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The Langevin system subjected to non-Gaussian noise has been discussed, by using the second-order moment approach with two kinds of models for generating the noise. We have derived the effective differential equation (DE) for a variable…

Statistical Mechanics · Physics 2009-11-13 Hideo Hasegawa

General self-consistent expressions for the coefficients of diffusion and dynamical friction in a stable, bound, multicomponent self-gravitating and inhomogeneous system are derived. They account for the detailed dynamics of the colliding…

Astrophysics of Galaxies · Physics 2017-06-20 Jean Heyvaerts , Jean-Baptiste Fouvry , Pierre-Henri Chavanis , Christophe Pichon

Diffusion in nonhomogeneous media is described by a dynamical process driven by a general Levy noise and subordinated to a random time; the subordinator depends on the position. This problem is approximated by a multiplicative process…

Statistical Mechanics · Physics 2015-06-18 Tomasz Srokowski

The effective dynamics of a colloidal particle immersed in a complex medium is often described in terms of an overdamped linear Langevin equation for its velocity with a memory kernel which determines the effective (time-dependent) friction…

Statistical Mechanics · Physics 2022-10-05 U. Basu , V. Démery , A. Gambassi

This paper focuses on the long-term behavior of solutions to nonlinear stochastic Fokker-Planck equations driven by common noise, where the drift term has a linear dependence on the measure. These equations, which describe the evolution of…

Analysis of PDEs · Mathematics 2025-03-07 Raphael Maillet

In this work the existence of weak solutions for a class of non-Newtonian viscous fluid problems is analyzed. The problem is modeled by the steady case of the generalized Navier-Stokes equations, where the exponent $q$ that characterizes…

Analysis of PDEs · Mathematics 2012-04-02 Hermenegildo Borges de Oliveira

We present a numerical scheme for simulating the dynamics of Brownian particles suspended in a fluid. The motion of the particles is tracked by the Langevin equation, whereas the host fluid flow is analyzed by using the lattice Boltzmann…

Mesoscale and Nanoscale Physics · Physics 2019-10-30 Hiroaki Yoshida , Tomoyuki Kinjo , Hitoshi Washizu

We derive the hydrodynamic equations of motion for a fluid of active particles described by under- damped Langevin equations that reduce to the Active-Brownian-Particle model, in the overdamped limit. The contraction into the hydrodynamic…

Statistical Mechanics · Physics 2017-06-07 Stefano Steffenoni , Gianmaria Falasco , Klaus Kroy

An initial-and boundary-value problem for the Kelvin-Voigt system, modeling a mixture of n incompressible and viscoelastic fluids, with non-constant density, is investigated in this work. The existence of global-in-time weak solutions is…

Analysis of PDEs · Mathematics 2025-06-13 S. N. Antontsev , H. B. de Oliveira , I. V. Kuznetsov , D. A. Prokudin , Kh. Khompysh

We demonstrate that a Langevin equation that describes the motion of a Brownian particle under non-equilibrium conditions can be exactly transformed to a special equation that explicitly exhibits the response of the velocity to a time…

Statistical Mechanics · Physics 2009-11-11 Takahiro Harada , Kumiko Hayashi , Shin-ichi Sasa

We carry out a comprehensive linear stability analysis of active Brownian particle systems around a constant homogeneous state. These scalar models, being important prototypes for the continuous description of active matter, are…

Analysis of PDEs · Mathematics 2025-12-22 Michele Coti Zelati , Lucas Ertzbischoff , David Gerard-Varet

Necessary and sufficient conditions are presented for the existence of (second order) stationary solutions of the generalized Langevin equation under appropriate assumptions on the associated memory kernel. When this stochastic equation is…

Mathematical Physics · Physics 2025-07-24 Martin Hanke

Governing equations of motion for a viscous incompressible material surface are derived from the balance laws of continuum mechanics. The surface is treated as a time-dependent smooth orientable manifold of codimension one in an ambient…

Mathematical Physics · Physics 2018-10-10 Thomas Jankuhn , Maxim A. Olshanskii , Arnold Reusken

We propose a Langevin model with Coulomb friction. Through the analysis of the corresponding Fokker-Planck equation, we have obtained the steady velocity distribution function under the influence of the external field.

Statistical Mechanics · Physics 2009-11-10 Hisao Hayakawa

The paper studies the equilibrium configurations of inextensible elastic membranes exhibiting lateral fluidity. Using a continuum description of the membrane's motions based on the surface Navier--Stokes equations with bending forces, the…

Fluid Dynamics · Physics 2023-06-21 Maxim A. Olshanskii

In this paper, we construct unique, local-in-time strong solutions to the Vlasov-Poisson (VP) and Vlasov-Poisson-Fokker-Planck (VPFP) systems subjected to external, spatially regular, white-in-time electromagnetic fields in $\mathbb T^d…

Analysis of PDEs · Mathematics 2022-11-08 Jacob Bedrossian , Stavros Papathanasiou

The classical theory of Brownian dynamics follows from coarse-graining the underlying linearized fluctuating hydrodynamics of the solvent. We extend this procedure to globally non-isothermal conditions, requiring only a local thermal…

Statistical Mechanics · Physics 2016-04-06 G. Falasco , K. Kroy

Langevin equations or generalized Langevin equations (GLEs) are popular models for describing the motion of a particle in a fluid medium in an effective manner. Here we examine particles immersed in an inherently nonequilibrium fluid, i.e.,…

Soft Condensed Matter · Physics 2024-05-03 Jeanine Shea , Gerhard Jung , Friederike Schmid

Relativistic Navier-Stokes equations express the conservation of the energy-momentum tensor and the particle number current in terms of the local hydrodynamic variables: temperature, fluid velocity, and the chemical potential. We show that…

High Energy Physics - Theory · Physics 2020-06-12 Raphael E. Hoult , Pavel Kovtun

The Vlasov-Fokker-Planck equation describes the evolution of the probability density of the position and velocity of particles under the influence of external confinement, interaction, friction, and stochastic force. It is well-known that…

Analysis of PDEs · Mathematics 2025-01-16 Sangmin Park
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