Related papers: Generalization of Stokes-Einstein relation to coor…
We report an ab initio study of structural and dynamic properties of liquid copper as a function of temperature. In particular, we have evaluated the temperature dependence of the self-diffusion coefficient from the velocity autocorrelation…
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…
A nonlocal Busenberg-Travis cross-diffusion system for segregating populations is analyzed in a bounded domain with no-flux boundary conditions. The velocities of the species solve a regularized Darcy law, which can be interpreted as a…
We study a generalization of the Brownian bridge as a stochastic process that models the position and velocity of inertial particles between the two end-points of a time interval. The particles experience random acceleration and are assumed…
We consider systems of damped wave equations with a state-dependent damping coefficient and perturbed by a Gaussian multiplicative noise. Initially, we investigate their well-posedness, under quite general conditions on the friction.…
For the Langevin model of the dynamics of a Brownian particle with perturbations orthogonal to its current velocity, in a regime when the particle velocity modulus becomes constant, an equation for the characteristic function $\psi…
We consider a single Brownian particle in one dimension in a medium at a constant temperature in the underdamped regime. We stochastically reset the position of the Brownian particle to a fixed point in the space with a constant rate $r$…
The Brownian motion of a particle in a one-dimensional periodic potential subjected to a uniform external force F is studied. Using the formula for the diffusion coefficient D obtained by other authors and an alternative one derived from…
The dissipative dynamics of a quantum Brownian particle is studied for different types of environment. We derive analytic results for the time evolution of the mean energy of the system for Ohmic, sub-Ohmic and super-Ohmic environments,…
The linear Boltzmann equation for elastic and/or inelastic scattering is applied to derive the distribution function of a spatially homogeneous system of charged particles spreading in a host medium of two-level atoms and subjected to…
The most rigorous physical description of non-equilibrium gas dynamics is rooted in the numerical solution of the Boltzmann equation. Yet, the large number of degrees of freedom and the wide range of both spatial and temporal scales render…
The distinction between the damping coefficient and the effective non-linear mobility of driven particles in active micro-rheology of supercooled liquids is explained in terms of individual and collective dynamics. The effective mobility…
We solve the Fokker-Planck equation for Brownian motion in a logarithmic potential. When the diffusion constant is below a critical value the solution approaches a non-normalizable scaling state, reminiscent of an infinite invariant…
Biased diffusive transport of Brownian particles through irregularly shaped, narrow confining quasi-one-dimensional structures is investigated. The complexity of the higher dimensional diffusive dynamics is reduced by means of the so-called…
We consider an open model possessing a Markovian quantum stochastic limit and derive the limit stochastic Schrodinger equations for the wave function conditioned on indirect observations using only the von Neumann projection postulate. We…
Brownian diffusion of rod-like polymers in the presence of randomly distributed spherical obstacles is studied using molecular dynamics (MD) simulations. It is observed that dependence of the reduced diffusion coefficient of these…
The condition of thermal equilibrium simplifies the theoretical treatment of fluctuations as found in the celebrated Einstein's relation between mobility and diffusivity for Brownian motion. Several recent theories relax the hypothesis of…
We consider one-dimensional branching Brownian motion in spatially random branching environment (BBMRE) and show that for almost every realisation of the environment, the distributions of the maximal particle of the BBMRE re-centred around…
Using simple kinematical arguments, we derive the Fokker-Planck equation for diffusion processes in curved spacetimes. In the case of Brownian motion, it coincides with Eckart's relativistic heat equation (albeit in a simpler form), and…
In this paper we use the It\^o's formula and comparison theorems to study the blow-up in finite time of stochastic differential equations driven by a Brownian motion. In particular, we obtain an extension of Osgood criterion, which can be…