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We present a new method to sample conditioned trajectories of a system evolving under Langevin dynamics, based on Brownian bridges. The trajectories are conditioned to end at a certain point (or in a certain region) in space. The bridge…

Mathematical Physics · Physics 2022-08-17 Patrice Koehl , Henri Orland

We perform detailed computational and experimental measurements of the driven dynamics of a dense, uniform suspension of sedimented microrollers driven by a magnetic field rotating around an axis parallel to the floor. We develop a…

Soft Condensed Matter · Physics 2020-07-03 Brennan Sprinkle , Ernest B. van der Wee , Yixiang Luo , Michelle Driscoll , Aleksandar Donev

A hybrid computational method coupling the lattice-Boltzmann (LB) method and a Langevin-dynamics (LD) method is developed to simulate nanoscale particle and polymer (NPP) suspensions in the presence of both thermal fluctuation and…

The coarse-grained molecular dynamics (MD) or Brownian dynamics (BD) simulation is a particle-based approach that has been applied to a wide range of biological problems that involve interactions with surrounding fluid molecules or the…

Soft Condensed Matter · Physics 2014-11-20 Szu-Pei Fu , Yuan-Nan Young , Shidong Jiang

We develop a Split Reactive Brownian Dynamics (SRBD) algorithm for particle simulations of reaction-diffusion systems based on the Doi or volume reactivity model, in which pairs of particles react with a specified Poisson rate if they are…

Statistical Mechanics · Physics 2018-09-05 Aleksandar Donev , Chiao-Yu Yang , Changho Kim

In this paper we present a dynamical system to generate Brownian motion based on the Langevin equation without stochastic term and using fractional derivatives, i.e., a deterministic Brownian motion model is proposed. The stochastic process…

Chaotic Dynamics · Physics 2018-05-09 H. E. Gilardi-Velázquez , E. Campos-Cantón

We develop an inertial coupling method for modeling the dynamics of point-like 'blob' particles immersed in an incompressible fluid, generalizing previous work for compressible fluids. The coupling consistently includes excess (positive or…

Soft Condensed Matter · Physics 2015-08-06 F. Balboa Usabiaga , R. Delgado-Buscalioni , B. E. Griffith , A. Donev

The Stokes equations play an important role in the incompressible flow simulation. In this paper, a novel divergence-free parametric mixed finite element method is proposed for solving three-dimensional Stokes equations on domains with…

Numerical Analysis · Mathematics 2025-12-19 Lingxiao Li , Haiyan Su , He Zhang , Weiying Zheng

Brownian motion with coordinate dependent damping and diffusivity is ubiquitous. Understanding equilibrium of a Brownian particle with coordinate dependent diffusion and damping is a contentious area. In this paper, we present an…

Statistical Mechanics · Physics 2020-02-19 A. Bhattacharyay

We derive a Tanaka-type formula for the solution of a stochastic differential equation (SDE) driven by fractional Brownian motion (fBm) with Hurst parameter $H > \frac{1}{2}$. While Tanaka formulas for the fractional Brownian motion itself…

Probability · Mathematics 2025-08-11 Tommi Sottinen , Ercan Sönmez , Lauri Viitasaari

A volume penalization-based immersed boundary technique is developed and thoroughly validated for fluid flow problems, specifically flow over bluff bodies. The proposed algorithm has been implemented in an Open Source Field Operation and…

Fluid Dynamics · Physics 2023-09-19 Prashant Kumar , Vivek Kumar , Di Chen , Yosuke Hasegawa

The immersed boundary (IB) method has been used as a means to simulate fluid-membrane interactions in a wide variety of biological and engineering applications. Although the numerical convergence of the method has been empirically verified,…

Numerical Analysis · Mathematics 2025-10-09 Alexandre X. Milewski , Charles S. Peskin

Based upon two overlapped, body-unfitted meshes, a type of unified-field monolithic fictitious domain-finite element method (UFMFD-FEM) is developed in this paper for moving interface problems of dynamic fluid-structure interactions (FSI)…

Numerical Analysis · Mathematics 2024-02-21 Cheng Wang , Pengtao Sun , Yumiao Zhang , Jinchao Xu , Yan Chen , Jiarui Han

In this work we develop the Spectral Ewald Accelerated Stokesian Dynamics (SEASD), a novel computational method for dynamic simulations of polydisperse colloidal suspensions with full hydrodynamic interactions. SEASD is based on the…

Computational Physics · Physics 2016-01-20 Mu Wang , John F. Brady

We present a hybrid computational method for simulating the dynamics of macromolecules in solution which couples a mesoscale solver for the fluctuating hydrodynamics (FH) equations with molecular dynamics to describe the macromolecule. The…

Soft Condensed Matter · Physics 2007-05-23 G. Giupponi , G. De Fabritiis , P. V. Coveney

Anomalous diffusion is an established phenomenon but still a theoretical challenge in non-equilibrium statistical mechanics. Physical models are built incrementally, and the most recent and most general family is based on the fractional…

Probability · Mathematics 2025-07-23 Christian Bender , Yana A. Butko , Mirko D'Ovidio , Gianni Pagnini

This paper presents a re-formulation of the boundary integral method (BIM) for the Debye-Huckel model of molecular and colloidal electrostatics that removes the mathematical singularities that have been accepted as an intrinsic part of the…

Computational Physics · Physics 2019-10-14 Q. Sun , E. Klaseboer , D. Y. C. Chan

The classical theory of Brownian dynamics follows from coarse-graining the underlying linearized fluctuating hydrodynamics of the solvent. We extend this procedure to globally non-isothermal conditions, requiring only a local thermal…

Statistical Mechanics · Physics 2016-04-06 G. Falasco , K. Kroy

We present a position Langevin equation for overdamped particle motion on rough two-dimensional surfaces. A Brownian Dynamics algorithm is suggested to evolve this equation numerically, allowing for the prediction of effective (projected)…

Soft Condensed Matter · Physics 2009-11-13 Ali Naji , Frank L. H. Brown

Occupation time fluctuation limits of particle systems in R^d with independent motions (symmetric stable Levy process, with or without critical branching) have been studied assuming initial distributions given by Poisson random measures…

Probability · Mathematics 2012-03-14 Tomasz Bojdecki , Luis G. Gorostiza , Anna Talarczyk