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The operational meaning of spacetime fluctuations is discussed. Classical spacetime geometry can be viewed as encoding the relations between the motions of test particles in the geometry. By analogy, quantum fluctuations of spacetime…
One century after Einstein's work, Brownian Motion still remains both a fundamental open issue and a continous source of inspiration for many areas of natural sciences. We first present a discussion about stochastic and deterministic…
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…
Inspired by one--dimensional light--particle systems, the dynamics of a non-Hamiltonian system with long--range forces is investigated. While the molecular dynamics does not reach an equilibrium state, it may be approximated in the…
We investigate the stochastic dynamics of one sedimenting active Brownian particle in three dimensions under the influence of gravity and passive fluctuations in the translational and rotational motion. We present an analytical solution of…
Herein we develop a dynamical foundation for fractional Brownian Motion. A clear relation is established between the asymptotic behaviour of the correlation function and diffusion in a dynamical system. Then, assuming that scaling is…
Anomalous diffusion is an established phenomenon but still a theoretical challenge in non-equilibrium statistical mechanics. Physical models are built incrementally, and the most recent and most general family is based on the fractional…
A thermal colloid suspended in a liquid will transition from a short time ballistic motion to a long time diffusive motion. However, the transition between ballistic and diffusive motion is highly dependent on the properties and structure…
We present the reduction of generalized Langevin equations to a coordinate-only stochastic model, which in its exact form, involves a forcing term with memory and a general Gaussian noise. It will be shown that a similar…
Confined motions in complex environments are ubiquitous in microbiology. These situations invariably involve the intricate coupling between fluid flow, soft boundaries, surface forces and fluctuations. In the present study, such a coupling…
We study how fluctuations in fluid dynamic fields can be dissipated or amplified within the characteristic spatio-temporal structure of a heavy ion collision. The initial conditions for a fluid dynamic evolution of heavy ion collisions may…
We investigate Brownian motion with diffusivity alternately fluctuating between fast and slow states. We assume that sojourn-time distributions of these two states are given by exponential or power-law distributions. We develop a theory of…
We measured the overall motion of Brownian particles suspended in water by a self-mixing thin-slice solid-state laser with extreme optical sensitivity. From the demodulated signal of laser intensity fluctuations through self-mixing…
The absorption cross section of M\"{o}ssbauer radiation in magnetic liquids is calculated, taking into consideration both translational and rotational Brownian motion of magnetic nanoparticles. Stochastic reversals of their magnetization…
The celebrated Stokes Law (SL) of hydrodynamics predicts that the velocity of a particle pulled through a liquid by an external force, Fex, is directly proportional to the force and inversely proportional to the friction {\zeta} acted by…
A kind of fluid dynamic description for the collective movement of pedestrians is developed on the basis of a Boltzmann-like gaskinetic model. The differences between these pedestrian specific equations and those for ordinary fluids are…
Many studies assume stock prices follow a random process known as geometric Brownian motion. Although approximately correct, this model fails to explain the frequent occurrence of extreme price movements, such as stock market crashes. Using…
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…
A coarse-grained bead-spring-dashpot chain model with the dashpots representing the presence of internal friction, is solved exactly numerically, for the case of chains with more than two beads. Using a decoupling procedure to remove the…
By using the Kirkwood formula, the friction coefficient of a solvated Brownian particle is determined from the integration on time of the autocorrelation function of the force that the solvent exerts on this particle. Extensive molecular…