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The fluctuation-dissipation theorem is a central theorem in nonequilibrium statistical mechanics by which the evolution of velocity fluctuations of the Brownian particle under a fluctuating environment is intimately related to its…

Statistical Mechanics · Physics 2015-05-14 Jen-Tsung Hsiang , Tai-Hung Wu , Da-Shin Lee

Sticky Brownian motion is the simplest example of a diffusion process that can spend finite time both in the interior of a domain and on its boundary. It arises in various applications such as in biology, materials science, and finance.…

Numerical Analysis · Mathematics 2020-07-21 Nawaf Bou-Rabee , Miranda Holmes-Cerfon

Fractional Brownian motion is a Gaussian stochastic process with stationary, long-time correlated increments and is frequently used to model anomalous diffusion processes. We study numerically fractional Brownian motion confined to a finite…

Statistical Mechanics · Physics 2019-03-22 T. Guggenberger , G. Pagnini , T. Vojta , R. Metzler

We investigate the relation between mobility and diffusivity for Brownian particles under steady shear near the glass transition, using mode coupling approximations. For the two directions perpendicular to the shear direction, the particle…

Soft Condensed Matter · Physics 2009-11-10 Matthias Krüger , Matthias Fuchs

Using numerical simulations, we characterized the behavior of an elastic membrane immersed in an active fluid. Our findings reveal a nontrivial folding and re-expansion of the membrane that is controlled by the interplay of its resistance…

Soft Condensed Matter · Physics 2015-07-24 S. A. Mallory , C. Valeriani , A. Cacciuto

To mimic the mechanical response of passive biological cilia in complex fluids, we study the bending dynamics of an anchored elastic fiber submitted to a dilute granular suspension under shear. We show that the bending fluctuations of the…

We analyze a system of stochastic differential equations describing the joint motion of a massive (inert) particle in a viscous fluid in the presence of a gravitational field and a Brownian particle impinging on it from below, which…

Probability · Mathematics 2020-01-07 Sayan Banerjee , Brendan Brown

We present a study on the dynamics of a system consisting of a pair of hardcore particles diffusing with different rates. We solved the drift-diffusion equation for this model in the case when one particle, labeled F, drifts and diffuses…

Statistical Mechanics · Physics 2010-12-14 S. L. Narasimhan , A. Baumgaertner

We derive the distribution of particle currents for a system of interacting active Brownian particles in the long time limit using large deviation theory and a weighted many body expansion. We find the distribution is non-Gaussian, except…

Statistical Mechanics · Physics 2018-12-19 Trevor GrandPre , David T. Limmer

We study the dynamics of an active Brownian particle with a nonlinear friction function located in a spatial cubic potential. For strong but finite damping, the escape rate of the particle over the spatial potential barrier shows a…

Statistical Mechanics · Physics 2012-04-02 P. S. Burada , B. Lindner

We show that the correlated stochastic fluctuation of the friction coefficient can give rise to long-range directional motion of a particle undergoing Brownian random walk in a constant periodic energy potential landscape. The occurrence of…

Soft Condensed Matter · Physics 2009-11-07 Lorenzo Marrucci , Domenico Paparo , Markus Kreuzer

We introduce a novel description of the dynamics of the order book of financial markets as that of an effective colloidal Brownian particle embedded in fluid particles. The analysis of a comprehensive market data enables us to identify all…

Trading and Market Microstructure · Quantitative Finance 2015-06-18 Yoshihiro Yura , Hideki Takayasu , Didier Sornette , Misako Takayasu

Brownian motion is the perpetual irregular motion exhibited by small particles immersed in a fluid. Such random motion of the particles is produced by statistical fluctuations in the collisions they suffer with the molecules of the…

Physics Education · Physics 2007-05-23 Kasturi Basu , Kopinjol Baishya

Diffusive transport of particles or, more generally, small objects is a ubiquitous feature of physical and chemical reaction systems. In configurations containing confining walls or constrictions transport is controlled both by the…

Statistical Mechanics · Physics 2009-01-22 P. Sekhar Burada , Peter Hanggi , Fabio Marchesoni , Gerhard Schmid , Peter Talkner

In this work we approach cell migration under a large-scale assumption, so that the system reduces to a particle in motion. Unlike classical particle models, the cell displacement results from its internal activity: the cell velocity is a…

Cell Behavior · Quantitative Biology 2018-08-02 Christèle Etchegaray , Nicolas Meunier

We consider a Brownian particle which, in addition to being in contact with a thermal bath, is driven by fluctuating forces which stem from active processes in the system, such as self-propulsion or collisions with other active particles.…

Statistical Mechanics · Physics 2019-04-24 Lennart Dabelow , Stefano Bo , Ralf Eichhorn

The Brownian motion of a test particle interacting with a quantum scalar field in the presence of a perfectly reflecting boundary is studied in (1 + 1)-dimensional flat spacetime. Particularly, the expressions for dispersions in velocity…

Quantum Physics · Physics 2014-09-02 V. A. De Lorenci , E. S. Moreira , M. M. Silva

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

The dynamics of filaments in flow are central to understanding a wide range of biological and soft-matter systems, yet their behavior under time-dependent forcing remains poorly understood. Here, we investigate the long-time dynamics of…

Soft Condensed Matter · Physics 2026-01-05 Francesco Bonacci , Brato Chakrabarti , Olivia du Roure , Anke Lindner , David Saintillan

Motivated by the phenomenon of transport barriers in fusion plasma devices, we write a mathematical model of heat dispersion in a turbulent fluid with a transport barrier, properly idealized; in a scaling limit of the turbulence model with…

Probability · Mathematics 2025-10-21 Olga Aryasova , Franco Flandoli , Andrey Pilipenko