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We discuss the dynamics of particles in one dimension in potentials that are random both in space and in time. The results are applied to recent optics experiments on Anderson localization, in which the transverse spreading of a beam is…

Disordered Systems and Neural Networks · Physics 2013-08-30 Yevgeny Krivolapov , Liad Levi , Shmuel Fishman , Mordechai Segev , Michael Wilkinson

Fractional Brownian motion (fBm) is an important scale-invariant Gaussian non-Markovian process with stationary increments, which serves as a prototypical example of a system with long-range temporal correlations and anomalous diffusion.…

Statistical Mechanics · Physics 2026-04-29 Baruch Meerson , Pavel V. Sasorov

We prove a central limit theorem for the momentum distribution of a particle undergoing an unbiased spatially periodic random forcing at exponentially distributed times without friction. The start is a linear Boltzmann equation for the…

Mathematical Physics · Physics 2015-05-14 Jeremy Clark , Christian Maes

We investigate fractional Brownian motion with a microscopic random-matrix model and introduce a fractional Langevin equation. We use the latter to study both sub- and superdiffusion of a free particle coupled to a fractal heat bath. We…

Statistical Mechanics · Physics 2009-11-07 E. Lutz

We study the position distribution of an active Brownian particle (ABP) in the presence of stochastic resetting in two spatial dimensions. We consider three different resetting protocols : (I) where both position and orientation of the…

Statistical Mechanics · Physics 2021-04-20 Vijay Kumar , Onkar Sadekar , Urna Basu

We review theoretical models of individual motility as well as collective dynamics and pattern formation of active particles. We focus on simple models of active dynamics with a particular emphasis on nonlinear and stochastic dynamics of…

Other Condensed Matter · Physics 2015-06-04 Pawel Romanczuk , Markus Bär , Werner Ebeling , Benjamin Lindner , Lutz Schimansky-Geier

A Langevin equation with a special type of additive random source is considered. This random force presents a fractional order derivative of white noise, and leads to a power-law time behavior of the mean square displacement of a particle,…

chao-dyn · Physics 2009-10-31 V. Kobelev , E. Romanov

The Fokker-Planck equation has been very useful for studying dynamic behavior of stochastic differential equations driven by Gaussian noises. However, there are both theoretical and empirical reasons to consider similar equations driven by…

chao-dyn · Physics 2007-05-23 D. Schertzer , M. Larchevêque , J. Duan , V. V. Yanovsky , S. Lovejoy

We study a stochastic process where an active particle, modeled by a one-dimensional run-and-tumble particle, searches for a target with a finite absorption strength in thermal environments. Solving the Fokker-Planck equation for a uniform…

Statistical Mechanics · Physics 2023-11-09 Byeong Guk Go , Euijin Jeon , Yong Woon Kim

The propulsion of active particles by self-diffusiophoresis is driven by asymmetric catalytic reactions on the particle surface that generate a mechanochemical coupling between the fluid velocity and the concentration fields of fuel and…

Statistical Mechanics · Physics 2018-12-24 Pierre Gaspard , Raymond Kapral

Using the scheme of mesoscopic nonequilibrium thermodynamics, we construct the one- and two- particle Fokker-Planck equations for a system of interacting Brownian particles. By means of these equations we derive the corresponding balance…

Soft Condensed Matter · Physics 2009-11-07 M. Mayorga , L. Romero-Salazar , J. M. Rubi

We study a Langevin equation describing the stochastic motion of a particle in one dimension with coordinate $x$, which is simultaneously exposed to a space-dependent friction coefficient $\gamma(x)$, a confining potential $U(x)$ and…

Soft Condensed Matter · Physics 2021-05-12 Davide Breoni , Hartmut Löwen , Ralf Blossey

By working in the small persistence time limit, we determine the steady-state distribution of an Active Ornstein Uhlenbeck Particle (AOUP) experiencing, in addition to self-propulsion, a Gaussian white noise modelling a bath at temperature…

Statistical Mechanics · Physics 2021-05-26 David Martin , Thibaut Arnoulx de Pirey

We study the motion of a solid particle immersed in a Newtonian fluid and confined between two parallel elastic membranes possessing shear and bending rigidity. The hydrodynamic mobility depends on the frequency of the particle motion due…

Fluid Dynamics · Physics 2016-08-03 Abdallah Daddi-Moussa-Ider , Achim Guckenberger , Stephan Gekle

Dynamics of the particle phase in a particle laden turbulent flow is highly influenced by the fluctuating velocity and vorticity field of the fluid phase. The present work mainly focuses on exploring the possibility of applying a Langevin…

Fluid Dynamics · Physics 2021-06-08 Swagnik Ghosh , Partha Sarathi Goswami

We carry out a comprehensive linear stability analysis of active Brownian particle systems around a constant homogeneous state. These scalar models, being important prototypes for the continuous description of active matter, are…

Analysis of PDEs · Mathematics 2025-12-22 Michele Coti Zelati , Lucas Ertzbischoff , David Gerard-Varet

The transport phenomenon(directional movement) of self-propelled Brownian particles moving in a smooth corrugated confined channel is investigated. It is found that large $x$ direction noise intensity should reduce particles directional…

Soft Condensed Matter · Physics 2019-10-23 Bing Wang , Hao Chen , Yong Wu

We calculate the probability distribution function (PDF) of an overdamped Brownian particle moving in a periodic potential energy landscape $U(x)$. The PDF is found by solving the corresponding Smoluchowski diffusion equation. We derive the…

Statistical Mechanics · Physics 2018-11-21 Matan Sivan , Oded Farago

We analyze the dynamics of particles in two dimensions with constant speed and a stochastic switching angle dynamics defined by a correlated dichotomous Markov process (telegraph noise) plus Gaussian white noise. We study various cases of…

Statistical Mechanics · Physics 2012-05-16 Christian Weber , Igor M. Sokolov , Lutz Schimansky-Geier

We propose to model the stochastic dynamics of a polymer passing through a pore (translocation) by means of a fractional Brownian motion, and study its behavior in presence of an absorbing boundary. Based on scaling arguments and numerical…

Statistical Mechanics · Physics 2009-03-30 Andrea Zoia , Alberto Rosso , Satya N. Majumdar
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