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Brownian dynamics algorithms integrate numerically Langevin equations and allow to probe long time scales in simulations. A common requirement for such algorithms is that interactions in the system should vary little during an integration…
The random motion of a Brownian particle confined in some finite domain is considered. Quite generally, the relevant statistical properties involve infinite series, whose coefficients are related to the eigenvalues of the diffusion…
In this paper the solutions $u_{\nu}=u_{\nu}(x,t)$ to fractional diffusion equations of order $0<\nu \leq 2$ are analyzed and interpreted as densities of the composition of various types of stochastic processes. For the fractional equations…
We study the small time path behavior of double stochastic integrals of the form $\int_0^t(\int_0^rb(u) dW(u))^T dW(r)$, where $W$ is a $d$-dimensional Brownian motion and $b$ is an integrable progressively measurable stochastic process…
We study the topological configurations and dynamics of individual point defect vacancies and interstitials in a two-dimensional colloidal crystal. Our Brownian dynamics simulations show that the diffusion mechanism for vacancy defects…
The problem of Brownian motion in a periodic potential, under the influence of external forcing, which is either random or periodic in time, is studied in this paper. Multiscale techniques are used to derive general formulae for the steady…
We study diffusion of colloids on a fluid-fluid interface using particle simulations and fluctuating hydrodynamics. Diffusion on a two-dimensional interface with three-dimensional hydrodynamics is known to be anomalous, with the collective…
An approximate approach to quantum vibrational dynamics, "Brownian Chain Molecular Dynamics (BCMD)", is proposed to alleviate the chain resonance and curvature problems in the imaginary time-based path integral (PI) simulation. Here the…
In this work, we investigate generic classical two-dimensional (2D) superintegrable Hamiltonian systems H, characterized by the existence of three functionally independent integrals of motion (I_0=H,I_1,I_2). Our main result, formulated and…
We develop a formally exact technique for obtaining steady-state distributions of non-interacting active Brownian particles in a variety of systems. Our technique draws on results from the theory of two-way diffusion equations to solve the…
The coupled in-plane diffusion dynamics between point-particles embedded in stacked fluid membranes are investigated. We calculate the contributions to the coupling longitudinal and transverse diffusion coefficients due to particle motion…
Based on Brownian Dynamics (BD) simulations, we study the dynamical self-assembly of active Brownian particles with dipole-dipole interactions, stemming from a permanent point dipole at the particle center. The propulsion direction of each…
The paper is devoted to discretization of integral norms of functions from a given finite dimensional subspace. We use recent general results on sampling discretization to derive a new Marcinkiewicz type discretization theorem for the…
The stochastic trajectories of molecules in living cells, as well as the dynamics in many other complex systems, often exhibit memory in their path over long periods of time. In addition, these systems can show dynamic heterogeneities due…
During the last several years remarkable progress has been made in numerical calculations of dimensionally regulated multi-loop Feynman diagrams using Mellin-Barnes (MB) representations. The bottlenecks were non-planar diagrams and…
We develop efficient numerical methods for performing many-body Brownian dynamics simulations of a recently-observed fingering instability in an active suspension of colloidal rollers sedimented above a wall [M. Driscoll, B. Delmotte, M.…
Hypothesis:Diffusion in confinement is an important fundamental problem with significant implications for applications of supported liquid phases. However, resolving the spatially dependent diffusion coefficient, parallel and perpendicular…
Let v be a bounded function with bounded support in R^d, d>=3. Let x,y in R^d. Let Z(t) denote the path integral of v along the path of a Brownian bridge in R^d which runs for time t, starting at x and ending at y. As t->infty, it is…
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…
Inspired by the recent work of Bertini and Posta, who introduced the boundary driven Brownian gas on $[0,1]$, we study boundary driven systems of independent particles in a general setting, including particles jumping on finite graphs and…