Related papers: Stiff-spring approximation revisited: inertial eff…
For boundary-driven non-equilibrium Markov models of non-interacting particles in one dimension, either in continuous space with the Fokker-Planck dynamics involving an arbitrary force $F(x)$ and an arbitrary diffusion coefficient $D(x)$,…
We report on a comprehensive theory-simulation-experimental study of collective and self-diffusion in suspensions of charge-stabilized colloidal spheres. In simulation and theory, the spheres interact by a hard-core plus screened Coulomb…
Biased diffusive transport of Brownian particles through irregularly shaped, narrow confining quasi-one-dimensional structures is investigated. The complexity of the higher dimensional diffusive dynamics is reduced by means of the so-called…
We discuss the two-dimensional motion of a Brownian particle that is confined to a harmonic trap and driven by a shear flow. The surrounding medium induces memory effects modelled by a linear, typically nonreciprocal coupling of the…
Probability currents are fundamental in characterizing the kinetics of non-equilibrium processes. Notably, the steady-state current $J_{ss}$ for a source-sink system can provide the exact mean-first-passage time (MFPT) for the transition…
In this article, we present a general methodology for control problems driven by the Brownian motion filtration including non-Markovian and non-semimartingale state processes controlled by mutually singular measures. The main result of this…
Stiff forces, which bind objects together or otherwise confine motion, are found widely in soft-matter systems - colloids with short range attractions, ligand-receptor contacts, particles in optical traps, fibres that resist stretching,…
We consider the driven diffusion of Brownian particles in 1D periodic potentials using the recently proposed Stochastic Path Integral Hyperdynamics (SPHD) scheme [L.Y. Chen and L.J.M. Horing, J. Chem. Phys. {\bf 126}, 224103 (2007)]. First,…
We study the dynamics of a single semiflexible filament coupled to a Hookean spring at its boundary. The spring produces a fluctuating tensile force on the filament, whose value depends on the filament's instantaneous end-to-end length. The…
We derive a simple closed analytical expression for the total entropy production along a single stochastic trajectory of a Brownian particle diffusing on a periodic potential under an external constant force. By numerical simulations we…
The paper is devoted to the study of nonlinear stochastic Schr\"{o}dinger equations driven by standard cylindrical Brownian motions (NSSEs) arising from the unraveling of quantum master equations. Under the Born--Markov approximations, this…
This paper investigates the behavior of a heavy soft spring in steady circular motion. Since the spring is inhomogeneous due to centrifugal force, one can rigorously prove that it follows the one-dimensional static Willis-form equations.…
Control barrier functions have been widely used for synthesizing safety-critical controls, often via solving quadratic programs. However, the existence of Gaussian-type noise may lead to unsafe actions and result in severe consequences. In…
In this work we will identify a novel relation between Smoothed Particle Hydrodynamics (SPH) and explicit Large Eddy Simulation (LES) using a coarse-graining method from Non-Equilibrium Molecular Dynamics (NEMD). While the current…
Particle shifting techniques (PST) have been used to improve the accuracy of the Smoothed Particle Hydrodynamics (SPH) method. Shifting ensures that the particles are distributed homogeneously in space. This may be performed by moving the…
The stochastic motion of a particle with long-range correlated increments (the moving phase) which is intermittently interrupted by immobilizations (the traping phase) in a disordered medium is considered in the presence of an external…
The frequentist method of simulated minimum distance (SMD) is widely used in economics to estimate complex models with an intractable likelihood. In other disciplines, a Bayesian approach known as Approximate Bayesian Computation (ABC) is…
Spin-current density functional theory (SCDFT) is a formally exact framework designed to handle the treatment of interacting many-electron systems including spin-orbit coupling at the level of the Pauli equation. In practice, robust and…
The methods of Nuclear Magnetic Resonance belong to the best developed and often used tools for studying random motion of particles in different systems, including soft biological tissues. In the long-time limit the current mathematical…
Stepped wedge designs (SWDs) are increasingly used to evaluate longitudinal cluster-level interventions but pose substantial challenges for valid inference. Because crossover times are randomized, intervention effects are intrinsically…