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A harmonically trapped active Brownian particle exhibits two types of positional distributions -- one has a single peak, the other has a single well -- that signify steady-state dynamics with low and high activity, respectively. Adding…

We address diffusion processes in a bounded domain, while focusing on somewhat unexplored affinities between the presence of absorbing and/or inaccessible boundaries. For the Brownian motion (L\'{e}vy-stable cases are briefly mentioned)…

Statistical Mechanics · Physics 2017-10-24 Piotr Garbaczewski

We consider the two dimensional motion of a particle into a confining potential, subjected to Brownian forces, associated with two different temperatures on the orthogonal directions. Exact solutions are obtained for an asymmetric harmonic…

Statistical Mechanics · Physics 2018-05-23 Vincent Mancois , Bruno Marcos , Pascal Viot , David Wilkowski

The work developed in the paper concerns the multivariate fractional Brownian motion (mfBm) viewed through the lens of the wavelet transform. After recalling some basic properties on the mfBm, we calculate the correlation structure of its…

Probability · Mathematics 2013-08-07 Jean-François Coeurjolly , Pierre-Olivier Amblard , Sophie Achard

Motivated to understand the asymptotic behavior of periodically driven thermodynamic systems, we study the prototypical example of Brownian particle, overdamped and underdamped, in harmonic potentials subjected to periodic driving. The…

Statistical Mechanics · Physics 2020-05-12 Shakul Awasthi , Sreedhar B. Dutta

We present a diagrammatic formulation of a theory for the time dependence of density fluctuations in equilibrium systems of interacting Brownian particles. To facilitate derivation of the diagrammatic expansion we introduce a basis that…

Soft Condensed Matter · Physics 2009-11-13 Grzegorz Szamel

The Dynamic Density Functional (DDF) theory and standard Brownian dynamics simulations (BDS) are used to study the drifting effects of a colloidal particle in a polymer solution, both for ideal and interacting polymers. The structure of the…

Soft Condensed Matter · Physics 2009-11-10 F. Penna , J. Dzubiella , P. Tarazona

A general approach to calculate the diabatic surfaces for electron-transfer reactions is presented, based on first-principles molecular dynamics of the active centers and their surrounding medium. The excitation energy corresponding to the…

Materials Science · Physics 2009-11-11 P. H. -L. Sit , Matteo Cococcioni , Nicola Marzari

We consider an overdamped Brownian particle moving in a confining asymptotically logarithmic potential, which supports a normalized Boltzmann equilibrium density. We derive analytical expressions for the two-time correlation function and…

Statistical Mechanics · Physics 2012-05-21 A. Dechant , E. Lutz , D. A. Kessler , E. Barkai

The diffusive transport of biased Brownian particles in a two-dimensional symmetric channel is investigated numerically considering both the no-flow and the reflection boundary conditions at the channel boundaries. Here, the geometrical…

Soft Condensed Matter · Physics 2019-09-10 Narender Khatri , P. S. Burada

We study the two-dimensional overdamped motion of an active particle whose orientational dynamics is subject to fractional Brownian noise, whereas its position is affected by self-propulsion and Brownian fluctuations. From a Langevin-like…

Statistical Mechanics · Physics 2020-07-21 Juan Ruben Gomez-Solano , Francisco J. Sevilla

Diffusion through semipermeable structures arises in a wide range of processes in the physical and life sciences. Examples at the microscopic level range from artificial membranes for reverse osmosis to lipid bilayers regulating molecular…

Statistical Mechanics · Physics 2023-01-11 Paul C Bressloff

We give a probabilistic representation of a one-dimensional diffusion equation where the solution is discontinuous at $0$ with a jump proportional to its flux. This kind of interface condition is usually seen as a semi-permeable barrier.…

Probability · Mathematics 2016-06-28 Antoine Lejay

We investigate a random integral which provides a natural example of an imaginary exponential functional of Brownian motion. This functional shows up in the study of the binary annihilation process, within the Doi-Peliti formalism for…

Statistical Mechanics · Physics 2015-03-17 D. Gredat , I. Dornic , J. M. Luck

Einstein's explanation of Brownian motion provided one of the cornerstones which underlie the modern approaches to stochastic processes. His approach is based on a random walk picture and is valid for Markovian processes lacking long-term…

Statistical Mechanics · Physics 2009-11-10 I. M. Sokolov , J. Klafter

Near-boundary Brownian motion is a classic hydrodynamic problem of great importance in a variety of fields, from biophysics to micro-/nanofluidics. However, due to challenges in experimental measurements of near-boundary dynamics, the…

Fluid Dynamics · Physics 2016-08-09 Kai Huang , Izabela Szlufarska

Various challenges are faced when animalcules such as bacteria, protozoa, algae, or sperms move autonomously in aqueous media at low Reynolds number. These active agents are subject to strong stochastic fluctuations, that compete with the…

Soft Condensed Matter · Physics 2017-01-16 Christina Kurzthaler , Sebastian Leitmann , Thomas Franosch

We analyze underdamped Brownian motion in non-isothermal media with quadratic, linear, and piecewise-constant temperature profiles. Exact identities for entropy production and entropy extraction are derived, addressing whether a vanishing…

Statistical Mechanics · Physics 2025-09-10 Mesfin Taye

Brownian motion in a granular gas in a homogeneous cooling state is studied theoretically and by means of molecular dynamics. We use the simplest first-principle model for the impact-velocity dependent restitution coefficient, as it follows…

Statistical Mechanics · Physics 2015-06-11 Anna Bodrova , Awadhesh Kumar Dubey , Sanjay Puri , Nikolai Brilliantov

Motivated by recent studies on the dynamics of colloidal solutions in narrow channels, we consider the steady state properties of an assembly of non interacting particles subject to the action of a traveling potential moving at a constant…

Soft Condensed Matter · Physics 2009-11-13 Pedro Tarazona , Umberto Marini Bettolo Marconi