle is additionally subjected to external forces, such as harmonic confinement and a magnetic field. Motivated…
We present a new time-dependent Density Functional approach to study the relaxational dynamics of an assembly of interacting particles subject to thermal noise. Starting from the Langevin stochastic equations of motion for the velocities of…
We investigate the influence of a self-propelling, out-of-equilibrium active particle on generalized elastic systems, including flexible and semiflexible polymers, fluid membranes, and fluctuating interfaces, while accounting for…
We solve a Langevin equation, first studied by de Gennes, in which there is a solid-solid or dry friction force acting on a Brownian particle in addition to the viscous friction usually considered in the study of Brownian motion. We obtain…
We consider systems of interacting particles which are described by a second order Langevin equation. The class of equations considered includes the situation where the particle evolution is governed by Hamiltonian dynamics with additional…
We derive analytic solutions for the full time dependence of space-fractional Fokker-Planck equations corresponding to stochastic Langevin equations with additive tempered-stable L\'{e}vy noise terms. The drift terms are generalised to be…
We review equilibrium properties for the dynamics of a single particle evolving in a visco--elastic medium under the effect of hydrodynamic backflow which includes added mass and Basset force. Arbitrary equilibrium forces acting upon the…
Based on a system-reservoir model, where the system is nonlinearly coupled to a heat bath and the heat bath is modulated by an external stationary Gaussian noise, we derive the generalized Langevin equation with space dependent friction and…
The solution of the Langevin equation of an anisotropic fluid [Colmenares P. J; L\'opez F. and Olivares-Rivas W., Phys. Rev E. 2009, 80061123] allowed the evaluation of the position dependent perpendicular and parallel diffusion…
The generalized elastic model encompasses several physical systems such as polymers, membranes, single file systems, fluctuating surfaces and rough interfaces. We consider the case of an applied localized potential, namely an external force…
We propose a Langevin equation to describe the quantum Brownian motion of bounded particles based on a distinctive formulation concerning both the fluctuation and dissipation forces. The fluctuation force is similar to that employed in the…
Self-propelled particles can navigate complex environments, including viscous fluid interfaces with curved geometries. In this work, we study the emergent dynamics of a suspension of self-propelled particles confined to a stationary curved…
We present a mesoscopic hydrodynamic description of the dynamics of colloidal suspensions. We consider the system as a gas of Brownian particles suspended in a Newtonian heat bath subjected to stationary non-equilibrium conditions imposed…
In this paper we analyze fractional Fokker-Planck equation describing subdiffusion in the general infinitely divisible (ID) setting. We show that in the case of space-time-dependent drift and diffusion and time-dependent jump coefficient,…
In this letter we discuss how to add forces to the Langevin equation. We derive the exact generalized Langevin equation for the dynamics of one particle subject to an external force embedded in a system of many interacting particles. The…
We study a particular generalisation of the classical Kramers model describing Brownian particles in the external potential. The generalised model includes the stochastic force which is modelled as an additive random noise that depends upon…