Related papers: Dressed diffusion and friction coefficients in inh…
Near equilibrium, the symmetric part of the time-integrated steady-state covariance, i.e., the time integral of correlation functions, is governed by the fluctuation-dissipation theorem, while the antisymmetric part vanishes due to Onsager…
We study the dynamics of a tracer in a dense mixture of particles connected to different thermostats. Starting from the overdamped Langevin equations that describe the evolution of the system, we derive the expression of the self-diffusion…
We investigate the behavior of self-propelled particles in infinite space dimensions by comparing two powerful approaches in many-body dynamics: the Fokker-Planck equation and dynamical mean-field theory. The dynamics of the particles at…
We introduce a model of long-range interacting particles evolving under a stochastic Monte Carlo dynamics, in which possible increase or decrease in the values of the dynamical variables is accepted with preassigned probabilities. For…
We introduce a one-dimensional stochastic system where particles perform independent diffusions and interact through pairwise coagulation events, which occur at a nontrivial rate upon collision. Under appropriate conditions on the diffusion…
We consider a coarse-grained description of a system of self-propelled particles given by hydrodynamic equations for the density and polarization fields. We find that the ordered moving or flocking state of the system is unstable to spatial…
The global in time existence of solutions of a system describing the interaction of gravitationally attracting particles with a general diffusion term and fixed energy is proved. The presented theory covers the case of the model with…
We consider new connections between the problem of trend to equilibrium for the n-dimensional Fokker--Planck equation of statistical physics, and weighted Poincar\'e inequality. To this aim we consider a class of n-dimensional…
The fractional Fokker-Planck equation, which contains a variable diffusion coefficient, is discussed and solved. It corresponds to the L\'evy flights in a nonhomogeneous medium. For the case with the linear drift, the solution is stationary…
We consider a particular class of n-dimensional homogeneous diffusions all of which have an identity diffusion matrix and a drift function that is piecewise constant and scale invariant. Abstract stochastic calculus immediately gives us…
The authors present a study of the non equilibrium statistical properties of a one dimensional hard-rod fluid dissipating energy via inelastic collisions and subject to the action of a Gaussian heat bath, simulating an external driving…
Stochastic dynamics play a central role in strongly coupled phenomena. We present and review a theory independent approach in holography to study such phenomena. We firstly argue that the heavy quark diffusion occurs in realistic strongly…
It is long known that the Fokker-Planck equation with prescribed constant coefficients of diffusion and linear friction describes the ensemble average of the stochastic evolutions in velocity space of a Brownian test particle immersed in a…
We analytically derive the diffusion coefficients that drive a system of $N$ coupled harmonic oscillators to an equilibrium state exhibiting persistent correlations. It is shown that the main effect of the latter consists in a…
We present a first-principles formalism for studying dynamical heterogeneities in glass forming liquids. Based on the Non-Equilibrium Self-Consistent Generalized Langevin Equation theory, we were able to describe the time-dependent local…
We discuss the kinetic theory of stellar systems and two-dimensional vortices and stress their analogies. We recall the derivation of the Landau and Lenard-Balescu equations from the Klimontovich formalism. These equations take into account…
The propulsion of active particles by self-diffusiophoresis is driven by asymmetric catalytic reactions on the particle surface that generate a mechanochemical coupling between the fluid velocity and the concentration fields of fuel and…
In this paper we study second order stochastic differential equations with measurable and density-distribution dependent coefficients. Through establishing a maximum principle for kinetic Fokker-Planck-Kolmogorov equations with…
The goal of this investigation was to derive strictly new properties of chaotic systems and their mutual relations. The generalized Fokker-Planck equation with a non stationary diffusion has been derived and used for chaos analysis. An…
We propose a Langevin model with Coulomb friction. Through the analysis of the corresponding Fokker-Planck equation, we have obtained the steady velocity distribution function under the influence of the external field.