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We present a method for computing parameter sensitivities and response coefficients in Brownian dynamics simulations. The method involves tracking auxiliary variables (Malliavin weights) in addition to the usual particle positions, in an…

Statistical Mechanics · Physics 2012-07-20 Patrick B. Warren , Rosalind J. Allen

Using simple kinematical arguments, we derive the Fokker-Planck equation for diffusion processes in curved spacetimes. In the case of Brownian motion, it coincides with Eckart's relativistic heat equation (albeit in a simpler form), and…

Statistical Mechanics · Physics 2015-03-19 Matteo Smerlak

We simulate the mesoscopic dynamics of droplets formed by phase separated fluids at nanometer scales where thermal fluctuations are significant. Both spherical droplets fully immersed in a second fluid and sessile droplets which are also in…

Fluid Dynamics · Physics 2024-11-18 John B. Bell , Andrew Nonaka , Alejandro L. Garcia

The diffusion of chiral active Brownian particles in three-dimensional space is studied analytically, by consideration of the corresponding Fokker-Planck equation for the probability density of finding a particle at position…

Statistical Mechanics · Physics 2016-12-21 Francisco J. Sevilla

We study the problem of a Brownian particle diffusing in finite dimensions in a potential given by $\psi= \phi^2/2$ where $\phi$ is Gaussian random field. Exact results for the diffusion constant in the high temperature phase are given in…

Disordered Systems and Neural Networks · Physics 2009-11-11 C. Touya , D. S. Dean

Single-file diffusion behaves as normal diffusion at small time and as anomalous subdiffusion at large time. These properties can be described by fractional Brownian motion with variable Hurst exponent or multifractional Brownian motion. We…

Statistical Mechanics · Physics 2015-05-13 S. C. Lim , L. P. Teo

The aim of this article is to provide a scheme for simulating diffusion processes evolving in one-dimensional discontinuous media. This scheme does not rely on smoothing the coefficients that appear in the infinitesimal generator of the…

Probability · Mathematics 2007-05-23 Antoine Lejay , Miguel Martinez

The general problem of tracer diffusion in non-equilibrium baths is important in a wide range of systems, from the cellular level to geographical lengthscales. In this paper, we revisit the archetypical example of such a system: a…

Soft Condensed Matter · Physics 2023-11-08 Henrik Nordanger , Alexander Morozov , Joakim Stenhammar

We demonstrate experimentally that a Brownian particle is subject to inertial effects at long time scales. By using a blinking optical tweezers, we extend the range of previous experiments by several orders of magnitude up to a few seconds.…

Statistical Mechanics · Physics 2015-06-18 Giuseppe Pesce , Giorgio Volpe , Giovanni Volpe , Antonio Sasso

In this paper, the first microscopic approach to the Brownian motion is developed in the case where the mass density of the suspending bath is of the same order of magnitude as that of the Brownian (B) particle. Starting from an extended…

Condensed Matter · Physics 2009-10-28 Lydéric Bocquet , Jarosław Piasecki

The analysis of the dynamics of tracer particles in a complex bath can provide valuable information about the microscopic behaviour of the bath. In this work, we study the dynamics of a forced tracer in a colloidal bath by means of Langevin…

Soft Condensed Matter · Physics 2020-06-24 Francisco Orts , Gloria Ortega , Ester M. Garzon , Matthias Fuchs , Antonio M. Puertas

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 study the asymptotic behavior of estimators of a two-valued, discontinuous diffusion coefficient in a Stochastic Differential Equation, called an Oscillating Brownian Motion. Using the relation of the latter process with the Skew…

Probability · Mathematics 2017-01-10 Antoine Lejay , Paolo Pigato

Diffusion in a multidimensional energy surface with minima and barriers is a problem of importance in statistical mechanics and also has wide applications, such as protein folding. To understand it in such a system, we carry out theory and…

Statistical Mechanics · Physics 2022-06-29 Subhajit Acharya , Biman Bagchi

We present an extension of the two-point optical microrheology technique introduced by Crocker \textit{et al.} [Phys. Rev. Lett. \textbf{85}, 888 (2000)] to high frequencies. The correlated fluctuations of two probe spheres held by a pair…

Soft Condensed Matter · Physics 2015-06-24 Laura Starrs , Paul Bartlett

A Langevin process diffusing in a periodic potential landscape has a time dependent diffusion constant which means that its average mean squared displacement (MSD) only becomes linear at late times. The long time, or effective diffusion…

Statistical Mechanics · Physics 2015-06-19 David S. Dean , Gleb Oshanin

We perform systematic simulation experiments on model systems with soft-sphere repulsive interactions to test the predicted dynamic equivalence between soft-sphere liquids with similar static structure. For this we compare the simulated…

We study stochastic thermodynamics of over-damped Brownian motion in a flowing fluid. Unlike some previous works, we treat the effects of the flow field as a non-conservational driving force acting on the Brownian particle. This allows us…

Statistical Mechanics · Physics 2024-04-23 Jun Wu , Mingnan Ding , Xiangjun Xing

We consider a one-dimensional gas of hard rods, one of the simplest examples of an interacting integrable model. It is well known that the hydrodynamics of such integrable models can be understood by viewing the system as a gas of…

Statistical Mechanics · Physics 2025-10-23 Seema Chahal , Indranil Mukherjee , Abhishek Dhar , Herbert Spohn , Anupam Kundu

We derive a quantum master equation from first principles to describe friction in one dimensional, collisional Brownian motion. We are the first to avoid an ill-defined square of the Dirac delta function by using localized wave packets…

Quantum Physics · Physics 2015-05-13 I. Kamleitner , J. Cresser