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As a main example for the superstatistics approach, we study a Brownian particle moving in a d-dimensional inhomogeneous environment with macroscopic temperature fluctuations. We discuss the average occupation time of the particle in…

Statistical Mechanics · Physics 2009-11-11 Christian Beck

Many stochastic processes in the physical and biological sciences can be modelled as Brownian dynamics with multiplicative noise. However, numerical integrators for these processes can lose accuracy or even fail to converge when the…

Numerical Analysis · Mathematics 2024-04-22 Dominic Phillips , Charles Matthews , Benedict Leimkuhler

Evolution equations for the orientation distribution of axisymmetric particles in periodic flows are derived in the regime of small but non-zero Brownian rotations. The equations are based on a multiple time scale approach that allows fast…

Fluid Dynamics · Physics 2009-11-11 Piero Olla

A novel approach to account for hard-body interactions in (overdamped) Brownian dynamics simulations is proposed for systems with non-vanishing force fields. The scheme exploits the analytically known transition probability for a Brownian…

Computational Physics · Physics 2012-11-07 Hans Behringer , Ralf Eichhorn

Density-dependent diffusion is a widespread phenomenon in nature. We have examined the density-dependent diffusion behavior of some biological processes such as tumor growth and invasion [23]. Here, we extend our previous work by developing…

Statistical Mechanics · Physics 2022-02-14 Ahmed M. Fouad , Marwa M. Fouad

Brownian motion in one or more dimensions is extensively used as a stochastic process to model natural and engineering signals, as well as financial data. Most works dealing with multidimensional Brownian motion consider the different…

Statistical Mechanics · Physics 2025-03-10 Michał Balcerek , Adrian Pacheco-Pozo , Agnieszka Wyłomanska , Krzysztof Burnecki , Diego Krapf

We present a multiscale hybrid particle-field scheme for the simulation of relaxation and diffusion behavior of soft condensed matter systems. It combines particle-based Brownian dynamics and field-based local dynamics in an adaptive sense…

Soft Condensed Matter · Physics 2017-09-06 Shuanhu Qi , Friederike Schmid

Systems switching between different dynamical phases is an ubiquitous phenomenon. The general understanding of such a process is limited. To this end, we present a general expression that captures fluctuations of a system exhibiting a…

Statistical Mechanics · Physics 2024-12-05 Ion Santra , Kristian Stølevik Olsen , Deepak Gupta

We prove the existence and uniqueness of a strong solution of a stochastic differential equation with normal reflection representing the random motion of finitely many globules. Each globule is a sphere with time-dependent random radius and…

Probability · Mathematics 2010-02-16 Myriam Fradon

We employ renewal processes to characterize the spatiotemporal dynamics of an active Brownian particle under stochastic orientational resetting. By computing the experimentally accessible intermediate scattering function (ISF) and…

Soft Condensed Matter · Physics 2024-05-14 Yanis Baouche , Thomas Franosch , Matthias Meiners , Christina Kurzthaler

The disorder averaged single-particle Green's function of electrons subject to a time-dependent random potential with long-range spatial correlations is calculated by means of bosonization in arbitrary dimensions. For static disorder our…

Condensed Matter · Physics 2009-10-28 Peter Kopietz

In this paper, we introduce a model of Brownian polymer in a continuous random environment. The asymptotic behavior of the partition function associated to this polymer measure is studied, and we are able to separate a weak and strong…

Probability · Mathematics 2007-05-23 Carles Rovira , amy Tindel

Assuming an effective quadratic Hamiltonian, we derive an approximate, linear stochastic equation of motion for the density-fluctuations in liquids, composed of overdamped Brownian particles. From this approach, time dependent two point…

Soft Condensed Matter · Physics 2017-04-26 Matthias Krüger , David S. Dean

We present a generalized energy-depot model in which the conversion rate of the internal energy into motion can be dependent on the position and the velocity of a particle. When the conversion rate is a general function of the velocity, the…

Biological Physics · Physics 2009-11-13 Yong Zhang , Chul Koo Kim , Kong-Ju-Bock Lee

We consider a model of active Brownian particles with velocity-alignment in two spatial dimensions with passive and active fluctuations. Hereby, active fluctuations refers to purely non-equilibrium stochastic forces correlated with the…

Statistical Mechanics · Physics 2016-05-02 Robert Grossmann , Lutz Schimansky-Geier , Pawel Romanczuk

A classical model of Brownian motion consists of a heavy molecule submerged into a gas of light atoms in a closed container. In this work we study a 2D version of this model, where the molecule is a heavy disk of mass M and the gas is…

Dynamical Systems · Mathematics 2008-12-02 N. Chernov , D. Dolgopyat

We study quasi two-dimensional, monodisperse systems of active Brownian particles (ABPs) for a range of activities, stiffnesses, and densities. We develop a microscopic, analytical method for predicting the dense phase structure formed…

Soft Condensed Matter · Physics 2021-06-24 Nicholas Lauersdorf , Thomas Kolb , Moslem Moradi , Ehssan Nazockdast , Daphne Klotsa

Brownian Dynamics algorithms are widely used for simulating soft-matter and biochemical systems. In recent times, their application has been extended to the simulation of coarse-grained models of cellular networks in simple organisms. In…

Quantitative Methods · Quantitative Biology 2009-11-13 Marco J. Morelli , Pieter Rein ten Wolde

Our object is to formulate and analyze a physically plausible and mathematically sound model to better understand the phenomenon of clumping in colloid dispersions. Our model is stochastic but rigorously derived from a deterministic setup…

Materials Science · Physics 2009-09-29 Peter. Kotelenez , Marshall J. Leitman , J. Adin Mann

We analytically describe the decay to equilibrium of generic observables of a non-integrable system after a perturbation in the form of a random matrix. We further obtain an analytic form for the time-averaged fluctuations of an observable…

Quantum Physics · Physics 2019-06-05 Charlie Nation , Diego Porras