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We analyze the classical problem of the stochastic dynamics of a particle confined in a periodic potential, through the so called Il'in and Khasminskii model, with a novel semi-analytical approach. Our approach gives access to the transient…

Statistical Mechanics · Physics 2018-01-19 Antonio Piscitelli , Massimo Pica Ciamarra

An overview of the author's papers on the new approach to the Brownian coagulation theory and its generalization to the diffusion-limited reaction rate theory is presented. The traditional diffusion approach of the Smoluchowski theory for…

Chemical Physics · Physics 2016-05-24 Mikhail S. Veshchunov

In this work, we focus on the behavior of a single passive Brownian particle in a suspension of passive particles with short-range repulsive interactions and a larger self-diffusion coefficient. While the forces affecting the…

Statistical Mechanics · Physics 2023-04-26 Deborah Schwarcz , Stanislav Burov

The problem of mass diffusion in layered systems has relevance to applications in different scientific disciplines, e.g., chemistry, material science, soil science, and biomedical engineering. The mathematical challenge in these type of…

Statistical Mechanics · Physics 2020-10-28 Oded Farago

We establish the incompressible Navier--Stokes limit for the discrete velocity model of the Boltzmann equation in any dimension of the physical space, for densities which remain in a suitable small neighborhood of the global Maxwellian.…

Exactly Solvable and Integrable Systems · Physics 2007-05-23 A. Bellouquid

In this article we show a robustness theorem for controlled stochastic differential equations driven by approximations of Brownian motion. Often, Brownian motion is used as an idealized model of a diffusion where approximations such as…

Optimization and Control · Mathematics 2023-12-07 Somnath Pradhan , Zachary Selk , Serdar Yüksel

The Stokes-Einstein relation, relating the diffusion and viscosity coefficients D and eta, is tested in two dimensions. An equilibrium molecular-dynamics simulation was used with a Yukawa pair potential. Regimes are identified where motion…

Soft Condensed Matter · Physics 2009-11-11 Bin Liu , J. Goree

We derive generalized Fluctuation-Dissipation Relations (FDR) holding for a general stochastic dynamics that includes as subcases both equilibrium models for passive colloids and non-equilibrium models used to describe active particles. The…

Statistical Mechanics · Physics 2022-03-15 Lorenzo Caprini

We consider one-dimensional diffusions, with polynomial drift and diffusion coefficients, so that in particular the motion can be space-inhomogeneous, interacting via one-sided reflections. The prototypical example is the well-known model…

Probability · Mathematics 2023-07-05 Theodoros Assiotis

Our object is to formulate and analyze a physically plausible and mathematically sound model to better understand the phenomenon of clumping in colloid dispersions. Our model is stochastic but rigorously derived from a deterministic setup…

Materials Science · Physics 2009-09-29 Peter. Kotelenez , Marshall J. Leitman , J. Adin Mann

We consider the motion of a particle governed by a weakly random Hamiltonian flow. We identify temporal and spatial scales on which the particle trajectory converges to a spatial Brownian motion. The main technical issue in the proof is to…

Mathematical Physics · Physics 2009-11-11 T. Komorowski , L. Ryzhik

We employ a generalization of Einstein's random walk paradigm for diffusion to derive a class of multidimensional degenerate nonlinear parabolic equations in non-divergence form. Specifically, in these equations, the diffusion coefficient…

Analysis of PDEs · Mathematics 2023-07-14 Ivan C. Christov , Isanka Garli Hevage , Akif Ibraguimov , Rahnuma Islam

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

We study the long-range asymptotic behavior for an out-of-equilibrium countable one-dimensional system of Brownian particles interacting through their rank-dependent drifts. Focusing on the semi-infinite case, where only the leftmost…

Probability · Mathematics 2017-08-10 Manuel Cabezas , Amir Dembo , Andrey Sarantsev , Vladas Sidoravicius

In the spirit of the macroscopic crowd motion models with hard congestion (i.e. a strong density constraint $\rho\leq 1$) introduced by Maury {\it et al.} some years ago, we analyze a variant of the same models where diffusion of the agents…

Analysis of PDEs · Mathematics 2016-03-03 Alpár Richárd Mészáros , Filippo Santambrogio

A theory for (1+3)-dimensional relativistic Brownian motion under the influence of external force fields is put forward. Starting out from a set of relativistically covariant, but multiplicative Langevin equations we describe the…

Statistical Mechanics · Physics 2009-11-11 Jörn Dunkel , Peter Hänggi

The Brownian motion of a particle with higher-derivative dynamics (HDD) coupling with a bath consisting of harmonic oscillators is investigated. The Langevin equation and corresponding Fokker-Planck equation for the Brownian motion of the…

Statistical Mechanics · Physics 2023-11-14 Z. C. Tu

It is quite generally assumed that the overdamped Langevin equation provides a quantitative description of the dynamics of a classical Brownian particle in the long time limit. We establish and investigate a paradigm anomalous diffusion…

Statistical Mechanics · Physics 2016-09-26 A. S. Bodrova , A. V. Chechkin , A. G. Cherstvy , H. Safdari , I. M. Sokolov , R. Metzler

Onsager's variational principle is generalized to address the diffusive dynamics of an electrolyte solution composed of charge-regulated macro-ions and counterions. The free energy entering the Rayleighian corresponds to the…

Soft Condensed Matter · Physics 2025-05-26 Bin Zheng , Shigeyuki Komura , David Andelman , Rudolf Podgornik

The dynamics of a generic class of scalar active matter exhibiting a diffusivity edge is studied in a confining potential where the amplitude is governed by a time-dependent protocol. For such non-equilibrium systems, the diffusion…

Statistical Mechanics · Physics 2024-04-18 Jonas Berx