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We give new and explicitly computable examples of Gibbs-non-Gibbs transitions of mean-field type, using the large deviation approach introduced in [4]. These examples include Brownian motion with small variance and related diffusion…

Probability · Mathematics 2012-12-05 Frank Redig , Feijia Wang

For a random walk defined for a doubly infinite sequence of times, we let the time parameter itself be an integer-valued process, and call the orginal process a random walk at random time. We find the scaling limit which generalizes the…

Probability · Mathematics 2013-07-30 Paul Jung , Greg Markowsky

Recently, there has been much interest in activity-induced phase separations in concentrated suspensions of "active Brownian particles" (ABPs), self-propelled spherical particles whose direction of motion relaxes through thermal rotational…

Soft Condensed Matter · Physics 2014-02-13 Joakim Stenhammar , Davide Marenduzzo , Rosalind J. Allen , Michael E. Cates

We study the maximum of a Brownian motion with a parabolic drift; this is a random variable that often occurs as a limit of the maximum of discrete processes whose expectations have a maximum at an interior point. We give series expansions…

Probability · Mathematics 2010-02-03 Svante Janson , Guy Louchard , Anders Martin-Löf

We study the dynamics of a deterministic walk confined in a narrow two-dimensional space randomly filled with point-like targets. At each step, the walker visits the nearest target not previously visited. Complex dynamics is observed at…

Disordered Systems and Neural Networks · Physics 2009-11-13 Denis Boyer

In the last decade the subordinated processes have become popular and found many practical applications. Therefore in this paper we examine two processes related to time-changed (subordinated) classical Brownian motion with drift (called…

Mathematical Physics · Physics 2015-06-04 Agnieszka Wyłomańska

Dynamical phase transitions are defined as non-analytic points of the large deviation function of current fluctuations. We show that for boundary driven systems, many dynamical phase transitions can be identified using the geometrical…

Statistical Mechanics · Physics 2017-12-13 Ohad Shpielberg

In this paper we study the asymptotic behavior of Brownian motion in both comb-shaped planar domains, and comb-shaped graphs. We show convergence to a limiting process when both the spacing between the teeth \emph{and} the width of the…

Probability · Mathematics 2019-08-26 Samuel Cohn , Gautam Iyer , James Nolen , Robert L. Pego

Dynamic particle-scale numerical simulations are used to show that the shear thickening observed in dense colloidal, or Brownian, suspensions is of a similar nature to that observed in non-colloidal suspensions, i.e., a stress-induced…

Soft Condensed Matter · Physics 2015-12-04 Romain Mari , Ryohei Seto , Jeffrey F. Morris , Morton M. Denn

We study non-equilibrium analogues of surface phase transitions in a minimal model of active particles in contact with a purely repulsive potential barrier that mimics a thin porous membrane. Under conditions of bulk motility-induced phase…

Statistical Mechanics · Physics 2021-12-15 Francesco Turci , Nigel B. Wilding

Cell migration often exhibits long-range temporal correlations and anomalous diffusion, even in the absence of external guidance cues such as chemical gradients or topographical constraints. These observations raise a fundamental question:…

Quantitative Methods · Quantitative Biology 2025-11-25 Gustavo Cornejo-Olea , Lucas Buvinic , Jerome Darbon , Radek Erban , Andrea Ravasio , Anastasios Matzavinos

We study dynamical fluctuations in overdamped diffusion processes driven by time periodic forces. This is done by studying fluctuation functionals (rate functions from large deviation theory), of fluctuations around the non-equilibrium…

Statistical Mechanics · Physics 2010-03-18 Navinder Singh , Bram Wynants

We investigate the wetting transitions displayed by the collection of active Brownian particles (ABPs) confined within rigid, impenetrable, flat walls. In our computational study using Brownian dynamics simulations, the wall-particle…

Soft Condensed Matter · Physics 2025-07-08 Suchismita Das , Raghunath Chelakkot

We develop efficient numerical methods for performing many-body Brownian dynamics simulations of a recently-observed fingering instability in an active suspension of colloidal rollers sedimented above a wall [M. Driscoll, B. Delmotte, M.…

Soft Condensed Matter · Physics 2017-04-26 Florencio Balboa Usabiaga , Blaise Delmotte , Aleksandar Donev

We study structural relaxation of colloidal hard spheres undergoing Brownian motion using dynamical density functional theory. Contrary to the partial linearization route [Stopper {\em et al.}, Phys. Rev. E {\bf 92}, 022151 (2015)] which…

Soft Condensed Matter · Physics 2018-01-16 Daniel Stopper , Roland Roth , Hendrik Hansen-Goos

In this paper, we investigate the dynamics of the confinement-deconfinement phase transition in a toy model where the walking dynamics is realized perturbatively. We study the properties of the phase transition focusing on the possible…

High Energy Physics - Phenomenology · Physics 2020-09-15 Aleksandr Azatov , Miguel Vanvlasselaer

In systems possessing spatial or dynamical symmetry breaking, Brownian motion combined with symmetric external input signals, deterministic or random, alike, can assist directed motion of particles at the submicron scales. In such cases,…

Statistical Mechanics · Physics 2009-06-05 Peter Hanggi , Fabio Marchesoni

We investigate the Brownian motion of a charged particle in a magnetic field. We study this in the high temperature classical and low temperature quantum domains. In both domains, we observe a transition of the mean square displacement from…

Quantum Physics · Physics 2018-06-13 Urbashi Satpathi , Supurna Sinha

A stochastic process, when subject to resetting to its initial condition at a constant rate, generically reaches a non-equilibrium steady state. We study analytically how the steady state is approached in time and find an unusual relaxation…

Statistical Mechanics · Physics 2015-05-29 Satya N. Majumdar , Sanjib Sabhapandit , Gregory Schehr

We study a Bose-Einstein condensate at the low energy limit and show that their collective dynamics exhibit interesting quantum dynamical behavior. The system undergoes a dynamical quantum phase transition after a sudden quench into a…

Quantum Physics · Physics 2019-11-26 Mehdi Abdi