Related papers: From Generalized Langevin Equations to Brownian Dy…
Observing finite regions of a bigger system is a common experience, from microscopy to molecular simulations. In the latter especially, there is ongoing interest in predicting thermodynamic properties from tracking fluctuations in finite…
The two-variable Langevin equations, modeling the Brownian motion of a particle moving in a potential and leading to the Maxwell-Boltzmann distribution of the corresponding Fokker-Planck equation, are shown to give rise to types of…
Many physical systems characterized by nonlinear multiscale interactions can be effectively modeled by treating unresolved degrees of freedom as random fluctuations. However, even when the microscopic governing equations and qualitative…
We try to clarify what are the genuine quantal effects that are associated with generalized Brownian Motion (BM). All the quantal effects that are associated with the Zwanzig-Feynman-Vernon-Caldeira-Leggett model are (formally) a solution…
We consider a system of classical Brownian particles interacting via a smooth long-range potential in the mean-field regime, and we analyze the propagation of chaos in form of sharp, uniform-in-time estimates on many-particle correlation…
We study Brownian motion driven with both conservative and nonconservative external forces. By using the thermodynamic approach of the theory of Brownian motion we obtain the Fokker-Planck equation and derive expressions for the Fluctuation…
The traction on the surface of a spherical active colloid in a thermally fluctuating Stokesian fluid contains passive, active, and Brownian contributions. Here we derive these three parts systematically, by "projecting out" the fluid using…
We study the role of fluctuations in particle systems modeled by Dean-Kawasaki-type equations, which describe the evolution of particle densities in systems with Brownian motion. By comparing microscopic simulations, stochastic partial…
In this article we study effects that small perturbations in the noise have to the solution of differential equations driven by H\"older continuous functions of order $H>\frac12$. As an application, we consider stochastic differential…
We develop a Fluctuating Immersed Boundary (FIB) method for performing Brownian dynamics simulations of confined particle suspensions. Unlike traditional methods which employ analytical Green's functions for Stokes flow in the confined…
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…
In this paper, we consider a general class of stochastic Volterra equations with small noise. Our aim is to study the fluctuation of the solution around its deterministic limit. We use the techniques of Malliavin calculus to show that the…
We study the stochastic motion of particles driven by long-range correlated fractional Gaussian noise in a superharmonic external potential of the form $U(x)\propto x^{2n}$ ($n\in\mathbb{N}$). When the noise is considered to be external,…
We study the generalized Langevin equation approach to anomalous diffusion for a harmonic oscillator and a free particle driven by different forms of internal noises, such as power-law-correlated and distributed-order noises that fulfil…
A nonequilibrium fluctuation theorem is established for a colloidal particle driven by an external force within the hydrodynamic theory of Brownian motion, describing hydrodynamic memory effects such as the t^(-3/2) power-law decay of the…
A Brownian Motor is a nanoscale or molecular device that combines the effects of thermal noise, spatial or temporal asymmetry, and directionless input energy to drive directed motion. Because of the input energy, Brownian motors function…
With this work we elaborate on the physics of quantum noise in thermal equilibrium and in stationary non-equilibrium. Starting out from the celebrated quantum fluctuation-dissipation theorem we discuss some important consequences that must…
We generalize the oscillator model of a particle interacting with a thermal reservoir by introducing arbitrary nonlinear couplings in the particle coordinates.The equilibrium positions of the heat bath oscillators are promoted to space-time…
Many complex systems are described by Langevin-type equations in which the noise exhibits long-range correlations and couples to the system in a state-dependent, multiplicative manner, leading to heterogeneous non-Markovian diffusion. Here,…
When nano-magnets are coupled to random external sources, their magnetization becomes a random variable, whose properties are defined by an induced probability density, that can be reconstructed from its moments, using the Langevin…