Related papers: Modified Stokes-Einstein Relation for Small Browni…
We consider a random model of diffusion and coagulation. A large number of small particles are randomly scattered at an initial time. Each particle has some integer mass and moves in a Brownian motion whose diffusion rate is determined by…
Simultaneous diffusive and inertial motion of Brownian particles in laminar Couette flow is investigated via Lagrangian and Eulerian descriptions to determine the effect of particle inertia on diffusive transport in the long-time. The…
We obtain a stochastic differential equation (SDE) satisfied by the first $n$ coordinates of a Brownian motion on the unit sphere in $\mathbb{R}^{n+\ell}$. The SDE has non-Lipschitz coefficients but we are able to provide an analysis of…
The aforementioned celebrated model, though a breakthrough in Stochastic processes and a great step toward the construction of the Brownian motion leads to a paradox: infinite propagation speed and violation of the 2nd law of…
Brownian motion in confinement and at interfaces is a canonical situation, encountered from fundamental biophysics to nanoscale engineering. Using the Lorenz-Mie framework, we optically record the thermally-induced tridimensional…
A Brownian particle in an ideal quantum gas is considered. The mean square displacement (MSD) is derived. The Bose-Einstein or Fermi-Dirac distribution, other than the Maxwell-Boltzmann distribution, provides a different stochastic force…
In this work, we present a general Milstein-type scheme for McKean-Vlasov stochastic differential equations (SDEs) driven by Brownian motion and Poisson random measure and the associated system of interacting particles where drift,…
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…
Brownian motion is a foundational physical process characterized by a mean squared displacement that scales linearly in time in thermal equilibrium, known as diffusion. At short times, the mean squared displacement becomes ballistic,…
In this paper we develop a simple theory to study the effects of ionic size on ionic distributions around a charged spherical particle. We include a correction to the regular Poisson-Boltzmann equation in order to take into account the size…
The celebrated Sutherland-Einstein relation for systems at thermal equilibrium states that spread of trajectories of Brownian particles is an increasing function of temperature. Here, we scrutinize diffusion of underdamped Brownian motion…
The properties of the thermal force driving micron particles in incompressible fluids are studied within the hydrodynamic theory of the Brownian motion. It is shown that the assumption used for the hydrodynamic Langevin equation in its…
We consider a quantum particle coupled (with strength $\la$) to a spatial array of independent non-interacting reservoirs in thermal states (heat baths). Under the assumption that the reservoir correlations decay exponentially in time, we…
We consider the hydrodynamic effect of small particles on the dynamics of a much larger particle moving normal to a planar wall in a highly bidisperse dilute colloidal suspension of spheres. The gap $h_0$ between the large particle and the…
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…
In the thermodynamic limit the ratio of system size to thermal de Broglie wavelength tends to infinity and the volume per particle of the system is constant. Our familiar Bose-Einstein statistics is absolutely valid in the thermodynamic…
Owing to the Chapman-Kolmogorov equation for Markovian dynamics,any equilibrium trajectory of a Brownian particle in a solvent fluid can be viewed as the superposition of an uncountable number of non-equilibrium states. This property…
The Clausius Virial theorem of Classical Kinetic Theory is used to evaluate the pressure of a suspension of small particles at equilibrium in an isotropic homogeneous and stationary turbulent flow. It then follows a similar approach to the…
We consider a stochastic flow in which individual particles follow skew Brownian motions, with each one of these processes driven by the same Brownian motion. One does not have uniqueness for the solutions of the corresponding stochastic…
We consider both the effect of particle inertia on stochastic Stokes' drift, and also a related process which could be considered as a crude model of stochastic Stokes' drift driven by an eddy diffusivity. In the latter, the stochastic…