Related papers: Correlation function methods for a system of annih…
We analytically describe the decay to equilibrium of generic observables of a non-integrable system after a perturbation in the form of a random matrix. We further obtain an analytic form for the time-averaged fluctuations of an observable…
The fundamental insight into Brownian motion by Einstein is that all substances exhibit continual fluctuations due to thermal agitation balancing with the frictional resistance. However, even at thermal equilibrium, biological activity can…
We analytically study the role of nonconservative forces, namely viscous couplings, on the statistical properties of the energy flux between two Brownian particles kept at different temperatures. From the dynamical model describing the…
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…
We construct a microscopic theory of applying a heat flow from thermostatted boundary walls in the film geometry. We treat a classical one-component fluid, but our method is applicable to any fluids and solids. We express linear response of…
We obtain the large scale limit of the fluctuations around its hydrodynamic limit of the density of particles of a weakly asymmetric exclusion process in dimension up to three. The proof is based upon a sharp estimate on the relative…
We investigate three different methods for systematically approximating the diffusion coefficient of a deterministic random walk on the line which contains dynamical correlations that change irregularly under parameter variation. Capturing…
We develop two-dimensional Brownian dynamics simulations to examine the motion of disks under thermal fluctuations and Hookean forces. Our simulations are designed to be experimental-like, since the experimental conditions define the…
We develop an immersed-boundary approach to modeling reaction-diffusion processes in dispersions of reactive spherical particles, from the diffusion-limited to the reaction-limited setting. We represent each reactive particle with a…
Quantum Brownian motion, described by the Caldeira-Leggett model, brings insights to understand phenomena and essence of quantum thermodynamics, especially the quantum work and heat associated with their classical counterparts. By employing…
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…
We study the diffusion of a Brownian particle quadratically coupled to a thermally fluctuating field. In the weak coupling limit, a path-integral formulation allows to compute the effective diffusion coefficient in the cases of an active…
Many important properties of granular fluids can be represented by a system of hard spheres with inelastic collisions. Traditional methods of nonequilibrium statistical mechanics are effective for analysis and description of the inelastic…
Aim of this note is to analyse branching Brownian motion within the class of models introduced in the recent paper [4] and called chemical diffusion master equations. These models provide a description for the probabilistic evolution of…
We derive a fluctuating lattice Boltzmann method for the diffusion equation. The derivation removes several shortcomings of previous derivations for fluctuating lattice Boltzmann methods for hydrodynamic systems. The comparative simplicity…
Two-point density-density correlation functions for the diffusive binary reaction system $A+A\to\emptyset$ are obtained in one dimension via Monte Carlo simulation. The long-time behavior of these correlation functions clearly deviates from…
We apply the macroscopic fluctuation theory (MFT) to study the large-scale dynamical properties of Brownian particles with arbitrary pairwise interaction. By combining it with standard results of equilibrium statistical mechanics for the…
We show that any positive, continuous, and bounded function can be realised as the diffusion coefficient of an evolution equation associated with a gradient interacting particle system. The proof relies on the construction of an appropriate…
This paper is devoted the the study of the mean field limit for many-particle systems undergoing jump, drift or diffusion processes, as well as combinations of them. The main results are quantitative estimates on the decay of fluctuations…
We investigate collective behavior of a system of two-dimensional interacting Brownian particles in the hydrodynamic regime. By means of the Martin-Siggia-Rose-Jenssen-de Dominicis formalism, we built up a generating functional for…