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We consider two different models for colloidal particles. In the first model, we consider their free motion to be diffusion while in the second model we take it to be integrated Ornstein-Uhlenbeck process. In both models, we derived…

Probability · Mathematics 2016-10-31 Guolong Li

The propagation of light in a scattering medium is described as the motion of a special kind of a Brownian particle on which the fluctuating forces act only perpendicular to its velocity. This enforces strictly and dynamically the…

Disordered Systems and Neural Networks · Physics 2009-10-31 S. Anantha Ramakrishna , N. Kumar

We analyse the impact of temperature on the diffusion coefficient of an inertial Brownian particle moving in a symmetric periodic potential and driven by a symmetric time-periodic force. Recent studies have revealed the low friction regime…

Statistical Mechanics · Physics 2023-06-28 I. G. Marchenko , V. Aksenova , I. I. Marchenko , J. Łuczka , J. Spiechowicz

We study the stochastic motion of an intruder in a dilute driven granular gas. All particles are coupled to a thermostat, representing the external energy source, which is the sum of random forces and a viscous drag. The dynamics of the…

Statistical Mechanics · Physics 2010-04-27 Alessandro Sarracino , Dario Villamaina , Giulio Costantini , Andrea Puglisi

Accretion occurs across a large range of scales and physical regimes. Despite this diversity in the physics, the observed properties show remarkably similarity. The theory of propagating fluctuations, in which broad-band variability within…

High Energy Astrophysical Phenomena · Physics 2024-01-30 Samuel G. D. Turner , Christopher S. Reynolds

We propose a simulation method for Brownian dynamics of hard rods in one dimension for arbitrary continuous external force fields. It is an event-driven procedure based on the fragmentation and mergers of clusters formed by particles in…

Statistical Mechanics · Physics 2022-11-16 Alexander P. Antonov , Sören Schweers , Artem Ryabov , Philipp Maass

We revisit the effective parameter description of hot Brownian motion -- a scenario where a colloidal particle is kept at an elevated temperature than the ambient fluid. Due to the time scale separation between heat diffusion and particle…

Soft Condensed Matter · Physics 2018-06-13 Mayank Srivastava , Dipanjan Chakraborty

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

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

We present an experimental procedure to perform broadband microrheological measurements with optical tweezers. A generalised Langevin equation is adopted to relate the time-dependent trajectory of a particle in an imposed flow to the…

A diffusion process of a Brownian particle in a medium of temperature $T$ is re-considered. We assume that temperature of the medium fluctuates around its mean value. The velocity probability distribution is obtained. It is shown that the…

Statistical Mechanics · Physics 2007-05-23 J. Luczka , B. Zaborek

We apply the macroscopic fluctuation theory (MFT) to study the large-scale dynamical properties of Brownian particles with arbitrary pairwise interaction. By combining it with standard results of equilibrium statistical mechanics for the…

Statistical Mechanics · Physics 2026-05-19 Aurélien Grabsch , Davide Venturelli , Olivier Bénichou

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…

Statistical Mechanics · Physics 2015-06-25 A. Scala , Th. Voigtmann , C. De Michele

A fully quantum treatment of Einstein's Brownian motion is given, showing in particular the role played by the two original requirements of translational invariance and connection between dynamics of the Brownian particle and atomic nature…

Quantum Physics · Physics 2007-05-23 Francesco Petruccione , Bassano Vacchini

Molecular dynamics simulations are used to study the mechanism and kinetics of hydrated electron diffusion. The electron center of mass is found to exhibit Brownian-type behavior with a diffusion coefficient considerably greater than that…

Chemical Physics · Physics 2012-11-06 Kafui A. Tay , François-Xavier Coudert , Anne Boutin

Molecular dynamics study of a thin (one to five layers) lubricant film between two substrates in moving contact are performed using Langevin equations with an external damping coefficient depending on distance and velocity of atoms relative…

Materials Science · Physics 2009-10-31 O. M. Braun , M. Peyrard

We consider the motion of an active Brownian particle with speed fluctuations in d-dimensions in the presence of both translational and orientational diffusion. We use an Ornstein-Uhlenbeck process for active speed generation. Using a…

Statistical Mechanics · Physics 2022-05-02 Amir Shee , Debasish Chaudhuri

A set of interacting vortices in $2D$ in the presence of a substrate with square symmetry and at filling ratio $1$ can display a low temperature solid phase where only one of the reciprocal lattice vectors of the substrate is…

Soft Condensed Matter · Physics 2020-08-14 Toby Joseph

In these lecture notes, we explore the mathematical preliminaries and foundational concepts that connect stochastic processes with partial differential equations. We begin by investigating Brownian motion, which serves as a model for random…

Probability · Mathematics 2025-09-15 Helder Rojas

The diffusion coefficient--a measure of dissipation, and the entropy--a measure of fluctuation are found to be intimately correlated in many physical systems. Unlike the fluctuation dissipation theorem in linear response theory, the…

Statistical Mechanics · Physics 2021-03-25 Yi Liao , Xiao-Bo Gong