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We develop a general framework for response theory in diffusion processes governed by Fokker-Planck equations, based on the notion of the Dissipation Function. Using the analytically solvable Brownian oscillator model, we derive exact…

Statistical Mechanics · Physics 2025-07-25 Matteo Colangeli , Lamberto Rondoni , Pasquale Vozza

Diffusion with stochastic transport is investigated here when the random driving process is a very general Gaussian process, including Fractional Brownian motion. The purpose is the comparison with a deterministic PDE, which in certain…

Probability · Mathematics 2026-04-20 Franco Flandoli , Francesco Russo

The Brownian motion of a hot nanoparticle is described by an effective Markov theory based on fluctuating hydrodynamics. Its predictions are scrutinized over a wide temperature range using large-scale molecular dynamics simulations of a hot…

Soft Condensed Matter · Physics 2018-07-11 D. Chakraborty , M. V. Gnann , D. Rings , J. Glaser , F. Otto , F. Cichos , K. Kroy

A diagrammatic kinetic theory of density fluctuations in simple dense liquids at long times, described in the preceding paper, is applied to a high density Lennard-Jones liquid to calculate various equilibrium time correlation functions.…

Statistical Mechanics · Physics 2015-06-18 Kevin R. Pilkiewicz , Hans C. Andersen

We complete the kinetic theory of inhomogeneous systems with long-range interactions initiated in previous works. We use a simpler and more physical formalism. We consider a system of particles submitted to a small external stochastic…

Statistical Mechanics · Physics 2023-08-23 Pierre-Henri Chavanis

Heat fluctuations are studied in a dissipative system with both mechanical and stochastic components for a simple model: a Brownian particle dragged through water by a moving potential. An extended stationary state fluctuation theorem is…

Statistical Mechanics · Physics 2007-05-23 R. van Zon , E. G. D. Cohen

We present a simple and systematic procedure to determine the effective dynamics of a Brownian particle coupled to a rapidly fluctuating correlated medium, modeled as a scalar Gaussian field, under spatial confinement. The method allows us,…

Statistical Mechanics · Physics 2023-01-02 Davide Venturelli , Markus Gross

The resolution of Brownian motion in simulations of micro-particle suspensions can be crucial to reproducing the correct dynamics of individual particles, as well as providing an accurate characterisation of suspension properties. Including…

Fluid Dynamics · Physics 2015-06-16 Eric E. Keaveny

Brownian motion occurs in a variety of fluids, from rare gases to liquids. The Langevin equation, describing friction and agitation forces in statistical balance, is one of the most successful ways to treat the phenomenon. In rare gases, it…

Statistical Mechanics · Physics 2020-06-15 Frank Munley

Previously, it has been shown that the direct correlation function for a Lennard-Jones fluid could be modeled by a sum of that for hard-spheres, a mean-field tail and a simple linear correction in the core region constructed so as to…

Statistical Mechanics · Physics 2008-08-20 James F. Lutsko

We study a large deviation functional of density fluctuation by analyzing stochastic non-linear diffusion equations driven by the difference between the densities fixed at the boundaries. By using a fundamental equality that yields the…

Statistical Mechanics · Physics 2009-11-13 Shin-ichi Sasa

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 consider a particle undergoing Brownian motion in Euclidean space of any dimension, forced by a Gaussian random velocity field that is white in time and smooth in space. We show that conditional on the velocity field, the quenched…

Probability · Mathematics 2022-02-09 Alexander Dunlap , Yu Gu

This paper discusses the fractional diffusion equation forced by a tempered fractional Gaussian noise. The fractional diffusion equation governs the probability density function of the subordinated killed Brownian motion. The tempered…

Numerical Analysis · Mathematics 2020-07-14 Xing Liu , Weihua Deng

We focus on the dynamics of a Brownian particle whose mass fluctuates. First we show that the behaviour is similar to that of a Brownian particle moving in a fluctuating medium, as studied by Beck [Phys. Rev. Lett. 87 (2001) 180601]. By…

Statistical Mechanics · Physics 2007-06-13 R. Lambiotte , M. Ausloos

Correlation functions in concentrated ionic systems are studied within the mesoscopic theory at the level of the Gaussian approximation. The previously neglected fluctuation contribution to the inverse charge-charge correlation function is…

Soft Condensed Matter · Physics 2025-06-26 O. Patsahan , A. Ciach

In this paper, a generalized Brownian motion model has been applied to describe the relative particle dispersion problem in more realistic turbulent flows. The fluctuating pressure forces acting on a fluid particle are taken to be a colored…

Fluid Dynamics · Physics 2015-08-07 Bhimsen Shivamoggi

In the present paper we give a brief summary of some recent theoretical advances in the treatment of inhomogeneous fluids and methods which have applications in the study of dynamical properties of liquids in situations of extreme…

Statistical Mechanics · Physics 2015-07-15 Umberto Marini Bettolo Marconi , Simone Melchionna

Starting with a formally exact diagrammatic kinetic theory for the equilibrium correlation functions of particle density and current fluctuations for a monatomic liquid, we develop a theory for high density liquids whose interatomic…

Statistical Mechanics · Physics 2015-06-17 Kevin R. Pilkiewicz , Hans C. Andersen

Motions of fluctuating Brownian particles in an incompressible viscous fluid have been studied by coupled simulations of Brownian particles and host fluid. We calculated the velocity autocorrelation functions of Brownian particles and…

Soft Condensed Matter · Physics 2012-11-22 Takuya Iwashita , Yasuya Nakayama , Ryoichi Yamamoto